DEZ.DE vs. LILM
DEZ.DE (DEUTZ Aktiengesellschaft) and LILM (Lilium N.V.) are both stocks. Both are in the Industrials sector — DEZ.DE in Specialty Industrial Machinery, LILM in Aerospace & Defense. At a correlation of -0.26, they often move in opposite directions.
Performance
DEZ.DE vs. LILM - Performance Comparison
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Different Trading Currencies
DEZ.DE is traded in EUR, while LILM is traded in USD. To make them comparable, the LILM values have been converted to EUR using the latest available exchange rates.
Returns By Period
DEZ.DE
- 1D
- -1.42%
- 1M
- -0.18%
- YTD
- 16.43%
- 6M
- 24.80%
- 1Y
- 28.37%
- 3Y*
- 23.22%
- 5Y*
- 8.90%
- 10Y*
- 11.10%
LILM
- 1D
- -0.14%
- 1M
- 0.67%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEZ.DE vs. LILM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | -9.86% |
LILM Lilium N.V. | 1.73% |
Correlation
The correlation between DEZ.DE and LILM is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 9, 2026 | -0.26 |
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Return for Risk
DEZ.DE vs. LILM — Risk / Return Rank
DEZ.DE
LILM
DEZ.DE vs. LILM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.DE) and Lilium N.V. (LILM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DEZ.DE | LILM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | — | — |
| Martin ratioReturn relative to average drawdown | 2.04 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEZ.DE | LILM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.02 | -0.95 |
Drawdowns
DEZ.DE vs. LILM - Drawdown Comparison
The maximum DEZ.DE drawdown since its inception was -90.22%, which is greater than LILM's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for DEZ.DE and LILM.
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Drawdown Indicators
| DEZ.DE | LILM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.22% | -2.84% | -87.38% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -36.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -62.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.00% | — | — |
Current DrawdownCurrent decline from peak | -20.82% | -1.31% | -19.51% |
Average DrawdownAverage peak-to-trough decline | -51.89% | -1.21% | -50.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.83% | — | — |
Volatility
DEZ.DE vs. LILM - Volatility Comparison
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Volatility by Period
| DEZ.DE | LILM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 5.61% | +38.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.32% | 5.61% | +35.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.79% | 5.61% | +35.18% |
Dividends
DEZ.DE vs. LILM - Dividend Comparison
DEZ.DE's dividend yield for the trailing twelve months is around 1.85%, while LILM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 1.85% | 2.00% | 4.21% | 3.12% | 3.71% | 0.00% | 2.94% | 2.69% | 2.92% | 0.92% | 1.31% | 1.90% |
LILM Lilium N.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DEZ.DE vs. LILM - Financials Comparison
This section allows you to compare key financial metrics between DEUTZ Aktiengesellschaft and Lilium N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DEZ.DE and LILM have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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