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FQT.DE vs. ACOMO.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FQT.DE vs. ACOMO.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Frequentis AG (FQT.DE) and Amsterdam Commodities NV (ACOMO.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FQT.DE achieves a 6.18% return, which is significantly higher than ACOMO.AS's -3.72% return.


FQT.DE

1D
-3.98%
1M
9.03%
YTD
6.18%
6M
16.42%
1Y
55.46%
3Y*
40.62%
5Y*
26.13%
10Y*

ACOMO.AS

1D
0.22%
1M
-12.74%
YTD
-3.72%
6M
-1.70%
1Y
3.52%
3Y*
6.87%
5Y*
5.70%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQT.DE vs. ACOMO.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FQT.DE
Frequentis AG
6.18%172.13%-0.66%-3.80%7.41%48.15%-8.31%3.59%
ACOMO.AS
Amsterdam Commodities NV
-3.72%49.20%5.25%-2.55%-20.15%19.14%6.65%7.40%

Correlation

The correlation between FQT.DE and ACOMO.AS is 0.01, 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

0.01

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

0.05

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2019

0.09

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Return for Risk

FQT.DE vs. ACOMO.AS — Risk / Return Rank

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

FQT.DE
FQT.DE Risk / Return Rank: 6969
Overall Rank
FQT.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FQT.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
FQT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FQT.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
FQT.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ACOMO.AS
ACOMO.AS Risk / Return Rank: 4444
Overall Rank
ACOMO.AS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ACOMO.AS Sortino Ratio Rank: 3939
Sortino Ratio Rank
ACOMO.AS Omega Ratio Rank: 3939
Omega Ratio Rank
ACOMO.AS Calmar Ratio Rank: 4646
Calmar Ratio Rank
ACOMO.AS Martin Ratio Rank: 5050
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.

FQT.DE vs. ACOMO.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) and Amsterdam Commodities NV (ACOMO.AS). 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.


FQT.DEACOMO.ASDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.18

+0.79

Sortino ratio

Return per unit of downside risk

1.58

0.36

+1.21

Omega ratio

Gain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.80

0.23

+1.58

Martin ratio

Return relative to average drawdown

3.62

0.93

+2.69

FQT.DE vs. ACOMO.AS - Sharpe Ratio Comparison

The current FQT.DE Sharpe Ratio is 0.96, which is higher than the ACOMO.AS Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FQT.DE and ACOMO.AS, 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


FQT.DEACOMO.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.18

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.29

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.24

+0.45

Drawdowns

FQT.DE vs. ACOMO.AS - Drawdown Comparison

The maximum FQT.DE drawdown since its inception was -33.89%, smaller than the maximum ACOMO.AS drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for FQT.DE and ACOMO.AS.


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Drawdown Indicators


FQT.DEACOMO.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-86.77%

+52.88%

Max Drawdown (1Y)

Largest decline over 1 year

-30.60%

-15.24%

-15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-30.60%

-22.56%

-8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

-30.69%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-48.19%

Current Drawdown

Current decline from peak

-14.30%

-15.05%

+0.75%

Average Drawdown

Average peak-to-trough decline

-11.99%

-36.38%

+24.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.26%

3.76%

+11.50%

Volatility

FQT.DE vs. ACOMO.AS - Volatility Comparison

Frequentis AG (FQT.DE) has a higher volatility of 22.88% compared to Amsterdam Commodities NV (ACOMO.AS) at 9.35%. This indicates that FQT.DE's price experiences larger fluctuations and is considered to be riskier than ACOMO.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FQT.DEACOMO.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.88%

9.35%

+13.53%

Volatility (6M)

Calculated over the trailing 6-month period

37.28%

15.23%

+22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

57.27%

19.54%

+37.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.25%

19.12%

+19.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.89%

20.45%

+16.44%

Dividends

FQT.DE vs. ACOMO.AS - Dividend Comparison

FQT.DE's dividend yield for the trailing twelve months is around 0.35%, less than ACOMO.AS's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
ACOMO.AS
Amsterdam Commodities NV
6.19%5.34%6.65%6.84%5.52%0.00%5.26%4.82%6.31%4.77%4.78%4.75%
FQT.DE
Frequentis AG
0.35%0.37%0.89%0.81%0.70%0.56%1.65%0.00%0.00%0.00%0.00%0.00%

Financials

FQT.DE vs. ACOMO.AS - Financials Comparison

This section allows you to compare key financial metrics between Frequentis AG and Amsterdam Commodities NV. 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


FQT.DE and ACOMO.AS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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