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DTEGY vs. NOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DTEGY and NOK is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DTEGY vs. NOK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DTEGY:

2.35

NOK:

1.02

Sortino Ratio

DTEGY:

3.02

NOK:

1.81

Omega Ratio

DTEGY:

1.45

NOK:

1.25

Calmar Ratio

DTEGY:

1.94

NOK:

0.45

Martin Ratio

DTEGY:

17.37

NOK:

6.12

Ulcer Index

DTEGY:

2.89%

NOK:

6.52%

Daily Std Dev

DTEGY:

21.01%

NOK:

32.20%

Max Drawdown

DTEGY:

-91.05%

NOK:

-95.97%

Current Drawdown

DTEGY:

-5.59%

NOK:

-82.86%

Fundamentals

Market Cap

DTEGY:

$174.60B

NOK:

$27.92B

EPS

DTEGY:

$2.55

NOK:

$0.25

PE Ratio

DTEGY:

13.88

NOK:

20.72

PEG Ratio

DTEGY:

0.75

NOK:

1.75

PS Ratio

DTEGY:

1.47

NOK:

1.46

PB Ratio

DTEGY:

2.44

NOK:

1.20

Total Revenue (TTM)

DTEGY:

$141.06B

NOK:

$19.17B

Gross Profit (TTM)

DTEGY:

$106.88B

NOK:

$14.06B

Returns By Period

In the year-to-date period, DTEGY achieves a 18.93% return, which is significantly higher than NOK's 15.68% return. Over the past 10 years, DTEGY has outperformed NOK with an annualized return of 11.53%, while NOK has yielded a comparatively lower -0.58% annualized return.


DTEGY

YTD

18.93%

1M

-0.39%

6M

21.08%

1Y

49.03%

5Y*

23.51%

10Y*

11.53%

NOK

YTD

15.68%

1M

2.21%

6M

14.90%

1Y

32.44%

5Y*

10.37%

10Y*

-0.58%

*Annualized

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Risk-Adjusted Performance

DTEGY vs. NOK — Risk-Adjusted Performance Rank

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

DTEGY
The Risk-Adjusted Performance Rank of DTEGY is 9696
Overall Rank
The Sharpe Ratio Rank of DTEGY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DTEGY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of DTEGY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of DTEGY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DTEGY is 9898
Martin Ratio Rank

NOK
The Risk-Adjusted Performance Rank of NOK is 8282
Overall Rank
The Sharpe Ratio Rank of NOK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DTEGY vs. NOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Nokia Corporation (NOK). 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.


The current DTEGY Sharpe Ratio is 2.35, which is higher than the NOK Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DTEGY and NOK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DTEGY vs. NOK - Dividend Comparison

DTEGY has not paid dividends to shareholders, while NOK's dividend yield for the trailing twelve months is around 2.79%.


TTM20242023202220212020201920182017201620152014
DTEGY
Deutsche Telekom AG ADR
0.00%2.80%3.09%3.50%3.86%7.15%4.81%4.70%3.74%3.54%3.12%4.37%
NOK
Nokia Corporation
2.79%3.16%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%

Drawdowns

DTEGY vs. NOK - Drawdown Comparison

The maximum DTEGY drawdown since its inception was -91.05%, smaller than the maximum NOK drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for DTEGY and NOK. For additional features, visit the drawdowns tool.


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Volatility

DTEGY vs. NOK - Volatility Comparison

The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.46%, while Nokia Corporation (NOK) has a volatility of 11.71%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than NOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DTEGY vs. NOK - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and Nokia Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
111.71B
4.39B
(DTEGY) Total Revenue
(NOK) Total Revenue
Values in USD except per share items

DTEGY vs. NOK - Profitability Comparison

The chart below illustrates the profitability comparison between Deutsche Telekom AG ADR and Nokia Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
88.2%
41.6%
(DTEGY) Gross Margin
(NOK) Gross Margin
DTEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Deutsche Telekom AG ADR reported a gross profit of 98.56B and revenue of 111.71B. Therefore, the gross margin over that period was 88.2%.

NOK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Nokia Corporation reported a gross profit of 1.82B and revenue of 4.39B. Therefore, the gross margin over that period was 41.6%.

DTEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Deutsche Telekom AG ADR reported an operating income of 86.94B and revenue of 111.71B, resulting in an operating margin of 77.8%.

NOK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Nokia Corporation reported an operating income of -48.00M and revenue of 4.39B, resulting in an operating margin of -1.1%.

DTEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Deutsche Telekom AG ADR reported a net income of 4.18B and revenue of 111.71B, resulting in a net margin of 3.7%.

NOK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Nokia Corporation reported a net income of -59.00M and revenue of 4.39B, resulting in a net margin of -1.3%.