DTEGY vs. NOK
DTEGY (Deutsche Telekom AG ADR) and NOK (Nokia Corporation) are both stocks. DTEGY operates in Telecom Services (Communication Services), while NOK operates in Communication Equipment (Technology). Over the past 10 years, DTEGY returned 11.21%/yr vs 14.39%/yr for NOK. At a 0.40 correlation, their price movements are largely independent.
Performance
DTEGY vs. NOK - Performance Comparison
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Returns By Period
In the year-to-date period, DTEGY achieves a 2.38% return, which is significantly lower than NOK's 161.11% return. Over the past 10 years, DTEGY has underperformed NOK with an annualized return of 11.21%, while NOK has yielded a comparatively higher 14.39% 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%
NOK
- 1D
- -0.71%
- 1M
- 27.32%
- YTD
- 161.11%
- 6M
- 169.87%
- 1Y
- 221.63%
- 3Y*
- 65.59%
- 5Y*
- 28.11%
- 10Y*
- 14.39%
DTEGY vs. NOK - 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% |
NOK Nokia Corporation | 161.11% | 50.85% | 34.33% | -23.97% | -24.44% | 59.08% | 5.39% | -34.91% | 30.04% | -0.22% |
Correlation
The correlation between DTEGY and NOK is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
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 22, 2010 | 0.40 |
Over the past year, the correlation between DTEGY and NOK has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
DTEGY:
$156.64B
NOK:
$95.74B
DTEGY:
$1.82
NOK:
$0.14
DTEGY:
17.83
NOK:
116.68
DTEGY:
0.74
NOK:
3.98
DTEGY:
1.31
NOK:
4.64
DTEGY:
2.47
NOK:
4.52
DTEGY:
$119.87B
NOK:
$20.00B
DTEGY:
$45.11B
NOK:
$8.82B
DTEGY:
$49.13B
NOK:
$2.24B
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Return for Risk
DTEGY vs. NOK — Risk / Return Rank
DTEGY
NOK
DTEGY vs. NOK - Risk-Adjusted Trends 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.
| DTEGY | NOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.89 | ||
| Sortino ratioReturn per unit of downside risk | -5.54 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.65 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 9.07 | -9.64 |
| Martin ratioReturn relative to average drawdown | -0.96 | 17.74 | -18.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTEGY | NOK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 4.39 | -4.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.78 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.20 | +0.29 |
Drawdowns
DTEGY vs. NOK - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum NOK drawdown of -95.99%. Use the drawdown chart below to compare losses from any high point for DTEGY and NOK.
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Drawdown Indicators
| DTEGY | NOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -95.99% | +55.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.44% | -24.59% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -29.74% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -50.56% | +24.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -62.56% | +22.38% |
Current DrawdownCurrent decline from peak | -16.88% | -43.59% | +26.71% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -64.87% | +55.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.60% | 12.55% | +0.05% |
Volatility
DTEGY vs. NOK - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while Nokia Corporation (NOK) has a volatility of 23.85%. 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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Volatility by Period
| DTEGY | NOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 23.85% | -16.50% |
Volatility (6M)Calculated over the trailing 6-month period | 18.72% | 37.35% | -18.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 50.83% | -26.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.38% | 36.43% | -15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 40.21% | -18.48% |
Dividends
DTEGY vs. NOK - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.57%, more than NOK's 0.98% 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% |
NOK Nokia Corporation | 0.98% | 2.45% | 3.17% | 3.51% | 1.32% | 0.00% | 0.00% | 3.01% | 4.06% | 4.07% | 6.02% | 2.22% |
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.
Total Revenue: Total amount of money received from sales and other business activities
DTEGY vs. NOK - Profitability Comparison
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%.
NOK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a gross profit of 1.99B and revenue of 4.50B. Therefore, the gross margin over that period was 44.2%.
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%.
NOK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported an operating income of 63.00M and revenue of 4.50B, resulting in an operating margin of 1.4%.
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%.
NOK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a net income of 86.00M and revenue of 4.50B, resulting in a net margin of 1.9%.
Frequently Asked Questions
DTEGY and NOK have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOK has higher volatility (23.85%) compared to DTEGY (7.35%). In terms of maximum drawdown, DTEGY dropped -40.18% vs NOK's -95.99%.
NOK currently has the higher Sharpe Ratio (4.39 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.
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