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FME.DE vs. DUE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FME.DE vs. DUE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fresenius Medical Care AG & Co. KGaA (FME.DE) and Dürr Aktiengesellschaft (DUE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FME.DE achieves a -3.71% return, which is significantly higher than DUE.DE's -4.66% return. Over the past 10 years, FME.DE has underperformed DUE.DE with an annualized return of -4.55%, while DUE.DE has yielded a comparatively higher -1.94% annualized return.


FME.DE

1D
4.78%
1M
13.04%
YTD
-3.71%
6M
-2.12%
1Y
-21.22%
3Y*
0.52%
5Y*
-8.38%
10Y*
-4.55%

DUE.DE

1D
0.24%
1M
-0.24%
YTD
-4.66%
6M
7.60%
1Y
-5.92%
3Y*
-7.02%
5Y*
-7.05%
10Y*
-1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FME.DE vs. DUE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FME.DE
Fresenius Medical Care AG & Co. KGaA
-3.71%-5.10%19.75%27.41%-45.19%-14.52%6.88%18.41%-34.69%10.35%
DUE.DE
Dürr Aktiengesellschaft
-4.66%8.48%3.19%-30.49%-19.86%21.16%13.91%2.32%-38.40%42.78%

Correlation

The correlation between FME.DE and DUE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 7, 1996

0.18

The correlation between FME.DE and DUE.DE shifts across timeframes, from 0.14 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FME.DE vs. DUE.DE — Risk / Return Rank

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

FME.DE
FME.DE Risk / Return Rank: 1414
Overall Rank
FME.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FME.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FME.DE Omega Ratio Rank: 1111
Omega Ratio Rank
FME.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
FME.DE Martin Ratio Rank: 1717
Martin Ratio Rank

DUE.DE
DUE.DE Risk / Return Rank: 3333
Overall Rank
DUE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DUE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
DUE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
DUE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
DUE.DE Martin Ratio Rank: 3434
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.

FME.DE vs. DUE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FME.DE) and Dürr Aktiengesellschaft (DUE.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.


FME.DEDUE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.87

1.00

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.21

-0.47

Martin ratioReturn relative to average drawdown

-1.14

-0.43

-0.71

FME.DE vs. DUE.DE - Sharpe Ratio Comparison

The current FME.DE Sharpe Ratio is -0.77, which is lower than the DUE.DE Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FME.DE and DUE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FME.DEDUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

-0.16

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.20

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.05

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.18

-0.05

Drawdowns

FME.DE vs. DUE.DE - Drawdown Comparison

The maximum FME.DE drawdown since its inception was -79.63%, roughly equal to the maximum DUE.DE drawdown of -78.78%. Use the drawdown chart below to compare losses from any high point for FME.DE and DUE.DE.


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Drawdown Indicators


FME.DEDUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.63%

-78.78%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-31.27%

-28.21%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-36.77%

-42.81%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-62.09%

-56.88%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-68.61%

-69.05%

+0.44%

Current Drawdown

Current decline from peak

-49.04%

-53.57%

+4.53%

Average Drawdown

Average peak-to-trough decline

-22.56%

-33.02%

+10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.23%

13.74%

+4.49%

Volatility

FME.DE vs. DUE.DE - Volatility Comparison

The current volatility for Fresenius Medical Care AG & Co. KGaA (FME.DE) is 8.12%, while Dürr Aktiengesellschaft (DUE.DE) has a volatility of 9.74%. This indicates that FME.DE experiences smaller price fluctuations and is considered to be less risky than DUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FME.DEDUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

9.74%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

21.85%

29.77%

-7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

36.75%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.08%

34.66%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.14%

36.18%

-8.04%

Dividends

FME.DE vs. DUE.DE - Dividend Comparison

FME.DE's dividend yield for the trailing twelve months is around 3.95%, more than DUE.DE's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
DUE.DE
Dürr Aktiengesellschaft
3.86%3.10%3.26%3.27%1.59%0.75%2.40%3.29%9.88%1.97%7.14%6.73%
FME.DE
Fresenius Medical Care AG & Co. KGaA
3.95%3.53%2.69%2.95%4.42%2.35%3.52%1.77%1.87%1.09%0.99%1.00%

Financials

FME.DE vs. DUE.DE - Financials Comparison

This section allows you to compare key financial metrics between Fresenius Medical Care AG & Co. KGaA and Dürr Aktiengesellschaft. 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

Frequently Asked Questions


FME.DE and DUE.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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