JUMSY vs. DEZ.DE
JUMSY (Jumbo SA ADR) and DEZ.DE (DEUTZ Aktiengesellschaft) are both stocks. JUMSY operates in Specialty Retail (Consumer Cyclical), while DEZ.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, JUMSY returned 11.71%/yr vs 11.35%/yr for DEZ.DE. At a 0.02 correlation, their price movements are largely independent.
Performance
JUMSY vs. DEZ.DE - Performance Comparison
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Different Trading Currencies
JUMSY is traded in USD, while DEZ.DE is traded in EUR. To make them comparable, the DEZ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JUMSY achieves a -13.43% return, which is significantly lower than DEZ.DE's 15.09% return. Both investments have delivered pretty close results over the past 10 years, with JUMSY having a 11.71% annualized return and DEZ.DE not far behind at 11.35%.
JUMSY
- 1D
- 2.33%
- 1M
- 1.12%
- YTD
- -13.43%
- 6M
- -9.94%
- 1Y
- -11.54%
- 3Y*
- 15.64%
- 5Y*
- 16.72%
- 10Y*
- 11.71%
DEZ.DE
- 1D
- -1.30%
- 1M
- -0.87%
- YTD
- 15.09%
- 6M
- 24.46%
- 1Y
- 30.57%
- 3Y*
- 26.58%
- 5Y*
- 7.89%
- 10Y*
- 11.35%
JUMSY vs. DEZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUMSY Jumbo SA ADR | -13.43% | 4.30% | 23.94% | 93.98% | 15.43% | -6.39% | -11.66% | 35.04% | -13.54% | 7.65% |
DEZ.DE DEUTZ Aktiengesellschaft | 15.09% | 143.20% | -18.18% | 25.62% | -39.75% | 18.66% | 5.07% | 7.82% | -34.07% | 63.42% |
Correlation
The correlation between JUMSY and DEZ.DE 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 (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2015 | 0.02 |
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Return for Risk
JUMSY vs. DEZ.DE — Risk / Return Rank
JUMSY
DEZ.DE
JUMSY vs. DEZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and DEUTZ Aktiengesellschaft (DEZ.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.
| JUMSY | DEZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.87 | -1.19 |
| Martin ratioReturn relative to average drawdown | -0.59 | 2.09 | -2.68 |
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
| JUMSY | DEZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.67 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.18 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.27 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.01 | +0.28 |
Drawdowns
JUMSY vs. DEZ.DE - Drawdown Comparison
The maximum JUMSY drawdown since its inception was -45.41%, smaller than the maximum DEZ.DE drawdown of -85.15%. Use the drawdown chart below to compare losses from any high point for JUMSY and DEZ.DE.
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Drawdown Indicators
| JUMSY | DEZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.41% | -85.15% | +39.74% |
Max Drawdown (1Y)Largest decline over 1 year | -36.86% | -34.93% | -1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -36.86% | -38.27% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -68.67% | +31.81% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -70.89% | +25.48% |
Current DrawdownCurrent decline from peak | -28.68% | -22.19% | -6.49% |
Average DrawdownAverage peak-to-trough decline | -14.41% | -48.02% | +33.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.69% | 14.54% | +5.15% |
Volatility
JUMSY vs. DEZ.DE - Volatility Comparison
Jumbo SA ADR (JUMSY) has a higher volatility of 15.11% compared to DEUTZ Aktiengesellschaft (DEZ.DE) at 13.04%. This indicates that JUMSY's price experiences larger fluctuations and is considered to be riskier than DEZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUMSY | DEZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.11% | 13.04% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 57.58% | 36.29% | +21.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.17% | 45.53% | +26.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.43% | 43.54% | +10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.80% | 42.32% | +18.48% |
Dividends
JUMSY vs. DEZ.DE - Dividend Comparison
JUMSY's dividend yield for the trailing twelve months is around 4.34%, more than DEZ.DE's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 1.85% | 2.00% | 4.21% | 3.12% | 3.71% | 0.00% | 2.94% | 2.69% | 2.92% | 0.92% | 1.31% | 1.90% |
JUMSY Jumbo SA ADR | 4.34% | 1.84% | 5.50% | 11.61% | 7.83% | 5.57% | 5.60% | 2.79% | 1.06% | 0.83% | 3.32% | 0.00% |
Financials
JUMSY vs. DEZ.DE - Financials Comparison
This section allows you to compare key financial metrics between Jumbo SA ADR and DEUTZ Aktiengesellschaft. 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
JUMSY and DEZ.DE 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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