DTE.DE vs. MSFT
DTE.DE (Deutsche Telekom AG) and MSFT (Microsoft Corporation) are both stocks. DTE.DE operates in Telecom Services (Communication Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, DTE.DE returned 10.53%/yr vs 24.69%/yr for MSFT. At a 0.22 correlation, their price movements are largely independent.
Performance
DTE.DE vs. MSFT - Performance Comparison
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Different Trading Currencies
DTE.DE is traded in EUR, while MSFT is traded in USD. To make them comparable, the MSFT 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 higher than MSFT's -10.08% return. Over the past 10 years, DTE.DE has underperformed MSFT with an annualized return of 10.53%, while MSFT has yielded a comparatively higher 24.69% annualized return.
DTE.DE
- 1D
- -0.96%
- 1M
- 1.79%
- YTD
- 3.88%
- 6M
- 4.90%
- 1Y
- -14.69%
- 3Y*
- 16.36%
- 5Y*
- 13.65%
- 10Y*
- 10.53%
MSFT
- 1D
- 0.03%
- 1M
- 4.97%
- YTD
- -10.08%
- 6M
- -10.34%
- 1Y
- -8.55%
- 3Y*
- 6.35%
- 5Y*
- 13.25%
- 10Y*
- 24.69%
DTE.DE vs. MSFT - 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% |
MSFT Microsoft Corporation | -10.08% | 1.87% | 20.38% | 53.45% | -23.56% | 63.88% | 30.79% | 61.12% | 26.47% | 23.44% |
Correlation
The correlation between DTE.DE and MSFT is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.22 |
The correlation between DTE.DE and MSFT shifts across timeframes, from -0.01 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTE.DE vs. MSFT — Risk / Return Rank
DTE.DE
MSFT
DTE.DE vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.96 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.26 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.52 | -0.56 |
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 | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.34 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.50 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.90 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.66 | -0.47 |
Drawdowns
DTE.DE vs. MSFT - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than MSFT's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DTE.DE and MSFT.
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Drawdown Indicators
| DTE.DE | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.32% | -51.87% | -39.45% |
Max Drawdown (1Y)Largest decline over 1 year | -22.57% | -33.31% | +10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -33.31% | +8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -33.31% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.31% | -1.54% |
Current DrawdownCurrent decline from peak | -17.50% | -20.54% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -62.14% | -10.41% | -51.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 16.47% | -3.16% |
Volatility
DTE.DE vs. MSFT - Volatility Comparison
The current volatility for Deutsche Telekom AG (DTE.DE) is 6.31%, while Microsoft Corporation (MSFT) has a volatility of 9.92%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTE.DE | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 9.92% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 22.27% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 25.55% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 26.47% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 27.44% | -7.88% |
Dividends
DTE.DE vs. MSFT - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 3.59%, more than MSFT's 0.83% 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% |
MSFT Microsoft Corporation | 0.83% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
DTE.DE vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG and Microsoft Corporation. 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 MSFT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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