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

Performance

DTE.DE vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (DTE.DE) and Solana (SOL-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 SOL-USD is traded in USD. To make them comparable, the SOL-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 SOL-USD's -44.39% 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%

SOL-USD

1D
0.00%
1M
-25.36%
YTD
-44.39%
6M
-47.73%
1Y
-54.22%
3Y*
63.95%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTE.DE vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DTE.DE
Deutsche Telekom AG
5.71%-1.45%37.51%20.34%18.68%12.88%25.85%
SOL-USD
Solana
-44.39%-41.91%89.57%938.27%-93.80%11,984.63%62.35%

Correlation

The correlation between DTE.DE and SOL-USD is -0.09, 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

-0.09

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

-0.06

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

-0.00

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Return for Risk

DTE.DE vs. SOL-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

SOL-USD
SOL-USD Risk / Return Rank: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
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. SOL-USD - Risk-Adjusted Trends Comparison

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

+0.52

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

0.98

0.90

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.73

+0.42

Martin ratioReturn relative to average drawdown

-0.56

-1.18

+0.61

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

The current DTE.DE Sharpe Ratio is -0.24, which is higher than the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of DTE.DE and SOL-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. SOL-USD - Drawdown Comparison

The maximum DTE.DE drawdown since its inception was -40.59%, smaller than the maximum SOL-USD drawdown of -95.78%. Use the drawdown chart below to compare losses from any high point for DTE.DE and SOL-USD.


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Drawdown Indicators


DTE.DESOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-40.59%

-95.78%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-73.94%

+54.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-77.85%

+53.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-95.78%

+71.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.88%

Current Drawdown

Current decline from peak

-16.05%

-76.16%

+60.11%

Average Drawdown

Average peak-to-trough decline

-11.71%

-50.56%

+38.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

52.88%

-42.43%

Volatility

DTE.DE vs. SOL-USD - Volatility Comparison

The current volatility for Deutsche Telekom AG (DTE.DE) is 7.81%, while Solana (SOL-USD) has a volatility of 16.09%. This indicates that DTE.DE experiences smaller price fluctuations and is considered to be less risky than SOL-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.DESOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

16.09%

-8.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

47.29%

-27.66%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

58.69%

-34.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

81.20%

-61.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

100.98%

-81.44%

Frequently Asked Questions


DTE.DE and SOL-USD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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