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

Performance

DTE.DE vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (DTE.DE) and Ethereum (ETH-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 ETH-USD is traded in USD. To make them comparable, the ETH-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 ETH-USD's -43.00% return. Over the past 10 years, DTE.DE has underperformed ETH-USD with an annualized return of 11.03%, while ETH-USD has yielded a comparatively higher 56.48% 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%

ETH-USD

1D
0.00%
1M
-26.40%
YTD
-43.00%
6M
-45.21%
1Y
-35.55%
3Y*
-1.88%
5Y*
-7.55%
10Y*
56.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTE.DE vs. ETH-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%
ETH-USD
Ethereum
-43.00%-21.49%54.40%86.01%-65.36%435.57%426.58%0.70%-81.75%7,900.68%

Correlation

The correlation between DTE.DE and ETH-USD is -0.07, 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

-0.07

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

-0.02

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.02

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Return for Risk

DTE.DE vs. ETH-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

ETH-USD
ETH-USD Risk / Return Rank: 6969
Overall Rank
ETH-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6767
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Ethereum (ETH-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.DEETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

0.98

0.95

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.53

+0.22

Martin ratioReturn relative to average drawdown

-0.56

-0.91

+0.35

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

The current DTE.DE Sharpe Ratio is -0.24, which is higher than the ETH-USD Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of DTE.DE and ETH-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. ETH-USD - Drawdown Comparison

The maximum DTE.DE drawdown since its inception was -40.59%, smaller than the maximum ETH-USD drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for DTE.DE and ETH-USD.


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Drawdown Indicators


DTE.DEETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-40.59%

-93.21%

+52.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-66.66%

+47.70%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-66.66%

+42.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-76.09%

+51.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.88%

-93.21%

+58.33%

Current Drawdown

Current decline from peak

-16.05%

-65.34%

+49.29%

Average Drawdown

Average peak-to-trough decline

-11.71%

-48.98%

+37.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

45.31%

-34.86%

Volatility

DTE.DE vs. ETH-USD - Volatility Comparison

The current volatility for Deutsche Telekom AG (DTE.DE) is 7.81%, while Ethereum (ETH-USD) has a volatility of 16.03%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than ETH-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.DEETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

16.03%

-8.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

46.97%

-27.34%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

55.65%

-31.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

59.39%

-39.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

78.43%

-58.89%

Frequently Asked Questions


DTE.DE and ETH-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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