TKAMY vs. THLLY
TKAMY (Thyssenkrupp AG ADR) and THLLY (Thales SA ADR) are both stocks. Both are in the Industrials sector — TKAMY in Metal Fabrication, THLLY in Aerospace & Defense. Over the past 5 years, TKAMY returned 6.25%/yr vs 21.61%/yr for THLLY. At a 0.24 correlation, their price movements are largely independent.
Performance
TKAMY vs. THLLY - Performance Comparison
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Returns By Period
In the year-to-date period, TKAMY achieves a 23.65% return, which is significantly higher than THLLY's -4.25% return.
TKAMY
- 1D
- 2.00%
- 1M
- 0.19%
- 6M
- 11.38%
- YTD
- 23.65%
- 1Y
- 1.17%
- 3Y*
- 21.01%
- 5Y*
- 6.25%
- 10Y*
- —
THLLY
- 1D
- -1.83%
- 1M
- -5.90%
- 6M
- -16.57%
- YTD
- -4.25%
- 1Y
- -11.26%
- 3Y*
- 22.58%
- 5Y*
- 21.61%
- 10Y*
- —
TKAMY vs. THLLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TKAMY Thyssenkrupp AG ADR | 23.65% | 175.88% | -40.20% | 18.03% | -44.90% | 11.12% | -26.67% | -21.38% | -4.26% |
THLLY Thales SA ADR | -4.25% | 92.10% | -1.16% | 18.36% | 51.26% | -3.68% | -12.42% | -82.02% | -6.66% |
Correlation
The correlation between TKAMY and THLLY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018 | 0.24 |
Fundamentals
TKAMY:
$8.20B
THLLY:
$52.44B
TKAMY:
€0.10
THLLY:
€2.63
TKAMY:
118.38
THLLY:
17.03
TKAMY:
2.05
THLLY:
1.34
TKAMY:
0.22
THLLY:
1.08
TKAMY:
0.78
THLLY:
5.78
TKAMY:
€32.06B
THLLY:
€42.63B
TKAMY:
€3.66B
THLLY:
€11.20B
TKAMY:
€2.18B
THLLY:
€5.82B
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Return for Risk
TKAMY vs. THLLY — Risk / Return Rank
TKAMY
THLLY
TKAMY vs. THLLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thyssenkrupp AG ADR (TKAMY) and Thales SA ADR (THLLY). 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 | THLLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.98 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.45 | +0.53 |
| Martin ratioReturn relative to average drawdown | 0.16 | -0.86 | +1.02 |
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Drawdowns
TKAMY vs. THLLY - Drawdown Comparison
The maximum TKAMY drawdown since its inception was -90.08%, roughly equal to the maximum THLLY drawdown of -90.72%. Use the drawdown chart below to compare losses from any high point for TKAMY and THLLY.
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Drawdown Indicators
| TKAMY | THLLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.08% | -90.72% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -48.64% | -22.04% | -26.60% |
Max Drawdown (3Y)Largest decline over 3 years | -61.12% | -24.17% | -36.95% |
Max Drawdown (5Y)Largest decline over 5 years | -73.76% | -26.79% | -46.97% |
Current DrawdownCurrent decline from peak | -55.87% | -53.92% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -63.85% | -72.40% | +8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.04% | 11.45% | +12.59% |
Volatility
TKAMY vs. THLLY - Volatility Comparison
Thyssenkrupp AG ADR (TKAMY) has a higher volatility of 19.02% compared to Thales SA ADR (THLLY) at 10.20%. This indicates that TKAMY's price experiences larger fluctuations and is considered to be riskier than THLLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TKAMY | THLLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.02% | 10.20% | +8.82% |
Volatility (6M)Calculated over the trailing 6-month period | 44.39% | 24.78% | +19.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.02% | 33.01% | +31.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.06% | 31.52% | +23.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.25% | 46.09% | +9.16% |
Dividends
TKAMY vs. THLLY - Dividend Comparison
TKAMY's dividend yield for the trailing twelve months is around 1.32%, less than THLLY's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
THLLY Thales SA ADR | 1.79% | 1.58% | 2.57% | 2.24% | 2.24% | 2.68% | 0.52% | 0.63% | 0.48% |
TKAMY Thyssenkrupp AG ADR | 1.32% | 1.44% | 4.04% | 2.31% | 0.00% | 0.00% | 0.00% | 0.81% | 0.66% |
Financials
TKAMY vs. THLLY - Financials Comparison
This section allows you to compare key financial metrics between Thyssenkrupp AG ADR and Thales SA 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
TKAMY vs. THLLY - Profitability Comparison
TKAMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Thyssenkrupp AG ADR reported a gross profit of 1.11B and revenue of 8.52B. Therefore, the gross margin over that period was 13.0%.
THLLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Thales SA ADR reported a gross profit of 3.12B and revenue of 11.78B. Therefore, the gross margin over that period was 26.5%.
TKAMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Thyssenkrupp AG ADR reported an operating income of 94.53M and revenue of 8.52B, resulting in an operating margin of 1.1%.
THLLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Thales SA ADR reported an operating income of 1.26B and revenue of 11.78B, resulting in an operating margin of 10.7%.
TKAMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Thyssenkrupp AG ADR reported a net income of 1.02M and revenue of 8.52B, resulting in a net margin of 0.0%.
THLLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Thales SA ADR reported a net income of 1.00B and revenue of 11.78B, resulting in a net margin of 8.5%.
Frequently Asked Questions
TKAMY and THLLY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKAMY has higher volatility (19.02%) compared to THLLY (10.20%). In terms of maximum drawdown, TKAMY dropped -90.08% vs THLLY's -90.72%.
TKAMY currently has the higher Sharpe Ratio (0.06 vs -0.30), 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.
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