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 5.92%/yr vs 11.21%/yr for DTEGY. At a 0.45 correlation, their price movements are largely independent.
Performance
ESLOY vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, ESLOY achieves a -36.56% return, which is significantly lower than DTEGY's 2.38% return. Over the past 10 years, ESLOY has underperformed DTEGY with an annualized return of 5.92%, while DTEGY has yielded a comparatively higher 11.21% annualized return.
ESLOY
- 1D
- -0.92%
- 1M
- -1.41%
- YTD
- -36.56%
- 6M
- -44.28%
- 1Y
- -27.89%
- 3Y*
- 4.31%
- 5Y*
- 4.22%
- 10Y*
- 5.92%
DTEGY
- 1D
- -3.34%
- 1M
- 2.76%
- YTD
- 2.38%
- 6M
- 5.25%
- 1Y
- -12.08%
- 3Y*
- 19.10%
- 5Y*
- 13.42%
- 10Y*
- 11.21%
ESLOY vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | -36.56% | 33.44% | 22.45% | 12.96% | -13.84% | 38.51% | 2.43% | 23.58% | -7.18% | 26.94% |
DTEGY Deutsche Telekom AG ADR | 2.38% | 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 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2010 | 0.45 |
The correlation between ESLOY and DTEGY shifts across timeframes, from 0.26 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ESLOY:
$92.20B
DTEGY:
$156.64B
ESLOY:
$5.01
DTEGY:
$1.82
ESLOY:
19.60
DTEGY:
17.83
ESLOY:
1.65
DTEGY:
0.74
ESLOY:
1.67
DTEGY:
1.31
ESLOY:
2.37
DTEGY:
2.47
ESLOY:
$54.89B
DTEGY:
$119.87B
ESLOY:
$33.87B
DTEGY:
$45.11B
ESLOY:
$12.51B
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.
| ESLOY | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.93 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.57 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.27 | -0.96 | -0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESLOY | DTEGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.86 | -0.51 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.63 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.52 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.48 | -0.35 |
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 | -46.23% | -21.44% | -24.79% |
Max Drawdown (3Y)Largest decline over 3 years | -46.23% | -21.44% | -24.79% |
Max Drawdown (5Y)Largest decline over 5 years | -46.23% | -25.85% | -20.38% |
Max Drawdown (10Y)Largest decline over 10 years | -46.23% | -40.18% | -6.05% |
Current DrawdownCurrent decline from peak | -45.86% | -16.88% | -28.98% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -9.81% | -11.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.04% | 12.60% | +9.44% |
Volatility
ESLOY vs. DTEGY - Volatility Comparison
The current volatility for Essilor International SA (ESLOY) is 6.79%, while Deutsche Telekom AG ADR (DTEGY) has a volatility of 7.35%. 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 | 6.79% | 7.35% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 25.90% | 18.72% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.55% | 24.01% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.16% | 21.38% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 21.73% | +5.43% |
Dividends
ESLOY vs. DTEGY - Dividend Comparison
ESLOY's dividend yield for the trailing twelve months is around 2.39%, less than DTEGY's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.57% | 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 | 2.39% | 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 Jun 2026, Essilor International SA reported a gross profit of 8.35B and revenue of 14.36B. Therefore, the gross margin over that period was 58.2%.
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, Essilor International SA reported an operating income of 1.36B and revenue of 14.36B, resulting in an operating margin of 9.5%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Essilor International SA reported a net income of 921.13M and revenue of 14.36B, resulting in a net margin of 6.4%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (7.35%) compared to ESLOY (6.79%). In terms of maximum drawdown, ESLOY dropped -74.27% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.51 vs -0.86), 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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