ETH-USD vs. DTEGY
ETH-USD (Ethereum) is a cryptocurrency, while DTEGY (Deutsche Telekom AG ADR) is a stock. Over the past 10 years, ETH-USD returned 57.05%/yr vs 12.47%/yr for DTEGY. At a 0.07 correlation, their price movements are largely independent.
Performance
ETH-USD vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than DTEGY's 4.12% return. Over the past 10 years, ETH-USD has outperformed DTEGY with an annualized return of 57.05%, while DTEGY has yielded a comparatively lower 12.47% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
DTEGY
- 1D
- 0.95%
- 1M
- 2.20%
- YTD
- 4.12%
- 6M
- 7.95%
- 1Y
- -3.93%
- 3Y*
- 21.29%
- 5Y*
- 13.28%
- 10Y*
- 12.47%
ETH-USD vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between ETH-USD and DTEGY is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.07 |
The correlation between ETH-USD and DTEGY shifts across timeframes, from -0.06 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. DTEGY — Risk / Return Rank
ETH-USD
DTEGY
ETH-USD vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.98 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.28 | -0.24 |
| Martin ratioReturn relative to average drawdown | -0.89 | -0.50 | -0.39 |
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Drawdowns
ETH-USD vs. DTEGY - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for ETH-USD and DTEGY.
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Drawdown Indicators
| ETH-USD | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -40.18% | -53.83% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -19.68% | -47.85% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -21.44% | -46.09% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -25.85% | -53.50% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -40.18% | -53.83% |
Current DrawdownCurrent decline from peak | -65.20% | -15.47% | -49.73% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -9.82% | -41.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 11.10% | +34.39% |
Volatility
ETH-USD vs. DTEGY - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to Deutsche Telekom AG ADR (DTEGY) at 7.35%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier 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
| ETH-USD | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 7.35% | +9.85% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 18.94% | +27.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 24.09% | +31.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 21.41% | +38.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 21.70% | +56.18% |
Frequently Asked Questions
ETH-USD and DTEGY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to DTEGY (7.35%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.23 vs -0.52), 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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