DTEGY vs. NOVO-B.CO
DTEGY (Deutsche Telekom AG ADR) and NOVO-B.CO (Novo Nordisk A/S) are both stocks. DTEGY operates in Telecom Services (Communication Services), while NOVO-B.CO operates in Biotechnology (Healthcare). Over the past 10 years, DTEGY returned 12.47%/yr vs 17.63%/yr for NOVO-B.CO. At a 0.25 correlation, their price movements are largely independent.
Performance
DTEGY vs. NOVO-B.CO - Performance Comparison
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Different Trading Currencies
DTEGY is traded in USD, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly higher than NOVO-B.CO's -10.15% return. Over the past 10 years, DTEGY has underperformed NOVO-B.CO with an annualized return of 12.47%, while NOVO-B.CO has yielded a comparatively higher 17.63% annualized 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%
NOVO-B.CO
- 1D
- 1.53%
- 1M
- -5.28%
- YTD
- -10.15%
- 6M
- -8.95%
- 1Y
- -41.84%
- 3Y*
- 6.83%
- 5Y*
- 19.41%
- 10Y*
- 17.63%
DTEGY vs. NOVO-B.CO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
NOVO-B.CO Novo Nordisk A/S | -10.15% | -39.54% | -15.04% | 214.95% | 23.90% | 65.39% | 27.16% | 32.88% | -10.64% | 58.82% |
Correlation
The correlation between DTEGY and NOVO-B.CO is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.25 |
The correlation between DTEGY and NOVO-B.CO shifts across timeframes, from 0.08 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTEGY vs. NOVO-B.CO — Risk / Return Rank
DTEGY
NOVO-B.CO
DTEGY vs. NOVO-B.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Novo Nordisk A/S (NOVO-B.CO). 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 | NOVO-B.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.88 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.79 | +0.51 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.17 | +0.68 |
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Drawdowns
DTEGY vs. NOVO-B.CO - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum NOVO-B.CO drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for DTEGY and NOVO-B.CO.
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Drawdown Indicators
| DTEGY | NOVO-B.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -74.86% | +34.68% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -54.48% | +34.80% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -74.86% | +53.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -74.86% | +49.01% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -74.86% | +34.68% |
Current DrawdownCurrent decline from peak | -15.47% | -67.88% | +52.41% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -12.38% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 36.72% | -25.62% |
Volatility
DTEGY vs. NOVO-B.CO - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 7.35%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 12.08%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTEGY | NOVO-B.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 12.08% | -4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 40.71% | -21.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 55.70% | -31.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 58.93% | -37.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 45.48% | -23.78% |
Dividends
DTEGY vs. NOVO-B.CO - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, less than NOVO-B.CO's 4.07% 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% |
NOVO-B.CO Novo Nordisk A/S | 4.07% | 3.58% | 1.59% | 1.01% | 2.38% | 2.54% | 4.03% | 4.22% | 5.27% | 4.54% | 7.38% | 2.50% |
Financials
DTEGY vs. NOVO-B.CO - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and Novo Nordisk A/S. 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 NOVO-B.CO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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