FQT.DE vs. H.TO
FQT.DE (Frequentis AG) and H.TO (Hydro One Limited) are both stocks. FQT.DE operates in Communication Equipment (Technology), while H.TO operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, FQT.DE returned 25.86%/yr vs 14.26%/yr for H.TO. At a 0.01 correlation, their price movements are largely independent.
Performance
FQT.DE vs. H.TO - Performance Comparison
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Different Trading Currencies
FQT.DE is traded in EUR, while H.TO is traded in CAD. To make them comparable, the H.TO 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 higher than H.TO's 3.42% 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*
- —
H.TO
- 1D
- -1.77%
- 1M
- -4.29%
- YTD
- 3.42%
- 6M
- 7.51%
- 1Y
- 12.86%
- 3Y*
- 13.01%
- 5Y*
- 14.26%
- 10Y*
- 11.07%
FQT.DE vs. H.TO - 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% |
H.TO Hydro One Limited | 3.42% | 17.04% | 12.78% | 12.23% | 13.59% | 27.82% | 11.38% | 21.15% |
Correlation
The correlation between FQT.DE and H.TO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.01 |
The correlation between FQT.DE and H.TO shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FQT.DE vs. H.TO — Risk / Return Rank
FQT.DE
H.TO
FQT.DE vs. H.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) and Hydro One Limited (H.TO). 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 | H.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.27 | +0.80 |
| Martin ratioReturn relative to average drawdown | 4.13 | 3.50 | +0.63 |
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
| FQT.DE | H.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.90 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.86 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.66 | +0.01 |
Drawdowns
FQT.DE vs. H.TO - Drawdown Comparison
The maximum FQT.DE drawdown since its inception was -33.89%, roughly equal to the maximum H.TO drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FQT.DE and H.TO.
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Drawdown Indicators
| FQT.DE | H.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -33.01% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -30.60% | -10.18% | -20.42% |
Max Drawdown (3Y)Largest decline over 3 years | -30.60% | -12.43% | -18.17% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -16.58% | -15.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.01% | — |
Current DrawdownCurrent decline from peak | -14.52% | -9.36% | -5.16% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -7.73% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 3.71% | +11.63% |
Volatility
FQT.DE vs. H.TO - Volatility Comparison
Frequentis AG (FQT.DE) has a higher volatility of 21.71% compared to Hydro One Limited (H.TO) at 5.32%. This indicates that FQT.DE's price experiences larger fluctuations and is considered to be riskier than H.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FQT.DE | H.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.71% | 5.32% | +16.39% |
Volatility (6M)Calculated over the trailing 6-month period | 38.07% | 11.55% | +26.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.61% | 14.43% | +43.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.42% | 16.70% | +20.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.06% | 18.20% | +16.86% |
Dividends
FQT.DE vs. H.TO - Dividend Comparison
FQT.DE's dividend yield for the trailing twelve months is around 0.35%, less than H.TO's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
H.TO Hydro One Limited | 2.37% | 2.40% | 2.80% | 2.94% | 3.05% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% |
Financials
FQT.DE vs. H.TO - Financials Comparison
This section allows you to compare key financial metrics between Frequentis AG and Hydro One 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 H.TO 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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