DRW3.DE vs. TEF.MC
DRW3.DE (Draegerwerk VZO O.N.) and TEF.MC (Telefonica) are both stocks. DRW3.DE operates in Medical Devices (Healthcare), while TEF.MC operates in Telecom Services (Communication Services). Over the past 10 years, DRW3.DE returned 5.97%/yr vs -3.01%/yr for TEF.MC. At a 0.22 correlation, their price movements are largely independent.
Performance
DRW3.DE vs. TEF.MC - Performance Comparison
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Returns By Period
In the year-to-date period, DRW3.DE achieves a 35.26% return, which is significantly higher than TEF.MC's 6.67% return. Over the past 10 years, DRW3.DE has outperformed TEF.MC with an annualized return of 5.97%, while TEF.MC has yielded a comparatively lower -3.01% annualized return.
DRW3.DE
- 1D
- 3.98%
- 1M
- 8.54%
- 6M
- 2.04%
- YTD
- 35.26%
- 1Y
- 33.91%
- 3Y*
- 30.03%
- 5Y*
- 6.49%
- 10Y*
- 5.97%
- ALL TIME*
- 5.62%
TEF.MC
- 1D
- -1.10%
- 1M
- -2.98%
- 6M
- 11.80%
- YTD
- 6.67%
- 1Y
- -13.70%
- 3Y*
- 5.53%
- 5Y*
- 5.95%
- 10Y*
- -3.01%
- ALL TIME*
- 2.66%
DRW3.DE vs. TEF.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRW3.DE Draegerwerk VZO O.N. | 35.26% | 54.30% | -6.86% | 24.56% | -24.13% | -11.80% | 13.04% | 20.01% | -35.08% | -8.88% |
TEF.MC Telefonica | 6.67% | -4.58% | 18.32% | 10.87% | -6.53% | 27.20% | -43.76% | -11.12% | -5.82% | -4.51% |
Correlation
The correlation between DRW3.DE and TEF.MC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2006 | 0.22 |
The correlation between DRW3.DE and TEF.MC shifts across timeframes, from 0.09 (3 years) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRW3.DE vs. TEF.MC — Risk / Return Rank
DRW3.DE
TEF.MC
DRW3.DE vs. TEF.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Draegerwerk VZO O.N. (DRW3.DE) and Telefonica (TEF.MC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRW3.DE | TEF.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.92 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | -0.44 | +2.35 |
| Martin ratioReturn relative to average drawdown | 4.13 | -0.72 | +4.85 |
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Drawdowns
DRW3.DE vs. TEF.MC - Drawdown Comparison
The maximum DRW3.DE drawdown since its inception was -81.57%, which is greater than TEF.MC's maximum drawdown of -74.82%. Use the drawdown chart below to compare losses from any high point for DRW3.DE and TEF.MC.
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Drawdown Indicators
| DRW3.DE | TEF.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.57% | -74.82% | -6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -30.89% | +13.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -30.89% | +10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -49.96% | -34.21% | -15.75% |
Max Drawdown (10Y)Largest decline over 10 years | -63.25% | -69.20% | +5.95% |
Current DrawdownCurrent decline from peak | -13.85% | -51.46% | +37.61% |
Average DrawdownAverage peak-to-trough decline | -36.61% | -33.00% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.19% | 19.07% | -10.88% |
Volatility
DRW3.DE vs. TEF.MC - Volatility Comparison
Draegerwerk VZO O.N. (DRW3.DE) has a higher volatility of 9.61% compared to Telefonica (TEF.MC) at 7.08%. This indicates that DRW3.DE's price experiences larger fluctuations and is considered to be riskier than TEF.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRW3.DE | TEF.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 7.08% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.48% | 18.34% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.75% | 25.85% | +8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 21.20% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.76% | 24.94% | +9.82% |
Dividends
DRW3.DE vs. TEF.MC - Dividend Comparison
DRW3.DE's dividend yield for the trailing twelve months is around 2.48%, less than TEF.MC's 8.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRW3.DE Draegerwerk VZO O.N. | 2.48% | 2.93% | 3.87% | 0.37% | 0.46% | 0.34% | 0.30% | 0.34% | 0.99% | 0.26% | 0.24% | 2.03% |
TEF.MC Telefonica | 8.38% | 8.60% | 6.17% | 6.88% | 7.12% | 7.28% | 9.65% | 5.20% | 4.41% | 3.99% | 9.14% | 5.91% |
Financials
DRW3.DE vs. TEF.MC - Financials Comparison
This section allows you to compare key financial metrics between Draegerwerk VZO O.N. and Telefonica. 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
DRW3.DE and TEF.MC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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