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TKA.DE vs. EQQQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TKA.DE vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in thyssenkrupp AG (TKA.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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TKA.DE vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TKA.DE
thyssenkrupp AG
-12.51%228.55%-35.65%13.87%-41.18%19.20%-32.52%-18.60%-37.66%7.84%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
-4.33%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.81%

Returns By Period

In the year-to-date period, TKA.DE achieves a -12.51% return, which is significantly lower than EQQQ.DE's -4.33% return. Over the past 10 years, TKA.DE has underperformed EQQQ.DE with an annualized return of -4.30%, while EQQQ.DE has yielded a comparatively higher 18.57% annualized return.


TKA.DE

1D
8.10%
1M
-20.46%
YTD
-12.51%
6M
-12.43%
1Y
7.64%
3Y*
20.84%
5Y*
1.01%
10Y*
-4.30%

EQQQ.DE

1D
2.50%
1M
-2.50%
YTD
-4.33%
6M
-1.37%
1Y
16.03%
3Y*
20.35%
5Y*
13.36%
10Y*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TKA.DE vs. EQQQ.DE — Risk / Return Rank

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

TKA.DE
TKA.DE Risk / Return Rank: 4545
Overall Rank
TKA.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TKA.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
TKA.DE Omega Ratio Rank: 4242
Omega Ratio Rank
TKA.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
TKA.DE Martin Ratio Rank: 4949
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 4545
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 4646
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.

TKA.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for thyssenkrupp AG (TKA.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.


TKA.DEEQQQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.78

-0.64

Sortino ratio

Return per unit of downside risk

0.57

1.19

-0.62

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.27

1.56

-1.29

Martin ratio

Return relative to average drawdown

0.80

4.59

-3.79

TKA.DE vs. EQQQ.DE - Sharpe Ratio Comparison

The current TKA.DE Sharpe Ratio is 0.14, which is lower than the EQQQ.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TKA.DE and EQQQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TKA.DEEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.78

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.67

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.94

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.75

-0.69

Correlation

The correlation between TKA.DE and EQQQ.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TKA.DE vs. EQQQ.DE - Dividend Comparison

TKA.DE's dividend yield for the trailing twelve months is around 1.87%, more than EQQQ.DE's 0.29% yield.


TTM20252024202320222021202020192018201720162015
TKA.DE
thyssenkrupp AG
1.87%1.62%5.09%3.16%0.00%0.00%0.00%1.66%1.33%0.82%0.88%0.80%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.29%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%

Drawdowns

TKA.DE vs. EQQQ.DE - Drawdown Comparison

The maximum TKA.DE drawdown since its inception was -92.07%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for TKA.DE and EQQQ.DE.


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Drawdown Indicators


TKA.DEEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.07%

-47.04%

-45.03%

Max Drawdown (1Y)

Largest decline over 1 year

-41.44%

-13.37%

-28.07%

Max Drawdown (5Y)

Largest decline over 5 years

-74.94%

-31.30%

-43.64%

Max Drawdown (10Y)

Largest decline over 10 years

-88.76%

-31.30%

-57.46%

Current Drawdown

Current decline from peak

-67.80%

-7.68%

-60.12%

Average Drawdown

Average peak-to-trough decline

-45.02%

-7.40%

-37.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.85%

3.42%

+10.43%

Volatility

TKA.DE vs. EQQQ.DE - Volatility Comparison

thyssenkrupp AG (TKA.DE) has a higher volatility of 20.85% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 5.03%. This indicates that TKA.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TKA.DEEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.85%

5.03%

+15.82%

Volatility (6M)

Calculated over the trailing 6-month period

43.31%

11.86%

+31.45%

Volatility (1Y)

Calculated over the trailing 1-year period

56.18%

20.58%

+35.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.52%

19.86%

+29.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.27%

19.68%

+29.59%