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TEG.DE vs. VNA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEG.DE vs. VNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TAG Immobilien AG (TEG.DE) and Vonovia SE (VNA.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, TEG.DE achieves a 3.84% return, which is significantly higher than VNA.DE's -11.97% return. Over the past 10 years, TEG.DE has outperformed VNA.DE with an annualized return of 5.94%, while VNA.DE has yielded a comparatively lower 0.94% annualized return.


TEG.DE

1D
4.29%
1M
-5.06%
YTD
3.84%
6M
3.21%
1Y
-4.53%
3Y*
19.59%
5Y*
-9.99%
10Y*
5.94%

VNA.DE

1D
3.24%
1M
-2.30%
YTD
-11.97%
6M
-10.66%
1Y
-23.97%
3Y*
8.44%
5Y*
-12.67%
10Y*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEG.DE vs. VNA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEG.DE
TAG Immobilien AG
3.84%-5.25%8.79%118.18%-71.51%-1.23%21.43%15.72%30.58%31.87%
VNA.DE
Vonovia SE
-11.97%-12.70%6.11%35.91%-52.52%-10.61%28.46%25.19%-0.93%44.21%

Correlation

The correlation between TEG.DE and VNA.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.80

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

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2013

0.66

The correlation between TEG.DE and VNA.DE shifts across timeframes, from 0.66 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TEG.DE vs. VNA.DE — Risk / Return Rank

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

TEG.DE
TEG.DE Risk / Return Rank: 3434
Overall Rank
TEG.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TEG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
TEG.DE Omega Ratio Rank: 3232
Omega Ratio Rank
TEG.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
TEG.DE Martin Ratio Rank: 3535
Martin Ratio Rank

VNA.DE
VNA.DE Risk / Return Rank: 1010
Overall Rank
VNA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VNA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VNA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
VNA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
VNA.DE Martin Ratio Rank: 99
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.

TEG.DE vs. VNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TAG Immobilien AG (TEG.DE) and Vonovia SE (VNA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TEG.DEVNA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.00

0.85

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.77

+0.58

Martin ratioReturn relative to average drawdown

-0.42

-1.39

+0.97

TEG.DE vs. VNA.DE - Sharpe Ratio Comparison

The current TEG.DE Sharpe Ratio is -0.15, which is higher than the VNA.DE Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of TEG.DE and VNA.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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Drawdowns

TEG.DE vs. VNA.DE - Drawdown Comparison

The maximum TEG.DE drawdown since its inception was -90.11%, which is greater than VNA.DE's maximum drawdown of -71.07%. Use the drawdown chart below to compare losses from any high point for TEG.DE and VNA.DE.


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Drawdown Indicators


TEG.DEVNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.11%

-71.07%

-19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-23.04%

-30.96%

+7.92%

Max Drawdown (3Y)

Largest decline over 3 years

-30.36%

-35.15%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-78.01%

-71.07%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-78.01%

-71.07%

-6.94%

Current Drawdown

Current decline from peak

-43.71%

-54.91%

+11.20%

Average Drawdown

Average peak-to-trough decline

-27.51%

-19.90%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

17.19%

-6.38%

Volatility

TEG.DE vs. VNA.DE - Volatility Comparison

TAG Immobilien AG (TEG.DE) has a higher volatility of 10.74% compared to Vonovia SE (VNA.DE) at 7.72%. This indicates that TEG.DE's price experiences larger fluctuations and is considered to be riskier than VNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEG.DEVNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

7.72%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

25.58%

23.62%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

27.16%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.98%

33.56%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.89%

32.25%

-0.36%

Dividends

TEG.DE vs. VNA.DE - Dividend Comparison

TEG.DE's dividend yield for the trailing twelve months is around 2.99%, less than VNA.DE's 6.13% yield.


PositionTTM20252024202320222021202020192018201720162015
TEG.DE
TAG Immobilien AG
2.99%3.02%0.00%0.00%14.68%3.75%3.17%3.55%3.42%3.77%4.39%4.56%
VNA.DE
Vonovia SE
6.13%4.97%3.07%2.98%7.54%3.48%2.80%3.20%3.56%6.18%6.95%5.24%

Financials

TEG.DE vs. VNA.DE - Financials Comparison

This section allows you to compare key financial metrics between TAG Immobilien AG and Vonovia SE. 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


TEG.DE and VNA.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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