DTEGY vs. ENGI.PA
DTEGY (Deutsche Telekom AG ADR) and ENGI.PA (ENGIE SA) are both stocks. DTEGY operates in Telecom Services (Communication Services), while ENGI.PA operates in Utilities - Diversified (Utilities). Over the past 10 years, DTEGY returned 12.47%/yr vs 14.45%/yr for ENGI.PA. At a 0.46 correlation, their price movements are largely independent.
Performance
DTEGY vs. ENGI.PA - Performance Comparison
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Different Trading Currencies
DTEGY is traded in USD, while ENGI.PA is traded in EUR. To make them comparable, the ENGI.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly lower than ENGI.PA's 26.99% return. Over the past 10 years, DTEGY has underperformed ENGI.PA with an annualized return of 12.47%, while ENGI.PA has yielded a comparatively higher 14.45% 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%
ENGI.PA
- 1D
- 0.26%
- 1M
- -0.27%
- YTD
- 26.99%
- 6M
- 31.21%
- 1Y
- 45.56%
- 3Y*
- 37.58%
- 5Y*
- 25.85%
- 10Y*
- 14.45%
DTEGY vs. ENGI.PA - 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% |
ENGI.PA ENGIE SA | 26.99% | 80.31% | -1.09% | 34.91% | 4.06% | 0.90% | -5.36% | 15.85% | -12.11% | 43.57% |
Correlation
The correlation between DTEGY and ENGI.PA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.46 |
Over the past year, the correlation between DTEGY and ENGI.PA has dropped to 0.13 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
DTEGY vs. ENGI.PA — Risk / Return Rank
DTEGY
ENGI.PA
DTEGY vs. ENGI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and ENGIE SA (ENGI.PA). 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 | ENGI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 3.22 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.50 | 8.05 | -8.55 |
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Drawdowns
DTEGY vs. ENGI.PA - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum ENGI.PA drawdown of -72.82%. Use the drawdown chart below to compare losses from any high point for DTEGY and ENGI.PA.
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Drawdown Indicators
| DTEGY | ENGI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -72.82% | +32.64% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -14.40% | -5.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -17.91% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -34.17% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -47.76% | +7.58% |
Current DrawdownCurrent decline from peak | -15.47% | -4.05% | -11.42% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -46.20% | +36.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 5.79% | +5.31% |
Volatility
DTEGY vs. ENGI.PA - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 7.35% compared to ENGIE SA (ENGI.PA) at 5.33%. This indicates that DTEGY's price experiences larger fluctuations and is considered to be riskier than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTEGY | ENGI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 5.33% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 17.99% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 21.95% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 23.90% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 25.09% | -3.39% |
Dividends
DTEGY vs. ENGI.PA - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, less than ENGI.PA's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ENGI.PA ENGIE SA | 4.91% | 6.60% | 9.34% | 8.79% | 6.35% | 4.07% | 0.00% | 2.57% | 5.75% | 5.93% | 8.25% | 6.12% |
Financials
DTEGY vs. ENGI.PA - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and ENGIE SA. 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
DTEGY and ENGI.PA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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