DTE.DE vs. ^GSPC
Compare and contrast key facts about Deutsche Telekom AG (DTE.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE.DE or ^GSPC.
Key characteristics
DTE.DE | ^GSPC | |
---|---|---|
YTD Return | 26.99% | 18.13% |
1Y Return | 33.92% | 26.52% |
3Y Return (Ann) | 19.11% | 8.36% |
5Y Return (Ann) | 16.95% | 13.43% |
10Y Return (Ann) | 12.83% | 10.88% |
Sharpe Ratio | 2.78 | 2.10 |
Daily Std Dev | 12.17% | 12.68% |
Max Drawdown | -91.32% | -56.78% |
Current Drawdown | -19.47% | -0.58% |
Correlation
The correlation between DTE.DE and ^GSPC is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DTE.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, DTE.DE achieves a 26.99% return, which is significantly higher than ^GSPC's 18.13% return. Over the past 10 years, DTE.DE has outperformed ^GSPC with an annualized return of 12.83%, while ^GSPC has yielded a comparatively lower 10.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTE.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and S&P 500 (^GSPC). 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.
Drawdowns
DTE.DE vs. ^GSPC - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DTE.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
DTE.DE vs. ^GSPC - Volatility Comparison
The current volatility for Deutsche Telekom AG (DTE.DE) is 3.67%, while S&P 500 (^GSPC) has a volatility of 3.97%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.