NOK vs. DTEGY
NOK (Nokia Corporation) and DTEGY (Deutsche Telekom AG ADR) are both stocks. NOK operates in Communication Equipment (Technology), while DTEGY operates in Telecom Services (Communication Services). Over the past 10 years, NOK returned 14.37%/yr vs 11.25%/yr for DTEGY. At a 0.40 correlation, their price movements are largely independent.
Performance
NOK vs. DTEGY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NOK achieves a 159.40% return, which is significantly higher than DTEGY's 2.03% return. Over the past 10 years, NOK has outperformed DTEGY with an annualized return of 14.37%, while DTEGY has yielded a comparatively lower 11.25% annualized return.
NOK
- 1D
- -0.66%
- 1M
- 23.85%
- YTD
- 159.40%
- 6M
- 172.45%
- 1Y
- 215.38%
- 3Y*
- 65.50%
- 5Y*
- 27.94%
- 10Y*
- 14.37%
DTEGY
- 1D
- -0.34%
- 1M
- 1.32%
- YTD
- 2.03%
- 6M
- 4.53%
- 1Y
- -13.27%
- 3Y*
- 19.50%
- 5Y*
- 13.34%
- 10Y*
- 11.25%
NOK vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOK Nokia Corporation | 159.40% | 50.85% | 34.33% | -23.97% | -24.44% | 59.08% | 5.39% | -34.91% | 30.04% | -0.22% |
DTEGY Deutsche Telekom AG ADR | 2.03% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between NOK and DTEGY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2010 | 0.40 |
Over the past year, the correlation between NOK and DTEGY has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
NOK:
$95.11B
DTEGY:
$156.11B
NOK:
$0.14
DTEGY:
$1.82
NOK:
115.91
DTEGY:
17.77
NOK:
3.95
DTEGY:
0.74
NOK:
4.61
DTEGY:
1.31
NOK:
4.49
DTEGY:
2.46
NOK:
$20.00B
DTEGY:
$119.87B
NOK:
$8.82B
DTEGY:
$45.11B
NOK:
$2.24B
DTEGY:
$49.13B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NOK vs. DTEGY — Risk / Return Rank
NOK
DTEGY
NOK vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) and Deutsche Telekom AG ADR (DTEGY). 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.
| NOK | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.82 | ||
| Sortino ratioReturn per unit of downside risk | +5.53 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 0.92 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 8.82 | -0.62 | +9.44 |
| Martin ratioReturn relative to average drawdown | 17.24 | -1.05 | +18.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NOK | DTEGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | -0.56 | +4.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.63 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.52 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.48 | -0.28 |
Drawdowns
NOK vs. DTEGY - Drawdown Comparison
The maximum NOK drawdown since its inception was -95.99%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for NOK and DTEGY.
Loading charts...
Drawdown Indicators
| NOK | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.99% | -40.18% | -55.81% |
Max Drawdown (1Y)Largest decline over 1 year | -24.59% | -21.44% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -29.74% | -21.44% | -8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -25.85% | -24.71% |
Max Drawdown (10Y)Largest decline over 10 years | -62.56% | -40.18% | -22.38% |
Current DrawdownCurrent decline from peak | -43.96% | -17.17% | -26.79% |
Average DrawdownAverage peak-to-trough decline | -64.87% | -9.82% | -55.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.55% | 12.64% | -0.09% |
Volatility
NOK vs. DTEGY - Volatility Comparison
Nokia Corporation (NOK) has a higher volatility of 23.89% compared to Deutsche Telekom AG ADR (DTEGY) at 7.29%. This indicates that NOK's price experiences larger fluctuations and is considered to be riskier than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NOK | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.89% | 7.29% | +16.60% |
Volatility (6M)Calculated over the trailing 6-month period | 37.38% | 18.72% | +18.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.85% | 24.01% | +26.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.43% | 21.38% | +15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.20% | 21.73% | +18.47% |
Dividends
NOK vs. DTEGY - Dividend Comparison
NOK's dividend yield for the trailing twelve months is around 0.99%, less than DTEGY's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.59% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
NOK Nokia Corporation | 0.99% | 2.45% | 3.17% | 3.51% | 1.32% | 0.00% | 0.00% | 3.01% | 4.06% | 4.07% | 6.02% | 2.22% |
Financials
NOK vs. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between Nokia Corporation and Deutsche Telekom AG ADR. 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
NOK vs. DTEGY - Profitability Comparison
NOK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a gross profit of 1.99B and revenue of 4.50B. Therefore, the gross margin over that period was 44.2%.
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.
NOK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported an operating income of 63.00M and revenue of 4.50B, resulting in an operating margin of 1.4%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.
NOK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a net income of 86.00M and revenue of 4.50B, resulting in a net margin of 1.9%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.
Frequently Asked Questions
NOK and DTEGY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOK has higher volatility (23.89%) compared to DTEGY (7.29%). In terms of maximum drawdown, NOK dropped -95.99% vs DTEGY's -40.18%.
NOK currently has the higher Sharpe Ratio (4.26 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NOK and DTEGY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer