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DTE.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DTE.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (DTE.DE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DTE.DE achieves a 5.71% return, which is significantly higher than BTC-USD's -26.39% return. Over the past 10 years, DTE.DE has underperformed BTC-USD with an annualized return of 11.03%, while BTC-USD has yielded a comparatively higher 56.54% annualized return.


DTE.DE

1D
2.09%
1M
1.80%
YTD
5.71%
6M
9.14%
1Y
-4.85%
3Y*
18.13%
5Y*
13.39%
10Y*
11.03%

BTC-USD

1D
0.00%
1M
-21.07%
YTD
-26.39%
6M
-28.70%
1Y
-40.31%
3Y*
33.21%
5Y*
10.38%
10Y*
56.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTE.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTE.DE
Deutsche Telekom AG
5.71%-1.45%37.51%20.34%18.68%12.88%6.85%2.95%4.96%-6.37%
BTC-USD
Bitcoin
-26.39%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between DTE.DE and BTC-USD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2012

0.02

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Return for Risk

DTE.DE vs. BTC-USD — Risk / Return Rank

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

DTE.DE
DTE.DE Risk / Return Rank: 3131
Overall Rank
DTE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DTE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
DTE.DE Omega Ratio Rank: 2828
Omega Ratio Rank
DTE.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
DTE.DE Martin Ratio Rank: 3333
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

DTE.DE vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Bitcoin (BTC-USD). 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.


DTE.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

0.98

0.86

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.80

+0.49

Martin ratioReturn relative to average drawdown

-0.56

-1.38

+0.82

DTE.DE vs. BTC-USD - Sharpe Ratio Comparison

The current DTE.DE Sharpe Ratio is -0.24, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of DTE.DE and BTC-USD, 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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Drawdowns

DTE.DE vs. BTC-USD - Drawdown Comparison

The maximum DTE.DE drawdown since its inception was -40.59%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for DTE.DE and BTC-USD.


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Drawdown Indicators


DTE.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-40.59%

-83.05%

+42.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-50.24%

+31.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-50.24%

+25.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-73.60%

+49.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.88%

-82.51%

+47.63%

Current Drawdown

Current decline from peak

-16.05%

-48.50%

+32.45%

Average Drawdown

Average peak-to-trough decline

-11.71%

-40.03%

+28.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

34.94%

-24.49%

Volatility

DTE.DE vs. BTC-USD - Volatility Comparison

The current volatility for Deutsche Telekom AG (DTE.DE) is 7.81%, while Bitcoin (BTC-USD) has a volatility of 11.08%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTE.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

11.08%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

34.70%

-15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

35.21%

-10.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

44.75%

-24.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

55.74%

-36.20%

Frequently Asked Questions


DTE.DE and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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