TKA.DE vs. SDVKY
TKA.DE (thyssenkrupp AG) and SDVKY (Sandvik AB ADR) are both stocks. Both are in the Industrials sector — TKA.DE in Metal Fabrication, SDVKY in Specialty Industrial Machinery. Over the past 10 years, TKA.DE returned -0.82%/yr vs 17.80%/yr for SDVKY. At a 0.44 correlation, their price movements are largely independent.
Performance
TKA.DE vs. SDVKY - Performance Comparison
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Different Trading Currencies
TKA.DE is traded in EUR, while SDVKY is traded in USD. To make them comparable, the SDVKY values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with TKA.DE having a 28.24% return and SDVKY slightly lower at 27.22%. Over the past 10 years, TKA.DE has underperformed SDVKY with an annualized return of -0.82%, while SDVKY has yielded a comparatively higher 17.80% annualized return.
TKA.DE
- 1D
- -0.80%
- 1M
- 6.10%
- YTD
- 28.24%
- 6M
- 26.09%
- 1Y
- 82.45%
- 3Y*
- 35.74%
- 5Y*
- 12.74%
- 10Y*
- -0.82%
SDVKY
- 1D
- -2.56%
- 1M
- -7.97%
- YTD
- 27.22%
- 6M
- 31.67%
- 1Y
- 79.96%
- 3Y*
- 28.32%
- 5Y*
- 12.63%
- 10Y*
- 17.80%
TKA.DE vs. SDVKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TKA.DE thyssenkrupp AG | 28.24% | 228.55% | -35.65% | 13.87% | -41.18% | 19.20% | -32.52% | -18.60% | -37.66% | 7.84% |
SDVKY Sandvik AB ADR | 27.22% | 63.76% | -9.74% | 19.00% | -25.80% | 25.73% | 16.07% | 41.32% | -11.59% | 30.14% |
Correlation
The correlation between TKA.DE and SDVKY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.44 |
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Return for Risk
TKA.DE vs. SDVKY — Risk / Return Rank
TKA.DE
SDVKY
TKA.DE vs. SDVKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for thyssenkrupp AG (TKA.DE) and Sandvik AB ADR (SDVKY). 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 | SDVKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.35 | -2.37 |
| Martin ratioReturn relative to average drawdown | 5.43 | 17.00 | -11.58 |
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 | SDVKY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.78 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.40 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.56 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.21 | -0.13 |
Drawdowns
TKA.DE vs. SDVKY - Drawdown Comparison
The maximum TKA.DE drawdown since its inception was -92.07%, which is greater than SDVKY's maximum drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for TKA.DE and SDVKY.
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Drawdown Indicators
| TKA.DE | SDVKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.07% | -75.19% | -16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -41.44% | -18.46% | -22.98% |
Max Drawdown (3Y)Largest decline over 3 years | -61.57% | -27.63% | -33.94% |
Max Drawdown (5Y)Largest decline over 5 years | -73.83% | -42.99% | -30.84% |
Max Drawdown (10Y)Largest decline over 10 years | -88.76% | -42.99% | -45.77% |
Current DrawdownCurrent decline from peak | -52.80% | -7.97% | -44.83% |
Average DrawdownAverage peak-to-trough decline | -45.09% | -20.82% | -24.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.18% | 4.72% | +10.46% |
Volatility
TKA.DE vs. SDVKY - Volatility Comparison
thyssenkrupp AG (TKA.DE) and Sandvik AB ADR (SDVKY) have volatilities of 12.36% and 12.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TKA.DE | SDVKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 12.10% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 44.03% | 25.24% | +18.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.91% | 28.96% | +25.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.98% | 31.71% | +18.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.52% | 31.98% | +17.54% |
Dividends
TKA.DE vs. SDVKY - Dividend Comparison
TKA.DE's dividend yield for the trailing twelve months is around 1.28%, less than SDVKY's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVKY Sandvik AB ADR | 1.60% | 1.85% | 2.84% | 2.26% | 6.62% | 2.75% | 0.00% | 2.32% | 3.02% | 3.50% | 7.83% | 4.86% |
TKA.DE thyssenkrupp AG | 1.28% | 1.62% | 5.09% | 3.16% | 0.00% | 0.00% | 0.00% | 1.66% | 1.33% | 0.82% | 0.88% | 0.80% |
Financials
TKA.DE vs. SDVKY - Financials Comparison
This section allows you to compare key financial metrics between thyssenkrupp AG and Sandvik AB 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
Frequently Asked Questions
TKA.DE and SDVKY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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