SAXPY vs. DTEGY

Last updated Jun 4, 2026

SAXPY (Sampo OYJ) and DTEGY (Deutsche Telekom AG ADR) are both stocks. SAXPY operates in Insurance - Diversified (Financial Services), while DTEGY operates in Telecom Services (Communication Services). Over the past 10 years, SAXPY returned 9.17%/yr vs 11.21%/yr for DTEGY. At a 0.49 correlation, their price movements are largely independent.

Performance

SAXPY vs. DTEGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sampo OYJ (SAXPY) and Deutsche Telekom AG ADR (DTEGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAXPY achieves a -11.38% return, which is significantly lower than DTEGY's 2.38% return. Over the past 10 years, SAXPY has underperformed DTEGY with an annualized return of 9.17%, while DTEGY has yielded a comparatively higher 11.21% annualized return.

SAXPY

• 1D: -1.10%
• 1M: 1.78%
• YTD: -11.38%
• 6M: -7.76%
• 1Y: 0.91%
• 3Y*: 11.02%
• 5Y*: 9.57%
• 10Y*: 9.17%

DTEGY

• 1D: -3.34%
• 1M: 2.76%
• YTD: 2.38%
• 6M: 5.25%
• 1Y: -12.08%
• 3Y*: 19.10%
• 5Y*: 13.42%
• 10Y*: 11.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAXPY vs. DTEGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAXPY Sampo OYJ	-11.38%	55.00%	-2.90%	-2.91%	14.62%	21.41%	7.48%	7.21%	-14.71%	36.25%
DTEGY Deutsche Telekom AG ADR	2.38%	12.53%	28.06%	24.40%	16.64%	3.76%	20.51%	0.36%	0.80%	6.79%

Correlation

The correlation between SAXPY and DTEGY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jun 22, 2010	0.49

The correlation between SAXPY and DTEGY shifts across timeframes, from 0.33 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SAXPY : $54.71B DTEGY : $156.64B
EPS SAXPY : $0.72 DTEGY : $1.82
PE Ratio SAXPY : 28.76 DTEGY : 17.83
PEG Ratio SAXPY : 0.69 DTEGY : 0.74
PS Ratio SAXPY : 4.19 DTEGY : 1.31
PB Ratio SAXPY : 7.04 DTEGY : 2.47
Total Revenue (TTM) SAXPY : $11.42B DTEGY : $119.87B
Gross Profit (TTM) SAXPY : $8.19B DTEGY : $45.11B
EBITDA (TTM) SAXPY : $2.30B DTEGY : $49.13B

Return for Risk

SAXPY vs. DTEGY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAXPY

SAXPY Risk / Return Rank: 40
SAXPY Sharpe Ratio Rank: 43
SAXPY Sortino Ratio Rank: 35
SAXPY Omega Ratio Rank: 35
SAXPY Calmar Ratio Rank: 42
SAXPY Martin Ratio Rank: 43

DTEGY

DTEGY Risk / Return Rank: 19
DTEGY Sharpe Ratio Rank: 19
DTEGY Sortino Ratio Rank: 18
DTEGY Omega Ratio Rank: 18
DTEGY Calmar Ratio Rank: 20
DTEGY Martin Ratio Rank: 21

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.

SAXPY vs. DTEGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sampo OYJ (SAXPY) 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.

	SAXPY	DTEGY	Difference
Sharpe ratio Return per unit of total volatility	0.05	-0.51	+0.56
Sortino ratio Return per unit of downside risk	0.19	-0.56	+0.75
Omega ratio Gain probability vs. loss probability	1.02	0.93	+0.10
Calmar ratio Return relative to maximum drawdown	0.07	-0.57	+0.63
Martin ratio Return relative to average drawdown	0.14	-0.96	+1.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAXPY vs. DTEGY - Sharpe Ratio Comparison

The current SAXPY Sharpe Ratio is 0.05, which is higher than the DTEGY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SAXPY and DTEGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAXPY	DTEGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	-0.51	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.63	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.52	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.48	+0.02

Drawdowns

SAXPY vs. DTEGY - Drawdown Comparison

The maximum SAXPY drawdown since its inception was -52.24%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for SAXPY and DTEGY.

Drawdown Indicators

	SAXPY	DTEGY	Difference
Max Drawdown Largest peak-to-trough decline	-52.24%	-40.18%	-12.06%
Max Drawdown (1Y) Largest decline over 1 year	-14.14%	-21.44%	+7.30%
Max Drawdown (3Y) Largest decline over 3 years	-15.58%	-21.44%	+5.86%
Max Drawdown (5Y) Largest decline over 5 years	-24.90%	-25.85%	+0.95%
Max Drawdown (10Y) Largest decline over 10 years	-52.24%	-40.18%	-12.06%
Current Drawdown Current decline from peak	-11.55%	-16.88%	+5.33%
Average Drawdown Average peak-to-trough decline	-8.54%	-9.81%	+1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.65%	12.60%	-5.95%

Volatility

SAXPY vs. DTEGY - Volatility Comparison

The current volatility for Sampo OYJ (SAXPY) is 5.28%, while Deutsche Telekom AG ADR (DTEGY) has a volatility of 7.35%. This indicates that SAXPY experiences smaller price fluctuations and is considered to be less risky than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAXPY	DTEGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	7.35%	-2.07%
Volatility (6M) Calculated over the trailing 6-month period	13.71%	18.72%	-5.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	24.01%	-6.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.26%	21.38%	-1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	21.73%	+2.74%

Dividends

SAXPY vs. DTEGY - Dividend Comparison

SAXPY's dividend yield for the trailing twelve months is around 4.05%, more than DTEGY's 3.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTEGY Deutsche Telekom AG ADR	3.57%	2.98%	2.70%	3.09%	7.01%	2.67%	5.88%	4.71%	4.52%	3.70%	6.92%	3.19%
SAXPY Sampo OYJ	4.05%	3.10%	4.77%	14.96%	8.53%	4.07%	6.34%	8.80%	7.18%	9.25%	10.54%	4.27%

Financials

SAXPY vs. DTEGY - Profitability Comparison

The chart below illustrates the profitability comparison between Sampo OYJ and Deutsche Telekom AG ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SAXPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported a gross profit of 2.50B and revenue of 2.50B. Therefore, the gross margin over that period was 100.0%.

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%.

SAXPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported an operating income of 28.46M and revenue of 2.50B, resulting in an operating margin of 1.1%.

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%.

SAXPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported a net income of -46.76M and revenue of 2.50B, 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

Can I hold both SAXPY and DTEGY in my portfolio?

SAXPY and DTEGY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAXPY or DTEGY?

DTEGY has higher volatility (7.35%) compared to SAXPY (5.28%). In terms of maximum drawdown, SAXPY dropped -52.24% vs DTEGY's -40.18%.

Which has better risk-adjusted returns?

SAXPY currently has the higher Sharpe Ratio (0.05 vs -0.51), 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.