DTEGY vs. BABA
DTEGY (Deutsche Telekom AG ADR) and BABA (Alibaba Group Holding Limited) are both stocks. DTEGY operates in Telecom Services (Communication Services), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 10 years, DTEGY returned 12.47%/yr vs 4.42%/yr for BABA. At a 0.22 correlation, their price movements are largely independent.
Performance
DTEGY vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly higher than BABA's -22.32% return. Over the past 10 years, DTEGY has outperformed BABA with an annualized return of 12.47%, while BABA has yielded a comparatively lower 4.42% annualized return.
DTEGY
- 1D
- 0.95%
- 1M
- 2.20%
- YTD
- 4.12%
- 6M
- 7.95%
- 1Y
- -3.93%
- 3Y*
- 21.29%
- 5Y*
- 13.28%
- 10Y*
- 12.47%
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
DTEGY vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between DTEGY and BABA 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.22 |
The correlation between DTEGY and BABA shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DTEGY:
$159.29B
BABA:
$272.45B
DTEGY:
€1.82
BABA:
CN¥33.90
DTEGY:
15.68
BABA:
22.55
DTEGY:
0.65
BABA:
1.01
DTEGY:
1.15
BABA:
2.26
DTEGY:
2.17
BABA:
1.75
DTEGY:
€119.87B
BABA:
CN¥811.51B
DTEGY:
€45.11B
BABA:
CN¥332.88B
DTEGY:
€49.13B
BABA:
CN¥112.44B
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Return for Risk
DTEGY vs. BABA — Risk / Return Rank
DTEGY
BABA
DTEGY vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Alibaba Group Holding Limited (BABA). 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.
| DTEGY | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.03 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.06 | -0.22 |
| Martin ratioReturn relative to average drawdown | -0.50 | -0.12 | -0.38 |
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Drawdowns
DTEGY vs. BABA - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for DTEGY and BABA.
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Drawdown Indicators
| DTEGY | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -80.09% | +39.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -39.94% | +20.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -39.94% | +18.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -72.48% | +46.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -80.09% | +39.91% |
Current DrawdownCurrent decline from peak | -15.47% | -62.20% | +46.73% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -37.56% | +27.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 19.58% | -8.48% |
Volatility
DTEGY vs. BABA - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.07%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTEGY | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 10.07% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 29.24% | -10.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 43.83% | -19.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 51.40% | -29.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 43.40% | -21.70% |
Dividends
DTEGY vs. BABA - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, more than BABA's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTEGY Deutsche Telekom AG ADR | 3.51% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
Financials
DTEGY vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and Alibaba Group Holding Limited. 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
DTEGY vs. BABA - Profitability Comparison
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
Frequently Asked Questions
DTEGY and BABA 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.
BABA has higher volatility (10.07%) compared to DTEGY (7.35%). In terms of maximum drawdown, DTEGY dropped -40.18% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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