DTEGY vs. ERIC

Last updated Jun 4, 2026

DTEGY (Deutsche Telekom AG ADR) and ERIC (Telefonaktiebolaget LM Ericsson (publ)) are both stocks. DTEGY operates in Telecom Services (Communication Services), while ERIC operates in Communication Equipment (Technology). Over the past 10 years, DTEGY returned 11.21%/yr vs 8.27%/yr for ERIC. At a 0.41 correlation, their price movements are largely independent.

Performance

DTEGY vs. ERIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Telekom AG ADR (DTEGY) and Telefonaktiebolaget LM Ericsson (publ) (ERIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTEGY achieves a 2.38% return, which is significantly lower than ERIC's 38.32% return. Over the past 10 years, DTEGY has outperformed ERIC with an annualized return of 11.21%, while ERIC has yielded a comparatively lower 8.27% annualized return.

DTEGY

• 1D: -3.34%
• 1M: 2.76%
• YTD: 2.38%
• 6M: 5.25%
• 1Y: -12.08%
• 3Y*: 19.10%
• 5Y*: 13.42%
• 10Y*: 11.21%

ERIC

• 1D: -4.22%
• 1M: 13.16%
• YTD: 38.32%
• 6M: 37.90%
• 1Y: 60.00%
• 3Y*: 41.47%
• 5Y*: 3.79%
• 10Y*: 8.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTEGY vs. ERIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTEGY Deutsche Telekom AG ADR	2.38%	12.53%	28.06%	24.40%	16.64%	3.76%	20.51%	0.36%	0.80%	6.79%
ERIC Telefonaktiebolaget LM Ericsson (publ)	38.32%	24.14%	33.36%	13.40%	-44.43%	-7.26%	38.51%	0.17%	35.45%	16.57%

Correlation

The correlation between DTEGY and ERIC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jun 22, 2010	0.41

The correlation between DTEGY and ERIC shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DTEGY : $156.64B ERIC : $43.99B
EPS DTEGY : $1.82 ERIC : $7.42
PE Ratio DTEGY : 17.83 ERIC : 1.77
PEG Ratio DTEGY : 0.74 ERIC : 0.00
PS Ratio DTEGY : 1.31 ERIC : 0.19
PB Ratio DTEGY : 2.47 ERIC : 0.43
Total Revenue (TTM) DTEGY : $119.87B ERIC : $229.49B
Gross Profit (TTM) DTEGY : $45.11B ERIC : $110.27B
EBITDA (TTM) DTEGY : $49.13B ERIC : $46.17B

Return for Risk

DTEGY vs. ERIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTEGY

DTEGY Risk / Return Rank: 19
DTEGY Sharpe Ratio Rank: 19
DTEGY Sortino Ratio Rank: 18
DTEGY Omega Ratio Rank: 18
DTEGY Calmar Ratio Rank: 20
DTEGY Martin Ratio Rank: 21

ERIC

ERIC Risk / Return Rank: 85
ERIC Sharpe Ratio Rank: 84
ERIC Sortino Ratio Rank: 84
ERIC Omega Ratio Rank: 86
ERIC Calmar Ratio Rank: 86
ERIC Martin Ratio Rank: 86

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.

DTEGY vs. ERIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Telefonaktiebolaget LM Ericsson (publ) (ERIC). 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.

	DTEGY	ERIC	Difference
Sharpe ratio Return per unit of total volatility	-0.51	1.73	-2.23
Sortino ratio Return per unit of downside risk	-0.56	2.71	-3.27
Omega ratio Gain probability vs. loss probability	0.93	1.37	-0.44
Calmar ratio Return relative to maximum drawdown	-0.57	3.82	-4.38
Martin ratio Return relative to average drawdown	-0.96	9.84	-10.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTEGY vs. ERIC - Sharpe Ratio Comparison

The current DTEGY Sharpe Ratio is -0.51, which is lower than the ERIC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DTEGY and ERIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DTEGY	ERIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	1.73	-2.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.11	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.24	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.12	+0.36

Drawdowns

DTEGY vs. ERIC - Drawdown Comparison

The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum ERIC drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for DTEGY and ERIC.

Drawdown Indicators

	DTEGY	ERIC	Difference
Max Drawdown Largest peak-to-trough decline	-40.18%	-98.59%	+58.41%
Max Drawdown (1Y) Largest decline over 1 year	-21.44%	-15.79%	-5.65%
Max Drawdown (3Y) Largest decline over 3 years	-21.44%	-22.61%	+1.17%
Max Drawdown (5Y) Largest decline over 5 years	-25.85%	-63.96%	+38.11%
Max Drawdown (10Y) Largest decline over 10 years	-40.18%	-66.59%	+26.41%
Current Drawdown Current decline from peak	-16.88%	-81.26%	+64.38%
Average Drawdown Average peak-to-trough decline	-9.81%	-67.76%	+57.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.60%	6.12%	+6.48%

Volatility

DTEGY vs. ERIC - Volatility Comparison

The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while Telefonaktiebolaget LM Ericsson (publ) (ERIC) has a volatility of 11.58%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than ERIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEGY	ERIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.35%	11.58%	-4.23%
Volatility (6M) Calculated over the trailing 6-month period	18.72%	22.74%	-4.02%
Volatility (1Y) Calculated over the trailing 1-year period	24.01%	34.92%	-10.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.38%	34.38%	-13.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.73%	35.15%	-13.42%

Dividends

DTEGY vs. ERIC - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 3.57%, more than ERIC's 2.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTEGY Deutsche Telekom AG ADR	3.57%	2.98%	2.70%	3.09%	7.01%	2.67%	5.88%	4.71%	4.52%	3.70%	6.92%	3.19%
ERIC Telefonaktiebolaget LM Ericsson (publ)	2.38%	3.04%	3.22%	4.07%	4.22%	2.15%	1.36%	1.24%	1.42%	1.67%	5.14%	5.30%

Financials

DTEGY vs. ERIC - Profitability Comparison

The chart below illustrates the profitability comparison between Deutsche Telekom AG ADR and Telefonaktiebolaget LM Ericsson (publ) over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

ERIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Telefonaktiebolaget LM Ericsson (publ) reported a gross profit of 24.60B and revenue of 51.13B. Therefore, the gross margin over that period was 48.1%.

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%.

ERIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Telefonaktiebolaget LM Ericsson (publ) reported an operating income of 5.48B and revenue of 51.13B, resulting in an operating margin of 10.7%.

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%.

ERIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Telefonaktiebolaget LM Ericsson (publ) reported a net income of 920.33M and revenue of 51.13B, resulting in a net margin of 1.8%.

Frequently Asked Questions

Can I hold both DTEGY and ERIC in my portfolio?

DTEGY and ERIC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTEGY or ERIC?

ERIC has higher volatility (11.58%) compared to DTEGY (7.35%). In terms of maximum drawdown, DTEGY dropped -40.18% vs ERIC's -98.59%.

Which has better risk-adjusted returns?

ERIC currently has the higher Sharpe Ratio (1.73 vs -0.51), 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.