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

FQT.DE vs. UMI.BR

Last updated Jun 9, 2026

FQT.DE (Frequentis AG) and UMI.BR (Umicore SA) are both stocks. FQT.DE operates in Communication Equipment (Technology), while UMI.BR operates in Pollution & Treatment Controls (Industrials). Over the past 5 years, FQT.DE returned 25.86%/yr vs -11.72%/yr for UMI.BR. At a 0.11 correlation, their price movements are largely independent.

Performance

FQT.DE vs. UMI.BR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FQT.DE achieves a 5.91% return, which is significantly lower than UMI.BR's 30.90% 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*
—

UMI.BR

1D
-0.95%
1M
4.67%
YTD
30.90%
6M
50.01%
1Y
127.93%
3Y*
-2.53%
5Y*
-11.72%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQT.DE vs. UMI.BR - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FQT.DE
Frequentis AG		5.91%172.13%-0.66%-3.80%7.41%48.15%-9.09%12.82%
UMI.BR
Umicore SA		30.90%85.26%-58.27%-25.60%-1.84%-7.70%-8.80%46.61%

Correlation

The correlation between FQT.DE and UMI.BR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Frequentis AG

Umicore SA

Often compared with FQT.DE:
FQT.DE vs. SSUN.FFQT.DE vs. PDDFQT.DE vs. 0014.HKFQT.DE vs. ACOMO.ASFQT.DE vs. AUCO.LFQT.DE vs. PZAKYFQT.DE vs. MSTR
Often compared with UMI.BR:
UMI.BR vs. SMHUMI.BR vs. SBSWUMI.BR vs. ILU.AXUMI.BR vs. NDA.DEUMI.BR vs. AMG.ASUMI.BR vs. PZAKYUMI.BR vs. IDR.MC

Return for Risk

FQT.DE vs. UMI.BR — 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: 7373
Overall Rank
FQT.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FQT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FQT.DE Omega Ratio Rank: 6969
Omega Ratio Rank
FQT.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
FQT.DE Martin Ratio Rank: 7373
Martin Ratio Rank
UMI.BR
UMI.BR Risk / Return Rank: 9191
Overall Rank
UMI.BR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UMI.BR Sortino Ratio Rank: 9292
Sortino Ratio Rank
UMI.BR Omega Ratio Rank: 9292
Omega Ratio Rank
UMI.BR Calmar Ratio Rank: 9090
Calmar Ratio Rank
UMI.BR Martin Ratio Rank: 8989
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. UMI.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) and Umicore SA (UMI.BR). 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.DEUMI.BRDifference
Sharpe ratioReturn per unit of total volatility
1.10
2.56

-1.46

Sortino ratioReturn per unit of downside risk
1.71
3.42

-1.71

Omega ratioGain probability vs. loss probability

1.21

1.45

-0.24

Calmar ratioReturn relative to maximum drawdown

2.07

4.41

-2.34

Martin ratioReturn relative to average drawdown

4.13

10.61

-6.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FQT.DE vs. UMI.BR - Sharpe Ratio Comparison

The current FQT.DE Sharpe Ratio is 1.10, which is lower than the UMI.BR Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of FQT.DE and UMI.BR, 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.DEUMI.BRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.56

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.30

+0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.22

+0.45

Drawdowns

FQT.DE vs. UMI.BR - Drawdown Comparison

The maximum FQT.DE drawdown since its inception was -33.89%, smaller than the maximum UMI.BR drawdown of -86.39%. Use the drawdown chart below to compare losses from any high point for FQT.DE and UMI.BR.

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Drawdown Indicators

FQT.DEUMI.BRDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-86.39%

+52.50%

Max Drawdown (1Y)

Largest decline over 1 year

-30.60%

-28.72%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-30.60%

-71.99%

+41.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

-86.39%

+54.05%

Max Drawdown (10Y)

Largest decline over 10 years

—

-86.39%

—

Current Drawdown

Current decline from peak

-14.52%

-55.77%

+41.25%

Average Drawdown

Average peak-to-trough decline

-11.53%

-26.31%

+14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.34%

12.00%

+3.34%

Volatility

FQT.DE vs. UMI.BR - Volatility Comparison

Frequentis AG (FQT.DE) has a higher volatility of 21.71% compared to Umicore SA (UMI.BR) at 20.30%. This indicates that FQT.DE's price experiences larger fluctuations and is considered to be riskier than UMI.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FQT.DEUMI.BRDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.71%

20.30%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

38.07%

35.91%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

57.61%

49.55%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.42%

38.73%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

36.40%

-1.34%

Dividends

FQT.DE vs. UMI.BR - Dividend Comparison

FQT.DE's dividend yield for the trailing twelve months is around 0.35%, less than UMI.BR's 2.19% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
UMI.BR
Umicore SA		2.19%1.40%6.92%2.77%2.33%2.10%0.64%1.79%2.08%2.48%4.80%5.17%

Financials

FQT.DE vs. UMI.BR - Financials Comparison

This section allows you to compare key financial metrics between Frequentis AG and Umicore 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

Values in EUR except per share items

Frequently Asked Questions

FQT.DE and UMI.BR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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