TKA.DE vs. SDZNY

Last updated Apr 2, 2026

Compare and contrast key facts about thyssenkrupp AG (TKA.DE) and Sandoz Group AG (SDZNY).

Performance

TKA.DE vs. SDZNY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in thyssenkrupp AG (TKA.DE) and Sandoz Group AG (SDZNY). The values are adjusted to include any dividend payments, if applicable.

TKA.DE vs. SDZNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TKA.DE thyssenkrupp AG	-12.51%	228.55%	-35.65%	-7.58%
SDZNY Sandoz Group AG	12.60%	61.28%	36.87%	14.90%

Different Trading Currencies

TKA.DE is traded in EUR, while SDZNY is traded in USD. To make them comparable, the SDZNY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TKA.DE achieves a -12.51% return, which is significantly lower than SDZNY's 12.60% 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%

SDZNY

• 1D: 3.10%
• 1M: -5.96%
• YTD: 12.60%
• 6M: 45.72%
• 1Y: 87.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

TKA.DE vs. SDZNY — 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: 45
TKA.DE Sharpe Ratio Rank: 45
TKA.DE Sortino Ratio Rank: 43
TKA.DE Omega Ratio Rank: 42
TKA.DE Calmar Ratio Rank: 48
TKA.DE Martin Ratio Rank: 49

SDZNY

SDZNY Risk / Return Rank: 95
SDZNY Sharpe Ratio Rank: 97
SDZNY Sortino Ratio Rank: 97
SDZNY Omega Ratio Rank: 95
SDZNY Calmar Ratio Rank: 93
SDZNY Martin Ratio Rank: 95

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. SDZNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for thyssenkrupp AG (TKA.DE) and Sandoz Group AG (SDZNY). 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	SDZNY	Difference
Sharpe ratio Return per unit of total volatility	0.14	2.89	-2.75
Sortino ratio Return per unit of downside risk	0.57	3.77	-3.21
Omega ratio Gain probability vs. loss probability	1.07	1.49	-0.42
Calmar ratio Return relative to maximum drawdown	0.27	4.83	-4.56
Martin ratio Return relative to average drawdown	0.80	15.94	-15.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TKA.DE vs. SDZNY - Sharpe Ratio Comparison

The current TKA.DE Sharpe Ratio is 0.14, which is lower than the SDZNY Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of TKA.DE and SDZNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TKA.DE	SDZNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	2.89	-2.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	1.78	-1.72

Correlation

The correlation between TKA.DE and SDZNY is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TKA.DE vs. SDZNY - Dividend Comparison

TKA.DE's dividend yield for the trailing twelve months is around 1.87%, more than SDZNY's 0.90% 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%
SDZNY Sandoz Group AG	0.90%	1.00%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TKA.DE vs. SDZNY - Drawdown Comparison

The maximum TKA.DE drawdown since its inception was -92.07%, which is greater than SDZNY's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for TKA.DE and SDZNY.

Drawdown Indicators

	TKA.DE	SDZNY	Difference
Max Drawdown Largest peak-to-trough decline	-92.07%	-25.34%	-66.73%
Max Drawdown (1Y) Largest decline over 1 year	-41.44%	-19.09%	-22.35%
Max Drawdown (5Y) Largest decline over 5 years	-74.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-88.76%	—	—
Current Drawdown Current decline from peak	-67.80%	-13.55%	-54.25%
Average Drawdown Average peak-to-trough decline	-45.02%	-5.44%	-39.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.85%	5.50%	+8.35%

Volatility

TKA.DE vs. SDZNY - Volatility Comparison

thyssenkrupp AG (TKA.DE) has a higher volatility of 20.85% compared to Sandoz Group AG (SDZNY) at 7.80%. This indicates that TKA.DE's price experiences larger fluctuations and is considered to be riskier than SDZNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TKA.DE	SDZNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.85%	7.80%	+13.05%
Volatility (6M) Calculated over the trailing 6-month period	43.31%	21.36%	+21.95%
Volatility (1Y) Calculated over the trailing 1-year period	56.18%	30.36%	+25.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.52%	29.65%	+19.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.27%	29.65%	+19.62%

Financials