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DTE.DE vs. CCOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DTE.DECCOI
YTD Return34.99%16.41%
1Y Return38.30%35.41%
3Y Return (Ann)22.70%10.14%
5Y Return (Ann)18.06%11.95%
10Y Return (Ann)13.55%15.26%
Sharpe Ratio3.071.07
Sortino Ratio4.041.57
Omega Ratio1.561.20
Calmar Ratio0.981.03
Martin Ratio12.422.28
Ulcer Index2.98%15.31%
Daily Std Dev12.00%32.68%
Max Drawdown-91.32%-96.52%
Current Drawdown-14.39%-0.29%

Fundamentals


DTE.DECCOI
Market Cap€141.19B$4.15B
EPS€1.00$0.77
PE Ratio28.36110.00
PEG Ratio25.7585.89
Total Revenue (TTM)€85.71B$798.71M
Gross Profit (TTM)€27.89B$86.33M
EBITDA (TTM)€36.13B$72.80M

Correlation

-0.50.00.51.00.2

The correlation between DTE.DE and CCOI is 0.18, 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. CCOI - Performance Comparison

In the year-to-date period, DTE.DE achieves a 34.99% return, which is significantly higher than CCOI's 16.41% return. Over the past 10 years, DTE.DE has underperformed CCOI with an annualized return of 13.55%, while CCOI has yielded a comparatively higher 15.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
30.86%
37.64%
DTE.DE
CCOI

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Risk-Adjusted Performance

DTE.DE vs. CCOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Cogent Communications Holdings, Inc. (CCOI). 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.


DTE.DE
Sharpe ratio
The chart of Sharpe ratio for DTE.DE, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.72
Sortino ratio
The chart of Sortino ratio for DTE.DE, currently valued at 3.69, compared to the broader market-4.00-2.000.002.004.003.69
Omega ratio
The chart of Omega ratio for DTE.DE, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for DTE.DE, currently valued at 3.68, compared to the broader market0.002.004.006.003.68
Martin ratio
The chart of Martin ratio for DTE.DE, currently valued at 10.68, compared to the broader market0.0010.0020.0030.0010.68
CCOI
Sharpe ratio
The chart of Sharpe ratio for CCOI, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11
Sortino ratio
The chart of Sortino ratio for CCOI, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.60
Omega ratio
The chart of Omega ratio for CCOI, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for CCOI, currently valued at 1.03, compared to the broader market0.002.004.006.001.03
Martin ratio
The chart of Martin ratio for CCOI, currently valued at 2.25, compared to the broader market0.0010.0020.0030.002.25

DTE.DE vs. CCOI - Sharpe Ratio Comparison

The current DTE.DE Sharpe Ratio is 3.07, which is higher than the CCOI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DTE.DE and CCOI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.72
1.11
DTE.DE
CCOI

Dividends

DTE.DE vs. CCOI - Dividend Comparison

DTE.DE's dividend yield for the trailing twelve months is around 2.72%, less than CCOI's 4.58% yield.


TTM20232022202120202019201820172016201520142013
DTE.DE
Deutsche Telekom AG
2.72%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%3.77%5.63%
CCOI
Cogent Communications Holdings, Inc.
4.58%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%

Drawdowns

DTE.DE vs. CCOI - Drawdown Comparison

The maximum DTE.DE drawdown since its inception was -91.32%, smaller than the maximum CCOI drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for DTE.DE and CCOI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.08%
-0.29%
DTE.DE
CCOI

Volatility

DTE.DE vs. CCOI - Volatility Comparison

The current volatility for Deutsche Telekom AG (DTE.DE) is 4.46%, while Cogent Communications Holdings, Inc. (CCOI) has a volatility of 6.63%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than CCOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
6.63%
DTE.DE
CCOI

Financials

DTE.DE vs. CCOI - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Telekom AG and Cogent Communications Holdings, Inc.. 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. DTE.DE values in EUR, CCOI values in USD