ESLOY vs. DTEGY
ESLOY (Essilor International SA) and DTEGY (Deutsche Telekom AG ADR) are both stocks. ESLOY operates in Medical Instruments & Supplies (Healthcare), while DTEGY operates in Telecom Services (Communication Services). Over the past 10 years, ESLOY returned 5.99%/yr vs 10.69%/yr for DTEGY. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
ESLOY vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, ESLOY achieves a -38.56% return, which is significantly lower than DTEGY's -2.67% return. Over the past 10 years, ESLOY has underperformed DTEGY with an annualized return of 5.99%, while DTEGY has yielded a comparatively higher 10.69% annualized return.
ESLOY
- 1D
- 0.57%
- 1M
- -4.89%
- 6M
- -36.29%
- YTD
- -38.56%
- 1Y
- -34.13%
- 3Y*
- 0.87%
- 5Y*
- 2.04%
- 10Y*
- 5.99%
- ALL TIME*
- 3.62%
DTEGY
- 1D
- -1.15%
- 1M
- 7.59%
- 6M
- -4.74%
- YTD
- -2.67%
- 1Y
- -11.69%
- 3Y*
- 16.16%
- 5Y*
- 12.60%
- 10Y*
- 10.69%
- ALL TIME*
- 10.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.47M | $21.14M | $21.66M | |
| $15.68M | $12.87M | $12.94M |
ESLOY vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | -38.56% | 33.44% | 22.45% | 12.96% | -13.84% | 38.51% | 2.43% | 23.58% | -7.18% | 26.94% |
DTEGY Deutsche Telekom AG ADR | -2.67% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between ESLOY and DTEGY is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.44 |
Over the past year, the correlation between ESLOY and DTEGY has dropped to 0.24 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Fundamentals
ESLOY:
$87.45B
DTEGY:
$150.44B
ESLOY:
€5.25
DTEGY:
€1.82
ESLOY:
15.72
DTEGY:
14.69
ESLOY:
1.33
DTEGY:
0.61
ESLOY:
1.36
DTEGY:
1.08
ESLOY:
1.95
DTEGY:
2.04
ESLOY:
€56.71B
DTEGY:
€119.87B
ESLOY:
€35.05B
DTEGY:
€45.11B
ESLOY:
€13.44B
DTEGY:
€49.13B
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Return for Risk
ESLOY vs. DTEGY — Risk / Return Rank
ESLOY
DTEGY
ESLOY vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) and Deutsche Telekom AG ADR (DTEGY). 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.
| ESLOY | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.94 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.37 | -0.33 |
| Martin ratioReturn relative to average drawdown | -1.21 | -0.83 | -0.38 |
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Drawdowns
ESLOY vs. DTEGY - Drawdown Comparison
The maximum ESLOY drawdown since its inception was -74.27%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for ESLOY and DTEGY.
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Drawdown Indicators
| ESLOY | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.27% | -40.18% | -34.09% |
Max Drawdown (1Y)Largest decline over 1 year | -49.36% | -30.08% | -19.28% |
Max Drawdown (3Y)Largest decline over 3 years | -49.36% | -30.08% | -19.28% |
Max Drawdown (5Y)Largest decline over 5 years | -49.36% | -30.08% | -19.28% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -40.18% | -9.18% |
Current DrawdownCurrent decline from peak | -47.57% | -20.99% | -26.58% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -9.93% | -11.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.69% | 13.47% | +15.22% |
Volatility
ESLOY vs. DTEGY - Volatility Comparison
The current volatility for Essilor International SA (ESLOY) is 7.84%, while Deutsche Telekom AG ADR (DTEGY) has a volatility of 9.24%. This indicates that ESLOY experiences smaller price fluctuations and is considered to be less risky than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESLOY | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 9.24% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 21.86% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.49% | 25.60% | +8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.77% | 21.95% | +6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 21.69% | +5.60% |
Dividends
ESLOY vs. DTEGY - Dividend Comparison
ESLOY's dividend yield for the trailing twelve months is around 2.47%, less than DTEGY's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.76% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
ESLOY Essilor International SA | 2.47% | 1.42% | 1.75% | 1.76% | 1.46% | 0.62% | 0.90% | 1.49% | 1.49% | 3.64% | 2.21% | 0.91% |
Financials
ESLOY vs. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between Essilor International SA and Deutsche Telekom AG ADR. 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
ESLOY vs. DTEGY - Profitability Comparison
ESLOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Essilor International SA reported a gross profit of 9.59B and revenue of 15.11B. Therefore, the gross margin over that period was 63.5%.
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.
ESLOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Essilor International SA reported an operating income of 2.30B and revenue of 15.11B, resulting in an operating margin of 15.2%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.
ESLOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Essilor International SA reported a net income of 1.60B and revenue of 15.11B, resulting in a net margin of 10.6%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.
Frequently Asked Questions
ESLOY and DTEGY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (9.24%) compared to ESLOY (7.84%). In terms of maximum drawdown, ESLOY dropped -74.27% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.44 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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