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

Correlation

The correlation between DTEGY and NOK is 0.45, 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.


-0.50.00.51.00.5

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.

100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
442.97%
197.06%
DTEGY
NOK

Key characteristics

Sharpe Ratio

DTEGY:

3.42

NOK:

1.60

Sortino Ratio

DTEGY:

4.69

NOK:

2.27

Omega Ratio

DTEGY:

1.60

NOK:

1.31

Calmar Ratio

DTEGY:

1.80

NOK:

0.53

Martin Ratio

DTEGY:

22.52

NOK:

7.59

Ulcer Index

DTEGY:

2.39%

NOK:

6.19%

Daily Std Dev

DTEGY:

15.73%

NOK:

29.48%

Max Drawdown

DTEGY:

-91.05%

NOK:

-95.97%

Current Drawdown

DTEGY:

-0.45%

NOK:

-83.47%

Fundamentals

Market Cap

DTEGY:

$176.04B

NOK:

$26.77B

EPS

DTEGY:

$1.26

NOK:

$0.32

PE Ratio

DTEGY:

28.06

NOK:

15.59

PEG Ratio

DTEGY:

30.50

NOK:

1.65

Total Revenue (TTM)

DTEGY:

$57.12B

NOK:

$13.46B

Gross Profit (TTM)

DTEGY:

$25.54B

NOK:

$8.44B

Returns By Period

In the year-to-date period, DTEGY achieves a 18.46% return, which is significantly higher than NOK's 12.64% return. Over the past 10 years, DTEGY has outperformed NOK with an annualized return of 11.84%, while NOK has yielded a comparatively lower -2.09% annualized return.


DTEGY

YTD

18.46%

1M

13.48%

6M

27.56%

1Y

53.64%

5Y*

21.20%

10Y*

11.84%

NOK

YTD

12.64%

1M

10.64%

6M

24.35%

1Y

44.53%

5Y*

5.29%

10Y*

-2.09%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of DTEGY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of DTEGY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of DTEGY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DTEGY is 9898
Martin Ratio Rank

NOK
The Risk-Adjusted Performance Rank of NOK is 8181
Overall Rank
The Sharpe Ratio Rank of NOK is 8787
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 6666
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 8787
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.


Sharpe ratio
The chart of Sharpe ratio for DTEGY, currently valued at 3.42, compared to the broader market-2.000.002.004.003.421.60
The chart of Sortino ratio for DTEGY, currently valued at 4.69, compared to the broader market-6.00-4.00-2.000.002.004.006.004.692.27
The chart of Omega ratio for DTEGY, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.31
The chart of Calmar ratio for DTEGY, currently valued at 1.80, compared to the broader market0.002.004.006.001.800.53
The chart of Martin ratio for DTEGY, currently valued at 22.52, compared to the broader market-10.000.0010.0020.0030.0022.527.59
DTEGY
NOK

The current DTEGY Sharpe Ratio is 3.42, which is higher than the NOK Sharpe Ratio of 1.60. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.42
1.60
DTEGY
NOK

Dividends

DTEGY vs. NOK - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 2.36%, more than NOK's 2.16% yield.


TTM20242023202220212020201920182017201620152014
DTEGY
Deutsche Telekom AG ADR
2.36%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
2.16%3.18%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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.45%
-83.47%
DTEGY
NOK

Volatility

DTEGY vs. NOK - Volatility Comparison

The current volatility for Deutsche Telekom AG ADR (DTEGY) is 6.27%, while Nokia Corporation (NOK) has a volatility of 9.71%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.27%
9.71%
DTEGY
NOK

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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