DTEGY vs. KAP.IL
DTEGY (Deutsche Telekom AG ADR) and KAP.IL (JSC National Atomic Company Kazatomprom) are both stocks. DTEGY operates in Telecom Services (Communication Services), while KAP.IL operates in Uranium (Energy). Over the past 5 years, DTEGY returned 13.28%/yr vs 24.26%/yr for KAP.IL. At a 0.07 correlation, their price movements are largely independent.
Performance
DTEGY vs. KAP.IL - Performance Comparison
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Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly lower than KAP.IL's 24.37% 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%
KAP.IL
- 1D
- -0.14%
- 1M
- -0.00%
- YTD
- 24.37%
- 6M
- 19.24%
- 1Y
- 78.29%
- 3Y*
- 43.43%
- 5Y*
- 24.26%
- 10Y*
- —
DTEGY vs. KAP.IL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 3.35% |
KAP.IL JSC National Atomic Company Kazatomprom | 24.37% | 56.07% | -1.79% | 55.12% | -17.26% | 115.04% | 48.04% | 1.25% | 13.42% |
Correlation
The correlation between DTEGY and KAP.IL is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2018 | 0.07 |
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Return for Risk
DTEGY vs. KAP.IL — Risk / Return Rank
DTEGY
KAP.IL
DTEGY vs. KAP.IL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and JSC National Atomic Company Kazatomprom (KAP.IL). 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 | KAP.IL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.96 | -3.24 |
| Martin ratioReturn relative to average drawdown | -0.50 | 8.64 | -9.14 |
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Drawdowns
DTEGY vs. KAP.IL - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum KAP.IL drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for DTEGY and KAP.IL.
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Drawdown Indicators
| DTEGY | KAP.IL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -49.67% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -25.44% | +5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -33.25% | +11.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -49.67% | +23.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | — | — |
Current DrawdownCurrent decline from peak | -15.47% | -23.90% | +8.43% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -14.97% | +5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 8.73% | +2.37% |
Volatility
DTEGY vs. KAP.IL - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while JSC National Atomic Company Kazatomprom (KAP.IL) has a volatility of 10.50%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than KAP.IL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTEGY | KAP.IL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 10.50% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 37.79% | -18.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 46.83% | -22.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 47.34% | -25.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 42.88% | -21.18% |
Dividends
DTEGY vs. KAP.IL - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, more than KAP.IL's 3.38% 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% |
KAP.IL JSC National Atomic Company Kazatomprom | 3.38% | 4.20% | 6.85% | 4.26% | 6.94% | 3.69% | 5.15% | 6.23% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DTEGY vs. KAP.IL - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and JSC National Atomic Company Kazatomprom. 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 KAP.IL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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