DTEGY vs. BTC-USD
DTEGY (Deutsche Telekom AG ADR) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DTEGY returned 12.47%/yr vs 57.23%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
DTEGY vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, DTEGY has underperformed BTC-USD with an annualized return of 12.47%, while BTC-USD has yielded a comparatively higher 57.23% 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%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
DTEGY vs. BTC-USD - 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% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between DTEGY and BTC-USD is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.04 |
The correlation between DTEGY and BTC-USD shifts across timeframes, from -0.04 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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
DTEGY vs. BTC-USD — Risk / Return Rank
DTEGY
BTC-USD
DTEGY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Bitcoin (BTC-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.
| DTEGY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.87 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.77 | +0.48 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.33 | +0.84 |
Loading charts...
Drawdowns
DTEGY vs. BTC-USD - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DTEGY and BTC-USD.
Loading charts...
Drawdown Indicators
| DTEGY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -85.30% | +45.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -51.21% | +31.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -51.21% | +29.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -76.67% | +50.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -83.80% | +43.62% |
Current DrawdownCurrent decline from peak | -15.47% | -48.27% | +32.80% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -42.36% | +32.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 35.16% | -24.06% |
Volatility
DTEGY vs. BTC-USD - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTEGY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 11.97% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 34.64% | -15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 35.59% | -11.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 44.57% | -23.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 56.61% | -34.91% |
Frequently Asked Questions
DTEGY and BTC-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to DTEGY (7.35%). In terms of maximum drawdown, DTEGY dropped -40.18% vs BTC-USD's -85.30%.
DTEGY currently has the higher Sharpe Ratio (-0.23 vs -0.92), 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.
Find the right allocation for DTEGY and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer