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

IDR.MC vs. FQT.DE

Last updated Jun 9, 2026

IDR.MC (Indra A) and FQT.DE (Frequentis AG) are both stocks. Both are in the Technology sector — IDR.MC in Information Technology Services, FQT.DE in Communication Equipment. Over the past 5 years, IDR.MC returned 51.15%/yr vs 25.86%/yr for FQT.DE. At a 0.15 correlation, their price movements are largely independent.

Performance

IDR.MC vs. FQT.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDR.MC achieves a 16.15% return, which is significantly higher than FQT.DE's 5.91% return.

IDR.MC

1D
-0.91%
1M
11.64%
YTD
16.15%
6M
15.87%
1Y
61.99%
3Y*
72.65%
5Y*
51.15%
10Y*
19.86%

FQT.DE

1D
0.26%
1M
-2.90%
YTD
5.91%
6M
10.78%
1Y
63.56%
3Y*
37.14%
5Y*
25.86%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDR.MC vs. FQT.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IDR.MC
Indra A		16.15%186.12%23.62%34.32%13.68%36.39%-31.43%7.95%
FQT.DE
Frequentis AG		5.91%172.13%-0.66%-3.80%7.41%48.15%-9.09%12.82%

Correlation

The correlation between IDR.MC and FQT.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.15

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

0.14

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

0.15

Compare stocks, funds, or ETFs

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

Indra A

Frequentis AG

Often compared with IDR.MC:
IDR.MC vs. BBVA.MCIDR.MC vs. HWMIDR.MC vs. RTXIDR.MC vs. ASG.DEIDR.MC vs. EXENS.PAIDR.MC vs. KOG.OLIDR.MC vs. ^IBEX
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

Return for Risk

IDR.MC vs. FQT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDR.MC
IDR.MC Risk / Return Rank: 7777
Overall Rank
IDR.MC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDR.MC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IDR.MC Omega Ratio Rank: 7575
Omega Ratio Rank
IDR.MC Calmar Ratio Rank: 7676
Calmar Ratio Rank
IDR.MC Martin Ratio Rank: 7777
Martin Ratio Rank
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
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.

IDR.MC vs. FQT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indra A (IDR.MC) and Frequentis AG (FQT.DE). 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.

IDR.MCFQT.DEDifference
Sharpe ratioReturn per unit of total volatility
1.26
1.10

+0.16

Sortino ratioReturn per unit of downside risk
1.98
1.71

+0.26

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.99

2.07

-0.07

Martin ratioReturn relative to average drawdown

5.00

4.13

+0.87

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

IDR.MC vs. FQT.DE - Sharpe Ratio Comparison

The current IDR.MC Sharpe Ratio is 1.26, which is comparable to the FQT.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IDR.MC and FQT.DE, 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

IDR.MCFQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.10

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.43

0.68

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.67

-0.42

Drawdowns

IDR.MC vs. FQT.DE - Drawdown Comparison

The maximum IDR.MC drawdown since its inception was -65.76%, which is greater than FQT.DE's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for IDR.MC and FQT.DE.

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Drawdown Indicators

IDR.MCFQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-33.89%

-31.87%

Max Drawdown (1Y)

Largest decline over 1 year

-30.23%

-30.60%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-30.23%

-30.60%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-30.63%

-32.34%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-63.01%

—

—

Current Drawdown

Current decline from peak

-12.59%

-14.52%

+1.93%

Average Drawdown

Average peak-to-trough decline

-26.90%

-11.53%

-15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

15.34%

-3.22%

Volatility

IDR.MC vs. FQT.DE - Volatility Comparison

The current volatility for Indra A (IDR.MC) is 10.08%, while Frequentis AG (FQT.DE) has a volatility of 21.71%. This indicates that IDR.MC experiences smaller price fluctuations and is considered to be less risky than FQT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDR.MCFQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

21.71%

-11.63%

Volatility (6M)

Calculated over the trailing 6-month period

39.65%

38.07%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

47.86%

57.61%

-9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.12%

37.42%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.52%

35.06%

-0.54%

Dividends

IDR.MC vs. FQT.DE - Dividend Comparison

IDR.MC's dividend yield for the trailing twelve months is around 0.44%, more than FQT.DE's 0.35% yield.

PositionTTM2025202420232022202120202019
FQT.DE
Frequentis AG		0.35%0.37%0.89%0.81%0.70%0.56%0.82%0.50%
IDR.MC
Indra A		0.44%0.52%1.46%1.79%1.41%0.00%0.00%0.00%

Financials

IDR.MC vs. FQT.DE - Financials Comparison

This section allows you to compare key financial metrics between Indra A and Frequentis AG. 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

IDR.MC and FQT.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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