PortfoliosLab logoPortfoliosLab logo
DTE.DE vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTE.DE vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (DTE.DE) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DTE.DE vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTE.DE
Deutsche Telekom AG
15.11%-1.45%37.51%20.35%18.67%12.92%12.45%2.95%5.00%-6.37%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-4.49%6.64%45.95%50.05%-28.39%36.84%36.34%41.34%3.43%15.13%
Different Trading Currencies

DTE.DE is traded in EUR, while NASDX is traded in USD. To make them comparable, the NASDX 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 15.11% return, which is significantly higher than NASDX's -4.49% return. Over the past 10 years, DTE.DE has underperformed NASDX with an annualized return of 12.21%, while NASDX has yielded a comparatively higher 19.31% annualized return.


DTE.DE

1D
0.00%
1M
-4.13%
YTD
15.11%
6M
9.08%
1Y
-5.17%
3Y*
16.11%
5Y*
16.88%
10Y*
12.21%

NASDX

1D
2.55%
1M
-3.93%
YTD
-4.49%
6M
-2.62%
1Y
14.56%
3Y*
23.25%
5Y*
15.21%
10Y*
19.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DTE.DE vs. NASDX — 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: 3232
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: 3636
Calmar Ratio Rank
DTE.DE Martin Ratio Rank: 3737
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 6565
Overall Rank
NASDX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5757
Omega Ratio Rank
NASDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NASDX 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. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.DENASDXDifference

Sharpe ratio

Return per unit of total volatility

-0.15

0.63

-0.78

Sortino ratio

Return per unit of downside risk

-0.05

1.05

-1.09

Omega ratio

Gain probability vs. loss probability

0.99

1.15

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.15

1.12

-1.27

Martin ratio

Return relative to average drawdown

-0.27

3.82

-4.09

DTE.DE vs. NASDX - Sharpe Ratio Comparison

The current DTE.DE Sharpe Ratio is -0.15, which is lower than the NASDX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DTE.DE and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DTE.DENASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.63

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.67

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.84

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.72

-0.51

Correlation

The correlation between DTE.DE and NASDX is 0.26, 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.


Dividends

DTE.DE vs. NASDX - Dividend Comparison

DTE.DE's dividend yield for the trailing twelve months is around 5.97%, more than NASDX's 3.80% yield.


TTM20252024202320222021202020192018201720162015
DTE.DE
Deutsche Telekom AG
5.97%3.25%2.67%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.80%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Drawdowns

DTE.DE vs. NASDX - Drawdown Comparison

The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than NASDX's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for DTE.DE and NASDX.


Loading graphics...

Drawdown Indicators


DTE.DENASDXDifference

Max Drawdown

Largest peak-to-trough decline

-91.32%

-83.16%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.32%

-12.70%

-10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-35.33%

+10.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-35.33%

+0.48%

Current Drawdown

Current decline from peak

-8.58%

-8.91%

+0.33%

Average Drawdown

Average peak-to-trough decline

-62.41%

-34.59%

-27.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.04%

3.37%

+9.67%

Volatility

DTE.DE vs. NASDX - Volatility Comparison

Deutsche Telekom AG (DTE.DE) has a higher volatility of 6.00% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.54%. This indicates that DTE.DE's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DTE.DENASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.54%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.65%

13.14%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.17%

24.93%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

22.72%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

23.00%

-3.65%