DTEGY vs. WM
Compare and contrast key facts about Deutsche Telekom AG ADR (DTEGY) and Waste Management, Inc. (WM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTEGY or WM.
Key characteristics
| DTEGY | WM | |
|---|---|---|
| YTD Return | 28.05% | 26.88% |
| 1Y Return | 33.47% | 32.90% |
| 3Y Return (Ann) | 19.21% | 13.16% |
| 5Y Return (Ann) | 17.67% | 16.95% |
| 10Y Return (Ann) | 11.30% | 18.90% |
| Sharpe Ratio | 2.50 | 1.85 |
| Sortino Ratio | 3.47 | 2.40 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 1.15 | 2.77 |
| Martin Ratio | 10.32 | 8.00 |
| Ulcer Index | 3.33% | 4.10% |
| Daily Std Dev | 13.78% | 17.79% |
| Max Drawdown | -91.05% | -77.85% |
| Current Drawdown | -5.13% | 0.00% |
Fundamentals
| DTEGY | WM | |
|---|---|---|
| Market Cap | $153.09B | $90.22B |
| EPS | $1.07 | $6.54 |
| PE Ratio | 27.86 | 34.37 |
| PEG Ratio | 25.76 | 2.38 |
| Total Revenue (TTM) | $85.20B | $21.39B |
| Gross Profit (TTM) | $51.64B | $7.35B |
Correlation
The correlation between DTEGY and WM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DTEGY vs. WM - Performance Comparison
The year-to-date returns for both stocks are quite close, with DTEGY having a 28.05% return and WM slightly lower at 26.88%. Over the past 10 years, DTEGY has underperformed WM with an annualized return of 11.30%, while WM has yielded a comparatively higher 18.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTEGY vs. WM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Waste Management, Inc. (WM). 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.
Dividends
DTEGY vs. WM - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 2.80%, more than WM's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 2.80% | 3.09% | 3.50% | 3.86% | 7.15% | 4.81% | 4.70% | 3.74% | 3.54% | 3.12% | 4.37% | 5.35% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
Drawdowns
DTEGY vs. WM - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -91.05%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for DTEGY and WM. For additional features, visit the drawdowns tool.
Volatility
DTEGY vs. WM - Volatility Comparison
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 5.11%, while Waste Management, Inc. (WM) has a volatility of 6.42%. This indicates that DTEGY experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DTEGY vs. WM - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR and Waste Management, Inc.. 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