TKAMY vs. AVAV

Last updated Jun 23, 2026

TKAMY (Thyssenkrupp AG ADR) and AVAV (AeroVironment, Inc.) are both stocks. Both are in the Industrials sector — TKAMY in Metal Fabrication, AVAV in Aerospace & Defense. Over the past 5 years, TKAMY returned 5.32%/yr vs 6.33%/yr for AVAV. At a 0.20 correlation, their price movements are largely independent.

Performance

TKAMY vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thyssenkrupp AG ADR (TKAMY) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TKAMY achieves a 13.25% return, which is significantly higher than AVAV's -37.44% return.

TKAMY

• 1D: -0.33%
• 1M: -3.59%
• YTD: 13.25%
• 6M: 13.67%
• 1Y: 19.56%
• 3Y*: 19.28%
• 5Y*: 5.32%
• 10Y*: —

AVAV

• 1D: -10.78%
• 1M: -13.14%
• YTD: -37.44%
• 6M: -40.75%
• 1Y: -20.21%
• 3Y*: 18.52%
• 5Y*: 6.33%
• 10Y*: 17.76%

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

TKAMY vs. AVAV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TKAMY Thyssenkrupp AG ADR	13.25%	175.88%	-40.20%	18.03%	-44.90%	11.12%	-26.67%	-21.38%	-40.96%	-2.14%
AVAV AeroVironment, Inc.	-37.44%	57.18%	22.10%	47.14%	38.09%	-28.62%	40.75%	-9.14%	20.99%	8.99%

Correlation

The correlation between TKAMY and AVAV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017	0.20

Fundamentals

Market Cap TKAMY : $7.51B AVAV : $7.38B
EPS TKAMY : €0.10 AVAV : -$4.63
PS Ratio TKAMY : 0.21 AVAV : 6.15
PB Ratio TKAMY : 0.72 AVAV : 1.73
Total Revenue (TTM) TKAMY : €32.06B AVAV : $1.19B
Gross Profit (TTM) TKAMY : €3.66B AVAV : $104.63M
EBITDA (TTM) TKAMY : €2.18B AVAV : -$242.06M

Return for Risk

TKAMY vs. AVAV — Risk / Return Rank

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

TKAMY

TKAMY Risk / Return Rank: 52
TKAMY Sharpe Ratio Rank: 53
TKAMY Sortino Ratio Rank: 51
TKAMY Omega Ratio Rank: 53
TKAMY Calmar Ratio Rank: 52
TKAMY Martin Ratio Rank: 51

AVAV

AVAV Risk / Return Rank: 32
AVAV Sharpe Ratio Rank: 31
AVAV Sortino Ratio Rank: 34
AVAV Omega Ratio Rank: 34
AVAV Calmar Ratio Rank: 31
AVAV Martin Ratio Rank: 32

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.

TKAMY vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thyssenkrupp AG ADR (TKAMY) and AeroVironment, Inc. (AVAV). 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.

	TKAMY	AVAV	Difference
Sharpe ratio: Return per unit of total volatility	0.31	-0.27	+0.58
Sortino ratio: Return per unit of downside risk	0.82	0.10	+0.71
Omega ratio: Gain probability vs. loss probability	1.12	1.01	+0.10
Calmar ratio: Return relative to maximum drawdown	0.40	-0.32	+0.73
Martin ratio: Return relative to average drawdown	0.83	-0.57	+1.40

TKAMY vs. AVAV - Sharpe Ratio Comparison

The current TKAMY Sharpe Ratio is 0.31, which is higher than the AVAV Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of TKAMY and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TKAMY vs. AVAV - Drawdown Comparison

The maximum TKAMY drawdown since its inception was -90.08%, which is greater than AVAV's maximum drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for TKAMY and AVAV.

Drawdown Indicators

	TKAMY	AVAV	Difference
Max Drawdown Largest peak-to-trough decline	-90.08%	-63.07%	-27.01%
Max Drawdown (1Y) Largest decline over 1 year	-48.64%	-63.07%	+14.43%
Max Drawdown (3Y) Largest decline over 3 years	-61.74%	-63.07%	+1.33%
Max Drawdown (5Y) Largest decline over 5 years	-73.76%	-63.07%	-10.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.07%	—
Current Drawdown Current decline from peak	-59.58%	-63.07%	+3.49%
Average Drawdown Average peak-to-trough decline	-63.89%	-28.74%	-35.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.56%	35.45%	-11.89%

Volatility

TKAMY vs. AVAV - Volatility Comparison

The current volatility for Thyssenkrupp AG ADR (TKAMY) is 12.80%, while AeroVironment, Inc. (AVAV) has a volatility of 28.81%. This indicates that TKAMY experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TKAMY	AVAV	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.80%	28.81%	-16.01%
Volatility (6M) Calculated over the trailing 6-month period	42.62%	58.84%	-16.22%
Volatility (1Y) Calculated over the trailing 1-year period	63.76%	75.19%	-11.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.66%	56.27%	-1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.12%	52.19%	+2.93%

Dividends

TKAMY vs. AVAV - Dividend Comparison

TKAMY's dividend yield for the trailing twelve months is around 1.45%, while AVAV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AVAV AeroVironment, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TKAMY Thyssenkrupp AG ADR	1.45%	1.44%	4.04%	2.31%	0.00%	0.00%	0.00%	0.81%	0.66%

Financials

Frequently Asked Questions

Can I hold both TKAMY and AVAV in my portfolio?

TKAMY and AVAV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TKAMY or AVAV?

AVAV has higher volatility (28.81%) compared to TKAMY (12.80%). In terms of maximum drawdown, TKAMY dropped -90.08% vs AVAV's -63.07%.

Which has better risk-adjusted returns?

TKAMY currently has the higher Sharpe Ratio (0.31 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.