PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DTEGY vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

Performance

DTEGY vs. WM - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
29.71%
11.97%
DTEGY
WM

Key characteristics

Sharpe Ratio

DTEGY:

3.40

WM:

1.11

Sortino Ratio

DTEGY:

4.68

WM:

1.61

Omega Ratio

DTEGY:

1.60

WM:

1.25

Calmar Ratio

DTEGY:

1.79

WM:

1.79

Martin Ratio

DTEGY:

22.31

WM:

4.08

Ulcer Index

DTEGY:

2.39%

WM:

5.23%

Daily Std Dev

DTEGY:

15.69%

WM:

19.33%

Max Drawdown

DTEGY:

-91.05%

WM:

-77.85%

Current Drawdown

DTEGY:

0.00%

WM:

-0.42%

Fundamentals

Market Cap

DTEGY:

$175.84B

WM:

$90.28B

EPS

DTEGY:

$1.25

WM:

$6.82

PE Ratio

DTEGY:

28.26

WM:

32.98

PEG Ratio

DTEGY:

30.94

WM:

2.73

Total Revenue (TTM)

DTEGY:

$57.12B

WM:

$22.06B

Gross Profit (TTM)

DTEGY:

$25.54B

WM:

$7.62B

Returns By Period

In the year-to-date period, DTEGY achieves a 18.32% return, which is significantly higher than WM's 12.37% return. Over the past 10 years, DTEGY has underperformed WM with an annualized return of 11.51%, while WM has yielded a comparatively higher 18.43% annualized return.


DTEGY

YTD

18.32%

1M

16.95%

6M

29.71%

1Y

53.05%

5Y*

21.47%

10Y*

11.51%

WM

YTD

12.37%

1M

9.41%

6M

11.97%

1Y

22.17%

5Y*

14.74%

10Y*

18.43%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DTEGY vs. WM — 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 9898
Sortino Ratio Rank
The Omega Ratio Rank of DTEGY is 9797
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

WM
The Risk-Adjusted Performance Rank of WM is 7979
Overall Rank
The Sharpe Ratio Rank of WM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7373
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7777
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7777
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. 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.


Sharpe ratio
The chart of Sharpe ratio for DTEGY, currently valued at 3.40, compared to the broader market-2.000.002.004.003.401.11
The chart of Sortino ratio for DTEGY, currently valued at 4.68, compared to the broader market-6.00-4.00-2.000.002.004.004.681.61
The chart of Omega ratio for DTEGY, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.25
The chart of Calmar ratio for DTEGY, currently valued at 1.79, compared to the broader market0.002.004.006.001.791.79
The chart of Martin ratio for DTEGY, currently valued at 22.31, compared to the broader market0.0010.0020.0030.0022.314.08
DTEGY
WM

The current DTEGY Sharpe Ratio is 3.40, which is higher than the WM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of DTEGY and WM, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
3.40
1.11
DTEGY
WM

Dividends

DTEGY vs. WM - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 2.36%, more than WM's 1.32% 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%
WM
Waste Management, Inc.
1.32%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.42%
DTEGY
WM

Volatility

DTEGY vs. WM - Volatility Comparison

The current volatility for Deutsche Telekom AG ADR (DTEGY) is 6.29%, while Waste Management, Inc. (WM) has a volatility of 7.16%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.29%
7.16%
DTEGY
WM

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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab