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

Performance

FQT.DE vs. PZAKY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Frequentis AG (FQT.DE) and Powszechny Zaklad Ubezpieczen SA (PZAKY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FQT.DE is traded in EUR, while PZAKY is traded in USD. To make them comparable, the PZAKY 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 -0.70% return, which is significantly lower than PZAKY's 12.72% return.


FQT.DE

1D
6.35%
1M
-1.78%
6M
-10.31%
YTD
-0.70%
1Y
39.02%
3Y*
37.65%
5Y*
25.16%
10Y*
ALL TIME*
22.17%

PZAKY

1D
0.21%
1M
9.33%
6M
-2.30%
YTD
12.72%
1Y
18.04%
3Y*
5Y*
10Y*
ALL TIME*
52.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQT.DE vs. PZAKY - Yearly Performance Comparison


2026 (YTD)20252024
FQT.DE
Frequentis AG
-0.70%172.13%0.44%
PZAKY
Powszechny Zaklad Ubezpieczen SA
12.72%35.23%83.68%

Correlation

The correlation between FQT.DE and PZAKY is 0.08, 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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2024

0.00

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Return for Risk

FQT.DE vs. PZAKY — 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: 6767
Overall Rank
FQT.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FQT.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
FQT.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FQT.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
FQT.DE Martin Ratio Rank: 6767
Martin Ratio Rank

PZAKY
PZAKY Risk / Return Rank: 6060
Overall Rank
PZAKY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PZAKY Sortino Ratio Rank: 5656
Sortino Ratio Rank
PZAKY Omega Ratio Rank: 7272
Omega Ratio Rank
PZAKY Calmar Ratio Rank: 5959
Calmar Ratio Rank
PZAKY Martin Ratio Rank: 6060
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. PZAKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) and Powszechny Zaklad Ubezpieczen SA (PZAKY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FQT.DEPZAKYDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratioReturn relative to maximum drawdown

1.16

0.62

+0.54

Martin ratioReturn relative to average drawdown

2.21

1.45

+0.76

FQT.DE vs. PZAKY - Sharpe Ratio Comparison

The current FQT.DE Sharpe Ratio is 0.66, which is higher than the PZAKY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FQT.DE and PZAKY, 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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Drawdowns

FQT.DE vs. PZAKY - Drawdown Comparison

The maximum FQT.DE drawdown since its inception was -33.89%, which is greater than PZAKY's maximum drawdown of -29.39%. Use the drawdown chart below to compare losses from any high point for FQT.DE and PZAKY.


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Drawdown Indicators


FQT.DEPZAKYDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-29.39%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-33.43%

-29.39%

-4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

Current Drawdown

Current decline from peak

-19.85%

-11.53%

-8.32%

Average Drawdown

Average peak-to-trough decline

-11.75%

-5.88%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.63%

12.57%

+5.06%

Volatility

FQT.DE vs. PZAKY - Volatility Comparison

Frequentis AG (FQT.DE) has a higher volatility of 19.36% compared to Powszechny Zaklad Ubezpieczen SA (PZAKY) at 11.35%. This indicates that FQT.DE's price experiences larger fluctuations and is considered to be riskier than PZAKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FQT.DEPZAKYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.36%

11.35%

+8.01%

Volatility (6M)

Calculated over the trailing 6-month period

39.69%

55.89%

-16.20%

Volatility (1Y)

Calculated over the trailing 1-year period

59.34%

72.92%

-13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.23%

66.94%

-28.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.54%

66.94%

-31.40%

Dividends

FQT.DE vs. PZAKY - Dividend Comparison

FQT.DE's dividend yield for the trailing twelve months is around 0.42%, less than PZAKY's 6.47% yield.


PositionTTM2025202420232022202120202019
FQT.DE
Frequentis AG
0.42%0.37%0.89%0.81%0.70%0.56%0.82%0.50%
PZAKY
Powszechny Zaklad Ubezpieczen SA
6.47%7.08%9.07%0.00%0.00%0.00%0.00%0.00%

Financials

FQT.DE vs. PZAKY - Financials Comparison

This section allows you to compare key financial metrics between Frequentis AG and Powszechny Zaklad Ubezpieczen SA. 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


Please note, different currencies. FQT.DE values in EUR, PZAKY values in PLN

Frequently Asked Questions


FQT.DE and PZAKY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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