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DHLGY vs. FRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DHLGY vs. FRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Post AG (DHLGY) and Fresenius SE & Co. KGaA (FRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DHLGY is traded in USD, while FRE.DE is traded in EUR. To make them comparable, the FRE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DHLGY achieves a 15.26% return, which is significantly higher than FRE.DE's -25.45% return.


DHLGY

1D
-1.40%
1M
15.53%
YTD
15.26%
6M
20.02%
1Y
39.89%
3Y*
5Y*
10Y*

FRE.DE

1D
-1.60%
1M
-10.10%
YTD
-25.45%
6M
-22.45%
1Y
-13.25%
3Y*
16.07%
5Y*
-3.06%
10Y*
-3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHLGY vs. FRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DHLGY
Deutsche Post AG
15.26%64.63%-26.16%0.44%
FRE.DE
Fresenius SE & Co. KGaA
-25.45%68.77%12.65%9.57%

Correlation

The correlation between DHLGY and FRE.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

0.36

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Return for Risk

DHLGY vs. FRE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHLGY
DHLGY Risk / Return Rank: 7878
Overall Rank
DHLGY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DHLGY Sortino Ratio Rank: 7676
Sortino Ratio Rank
DHLGY Omega Ratio Rank: 7676
Omega Ratio Rank
DHLGY Calmar Ratio Rank: 7676
Calmar Ratio Rank
DHLGY Martin Ratio Rank: 7979
Martin Ratio Rank

FRE.DE
FRE.DE Risk / Return Rank: 1414
Overall Rank
FRE.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FRE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FRE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
FRE.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
FRE.DE Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DHLGY vs. FRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Post AG (DHLGY) and Fresenius SE & Co. KGaA (FRE.DE). 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.


DHLGYFRE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.43

-0.56

+1.99

Sortino ratio

Return per unit of downside risk

2.07

-0.63

+2.69

Omega ratio

Gain probability vs. loss probability

1.28

0.92

+0.35

Calmar ratio

Return relative to maximum drawdown

2.24

-0.42

+2.66

Martin ratio

Return relative to average drawdown

6.14

-1.20

+7.34

DHLGY vs. FRE.DE - Sharpe Ratio Comparison

The current DHLGY Sharpe Ratio is 1.43, which is higher than the FRE.DE Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DHLGY and FRE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DHLGYFRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.56

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.15

+0.31

Drawdowns

DHLGY vs. FRE.DE - Drawdown Comparison

The maximum DHLGY drawdown since its inception was -31.02%, smaller than the maximum FRE.DE drawdown of -75.44%. Use the drawdown chart below to compare losses from any high point for DHLGY and FRE.DE.


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Drawdown Indicators


DHLGYFRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-75.44%

+44.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-31.30%

+13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-31.30%

Max Drawdown (5Y)

Largest decline over 5 years

-64.01%

Max Drawdown (10Y)

Largest decline over 10 years

-75.44%

Current Drawdown

Current decline from peak

-1.40%

-42.66%

+41.26%

Average Drawdown

Average peak-to-trough decline

-11.52%

-26.32%

+14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

10.98%

-4.46%

Volatility

DHLGY vs. FRE.DE - Volatility Comparison

The current volatility for Deutsche Post AG (DHLGY) is 6.92%, while Fresenius SE & Co. KGaA (FRE.DE) has a volatility of 8.67%. This indicates that DHLGY experiences smaller price fluctuations and is considered to be less risky than FRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHLGYFRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

8.67%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

20.04%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

28.03%

23.81%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.27%

27.59%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

28.85%

-1.58%

Dividends

DHLGY vs. FRE.DE - Dividend Comparison

DHLGY's dividend yield for the trailing twelve months is around 3.64%, more than FRE.DE's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
DHLGY
Deutsche Post AG
3.64%3.83%5.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRE.DE
Fresenius SE & Co. KGaA
2.92%2.04%0.00%3.28%3.50%2.49%4.44%1.59%1.77%0.95%0.74%0.58%

Financials

DHLGY vs. FRE.DE - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Post AG and Fresenius SE & Co. KGaA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. DHLGY values in USD, FRE.DE values in EUR

Frequently Asked Questions


DHLGY and FRE.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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