FQT.DE vs. GNG.AX
FQT.DE (Frequentis AG) and GNG.AX (GR Engineering Services Limited) are both stocks. FQT.DE operates in Communication Equipment (Technology), while GNG.AX operates in Engineering & Construction (Industrials). Over the past 5 years, FQT.DE returned 25.86%/yr vs 40.51%/yr for GNG.AX. At a 0.06 correlation, their price movements are largely independent.
Performance
FQT.DE vs. GNG.AX - Performance Comparison
Loading charts...
Different Trading Currencies
FQT.DE is traded in EUR, while GNG.AX is traded in AUD. To make them comparable, the GNG.AX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FQT.DE achieves a 5.91% return, which is significantly lower than GNG.AX's 40.41% return.
FQT.DE
- 1D
- 0.26%
- 1M
- -2.90%
- YTD
- 5.91%
- 6M
- 10.78%
- 1Y
- 63.56%
- 3Y*
- 37.14%
- 5Y*
- 25.86%
- 10Y*
- —
GNG.AX
- 1D
- 0.00%
- 1M
- 22.89%
- YTD
- 40.41%
- 6M
- 45.70%
- 1Y
- 128.86%
- 3Y*
- 49.31%
- 5Y*
- 40.51%
- 10Y*
- 26.88%
FQT.DE vs. GNG.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FQT.DE Frequentis AG | 5.91% | 172.13% | -0.66% | -3.80% | 7.41% | 48.15% | -9.09% | 12.82% |
GNG.AX GR Engineering Services Limited | 40.41% | 81.95% | 18.23% | 14.79% | 5.24% | 88.03% | 63.10% | -9.84% |
Correlation
The correlation between FQT.DE and GNG.AX 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 | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FQT.DE vs. GNG.AX — Risk / Return Rank
FQT.DE
GNG.AX
FQT.DE vs. GNG.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) and GR Engineering Services Limited (GNG.AX). 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.DE | GNG.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 4.51 | -2.45 |
| Martin ratioReturn relative to average drawdown | 4.13 | 12.03 | -7.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FQT.DE | GNG.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.77 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.09 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.31 | +0.36 |
Drawdowns
FQT.DE vs. GNG.AX - Drawdown Comparison
The maximum FQT.DE drawdown since its inception was -33.89%, smaller than the maximum GNG.AX drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FQT.DE and GNG.AX.
Loading charts...
Drawdown Indicators
| FQT.DE | GNG.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -81.80% | +47.91% |
Max Drawdown (1Y)Largest decline over 1 year | -30.60% | -27.58% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -30.60% | -27.58% | -3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -34.75% | +2.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.99% | — |
Current DrawdownCurrent decline from peak | -14.52% | -5.59% | -8.93% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -33.98% | +22.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 10.47% | +4.87% |
Volatility
FQT.DE vs. GNG.AX - Volatility Comparison
Frequentis AG (FQT.DE) has a higher volatility of 21.71% compared to GR Engineering Services Limited (GNG.AX) at 12.21%. This indicates that FQT.DE's price experiences larger fluctuations and is considered to be riskier than GNG.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FQT.DE | GNG.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.71% | 12.21% | +9.50% |
Volatility (6M)Calculated over the trailing 6-month period | 38.07% | 34.98% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.61% | 44.96% | +12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.42% | 36.81% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.06% | 41.89% | -6.83% |
Dividends
FQT.DE vs. GNG.AX - Dividend Comparison
FQT.DE's dividend yield for the trailing twelve months is around 0.35%, less than GNG.AX's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQT.DE Frequentis AG | 0.35% | 0.37% | 0.89% | 0.81% | 0.70% | 0.56% | 0.82% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
GNG.AX GR Engineering Services Limited | 2.18% | 4.94% | 7.69% | 8.56% | 9.31% | 5.71% | 4.92% | 7.50% | 10.28% | 3.47% | 7.35% | 6.41% |
Financials
FQT.DE vs. GNG.AX - Financials Comparison
This section allows you to compare key financial metrics between Frequentis AG and GR Engineering Services Limited. 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
FQT.DE and GNG.AX 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.
Find the right allocation for FQT.DE and GNG.AX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer