DTE.DE vs. JNJ
DTE.DE (Deutsche Telekom AG) and JNJ (Johnson & Johnson) are both stocks. DTE.DE operates in Telecom Services (Communication Services), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, DTE.DE returned 10.53%/yr vs 9.83%/yr for JNJ. At a 0.22 correlation, their price movements are largely independent.
Performance
DTE.DE vs. JNJ - Performance Comparison
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Different Trading Currencies
DTE.DE is traded in EUR, while JNJ is traded in USD. To make them comparable, the JNJ 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 3.88% return, which is significantly lower than JNJ's 15.96% return. Over the past 10 years, DTE.DE has outperformed JNJ with an annualized return of 10.53%, while JNJ has yielded a comparatively lower 9.83% annualized return.
DTE.DE
- 1D
- -0.96%
- 1M
- 1.57%
- YTD
- 3.88%
- 6M
- 6.06%
- 1Y
- -15.07%
- 3Y*
- 16.36%
- 5Y*
- 13.65%
- 10Y*
- 10.53%
JNJ
- 1D
- 0.00%
- 1M
- 8.21%
- YTD
- 15.96%
- 6M
- 17.91%
- 1Y
- 52.20%
- 3Y*
- 14.01%
- 5Y*
- 11.33%
- 10Y*
- 9.83%
DTE.DE vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.88% | -1.45% | 37.51% | 20.35% | 18.67% | 12.92% | 12.45% | 2.95% | 5.00% | -6.37% |
JNJ Johnson & Johnson | 15.52% | 29.98% | 1.47% | -11.32% | 12.54% | 19.77% | 1.69% | 18.85% | -0.68% | 9.13% |
Correlation
The correlation between DTE.DE and JNJ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.22 |
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Return for Risk
DTE.DE vs. JNJ — Risk / Return Rank
DTE.DE
JNJ
DTE.DE vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -5.15 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.53 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 4.49 | -5.14 |
| Martin ratioReturn relative to average drawdown | -1.08 | 14.12 | -15.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTE.DE | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 3.06 | -3.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.65 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.61 | -0.42 |
Drawdowns
DTE.DE vs. JNJ - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than JNJ's maximum drawdown of -27.10%. Use the drawdown chart below to compare losses from any high point for DTE.DE and JNJ.
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Drawdown Indicators
| DTE.DE | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.32% | -27.10% | -64.22% |
Max Drawdown (1Y)Largest decline over 1 year | -21.56% | -11.68% | -9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -18.03% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -20.88% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -25.51% | -9.34% |
Current DrawdownCurrent decline from peak | -17.50% | -4.43% | -13.07% |
Average DrawdownAverage peak-to-trough decline | -62.14% | -7.02% | -55.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 3.71% | +9.60% |
Volatility
DTE.DE vs. JNJ - Volatility Comparison
Deutsche Telekom AG (DTE.DE) and Johnson & Johnson (JNJ) have volatilities of 6.31% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTE.DE | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 6.31% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 12.91% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 17.20% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 17.64% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 19.39% | +0.17% |
Dividends
DTE.DE vs. JNJ - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 3.59%, more than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.59% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% |
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
DTE.DE vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG and Johnson & Johnson. 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
DTE.DE and JNJ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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