EVK.DE vs. FRE.DE
EVK.DE (Evonik Industries AG) and FRE.DE (Fresenius SE & Co. KGaA) are both stocks. EVK.DE operates in Specialty Chemicals (Basic Materials), while FRE.DE operates in Medical Care Facilities (Healthcare). Over the past 10 years, EVK.DE returned -0.20%/yr vs -3.79%/yr for FRE.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
EVK.DE vs. FRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EVK.DE achieves a 25.51% return, which is significantly higher than FRE.DE's -23.05% return. Over the past 10 years, EVK.DE has outperformed FRE.DE with an annualized return of -0.20%, while FRE.DE has yielded a comparatively lower -3.79% annualized return.
EVK.DE
- 1D
- -0.13%
- 1M
- -6.79%
- YTD
- 25.51%
- 6M
- 30.70%
- 1Y
- -12.02%
- 3Y*
- 0.69%
- 5Y*
- -6.26%
- 10Y*
- -0.20%
FRE.DE
- 1D
- 1.97%
- 1M
- -4.44%
- YTD
- -23.05%
- 6M
- -21.25%
- 1Y
- -14.07%
- 3Y*
- 14.18%
- 5Y*
- -1.76%
- 10Y*
- -3.79%
EVK.DE vs. FRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVK.DE Evonik Industries AG | 25.51% | -15.19% | -3.87% | 10.02% | -33.98% | 10.96% | 3.01% | 30.82% | -27.86% | 14.75% |
FRE.DE Fresenius SE & Co. KGaA | -23.05% | 49.50% | 19.49% | 10.62% | -23.79% | -4.64% | -21.47% | 20.37% | -34.16% | -11.69% |
Correlation
The correlation between EVK.DE and FRE.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.37 |
Over the past year, the correlation between EVK.DE and FRE.DE has dropped to 0.03 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
EVK.DE vs. FRE.DE — Risk / Return Rank
EVK.DE
FRE.DE
EVK.DE vs. FRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evonik Industries AG (EVK.DE) and Fresenius SE & Co. KGaA (FRE.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.
| EVK.DE | FRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.91 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.47 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.56 | -1.32 | +0.77 |
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
| EVK.DE | FRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.63 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.07 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | -0.14 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.41 | -0.45 |
Drawdowns
EVK.DE vs. FRE.DE - Drawdown Comparison
The maximum EVK.DE drawdown since its inception was -51.49%, smaller than the maximum FRE.DE drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for EVK.DE and FRE.DE.
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Drawdown Indicators
| EVK.DE | FRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.49% | -81.25% | +29.76% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -30.09% | -4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -39.76% | -30.09% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -46.47% | -56.59% | +10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -50.11% | -71.79% | +21.68% |
Current DrawdownCurrent decline from peak | -28.87% | -43.81% | +14.94% |
Average DrawdownAverage peak-to-trough decline | -20.38% | -23.28% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.51% | 10.60% | +10.91% |
Volatility
EVK.DE vs. FRE.DE - Volatility Comparison
The current volatility for Evonik Industries AG (EVK.DE) is 7.93%, while Fresenius SE & Co. KGaA (FRE.DE) has a volatility of 8.54%. This indicates that EVK.DE experiences smaller price fluctuations and is considered to be less risky than FRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVK.DE | FRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 8.54% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 20.90% | 19.03% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 22.37% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 25.41% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.75% | 27.41% | -1.66% |
Dividends
EVK.DE vs. FRE.DE - Dividend Comparison
EVK.DE's dividend yield for the trailing twelve months is around 6.34%, more than FRE.DE's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVK.DE Evonik Industries AG | 6.34% | 8.76% | 6.99% | 6.32% | 6.52% | 4.04% | 4.31% | 4.23% | 5.28% | 3.67% | 4.05% | 3.27% |
FRE.DE Fresenius SE & Co. KGaA | 2.86% | 2.04% | 0.00% | 3.28% | 3.50% | 2.49% | 4.44% | 1.59% | 1.77% | 0.95% | 0.74% | 0.58% |
Financials
EVK.DE vs. FRE.DE - Financials Comparison
This section allows you to compare key financial metrics between Evonik Industries AG and Fresenius SE & Co. KGaA. 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
Frequently Asked Questions
EVK.DE and FRE.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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