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ELISA.HE vs. DTE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ELISA.HE vs. DTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Elisa Oyj (ELISA.HE) and Deutsche Telekom AG (DTE.DE). The values are adjusted to include any dividend payments, if applicable.

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ELISA.HE vs. DTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELISA.HE
Elisa Oyj
11.50%-4.83%5.13%-11.97%-5.15%25.36%-5.93%42.56%15.22%10.77%
DTE.DE
Deutsche Telekom AG
15.11%-1.45%37.51%20.35%18.67%12.92%12.45%2.95%5.00%-6.37%

Returns By Period

In the year-to-date period, ELISA.HE achieves a 11.50% return, which is significantly lower than DTE.DE's 15.11% return. Over the past 10 years, ELISA.HE has underperformed DTE.DE with an annualized return of 6.70%, while DTE.DE has yielded a comparatively higher 12.21% annualized return.


ELISA.HE

1D
0.19%
1M
-2.05%
YTD
11.50%
6M
-2.38%
1Y
-2.69%
3Y*
-4.51%
5Y*
0.18%
10Y*
6.70%

DTE.DE

1D
0.00%
1M
-2.39%
YTD
15.11%
6M
9.34%
1Y
-3.64%
3Y*
16.11%
5Y*
16.88%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Elisa Oyj

Deutsche Telekom AG

Return for Risk

ELISA.HE vs. DTE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELISA.HE
ELISA.HE Risk / Return Rank: 3232
Overall Rank
ELISA.HE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ELISA.HE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ELISA.HE Omega Ratio Rank: 2727
Omega Ratio Rank
ELISA.HE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ELISA.HE Martin Ratio Rank: 3737
Martin Ratio Rank

DTE.DE
DTE.DE Risk / Return Rank: 3232
Overall Rank
DTE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DTE.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DTE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DTE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
DTE.DE Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELISA.HE vs. DTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elisa Oyj (ELISA.HE) and Deutsche Telekom AG (DTE.DE). 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.


ELISA.HEDTE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.14

-0.15

+0.01

Sortino ratio

Return per unit of downside risk

-0.05

-0.05

-0.01

Omega ratio

Gain probability vs. loss probability

0.99

0.99

0.00

Calmar ratio

Return relative to maximum drawdown

-0.07

-0.15

+0.08

Martin ratio

Return relative to average drawdown

-0.15

-0.27

+0.13

ELISA.HE vs. DTE.DE - Sharpe Ratio Comparison

The current ELISA.HE Sharpe Ratio is -0.14, which is comparable to the DTE.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ELISA.HE and DTE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ELISA.HEDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.15

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.86

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.63

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.21

+0.02

Correlation

The correlation between ELISA.HE and DTE.DE is 0.38, 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.


Dividends

ELISA.HE vs. DTE.DE - Dividend Comparison

ELISA.HE's dividend yield for the trailing twelve months is around 7.11%, more than DTE.DE's 5.97% yield.


TTM20252024202320222021202020192018201720162015
ELISA.HE
Elisa Oyj
7.11%6.23%5.38%5.13%4.14%3.60%4.12%3.55%4.57%4.58%4.53%3.79%
DTE.DE
Deutsche Telekom AG
5.97%3.25%2.67%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%

Drawdowns

ELISA.HE vs. DTE.DE - Drawdown Comparison

The maximum ELISA.HE drawdown since its inception was -92.10%, roughly equal to the maximum DTE.DE drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for ELISA.HE and DTE.DE.


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Drawdown Indicators


ELISA.HEDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.10%

-91.32%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-23.32%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

-24.46%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.01%

-34.85%

+4.84%

Current Drawdown

Current decline from peak

-17.06%

-8.58%

-8.48%

Average Drawdown

Average peak-to-trough decline

-39.14%

-62.41%

+23.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

13.04%

-1.96%

Volatility

ELISA.HE vs. DTE.DE - Volatility Comparison

Elisa Oyj (ELISA.HE) and Deutsche Telekom AG (DTE.DE) have volatilities of 5.79% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELISA.HEDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

6.00%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

16.65%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

24.17%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

19.48%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

19.35%

+0.41%

Financials

ELISA.HE vs. DTE.DE - Financials Comparison

This section allows you to compare key financial metrics between Elisa Oyj and Deutsche Telekom AG. 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 EUR except per share items