TKA.DE vs. EQQQ.DE
Compare and contrast key facts about thyssenkrupp AG (TKA.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Performance
TKA.DE vs. EQQQ.DE - Performance Comparison
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TKA.DE vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
TKA.DE vs. EQQQ.DE — Risk / Return Rank
TKA.DE
EQQQ.DE
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.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.78 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.19 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.16 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.56 | -1.29 |
Martin ratioReturn relative to average drawdown | 0.80 | 4.59 | -3.79 |
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
| TKA.DE | EQQQ.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -67.80% | -7.68% | -60.12% |
Average DrawdownAverage peak-to-trough decline | -45.02% | -7.40% | -37.62% |
Ulcer IndexDepth 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.DE | EQQQ.DE | Difference | |
|---|---|---|---|
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% |