TLX.DE vs. EQQB.DE
TLX.DE (Talanx AG) is a stock, while EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) is Nasdaq-100 fund tracking the Nasdaq 100®. Over the past 3 years, TLX.DE returned 26.76%/yr vs 24.52%/yr for EQQB.DE. At a 0.19 correlation, their price movements are largely independent.
Performance
TLX.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TLX.DE achieves a -10.52% return, which is significantly lower than EQQB.DE's 20.54% return.
TLX.DE
- 1D
- -0.56%
- 1M
- -8.60%
- YTD
- -10.52%
- 6M
- -5.89%
- 1Y
- -11.15%
- 3Y*
- 26.76%
- 5Y*
- 27.74%
- 10Y*
- 17.24%
EQQB.DE
- 1D
- -0.82%
- 1M
- 7.97%
- YTD
- 20.54%
- 6M
- 18.70%
- 1Y
- 36.95%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
TLX.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TLX.DE Talanx AG | -10.52% | 42.18% | 31.37% | 52.71% | 10.18% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between TLX.DE and EQQB.DE 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 | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.19 |
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Return for Risk
TLX.DE vs. EQQB.DE — Risk / Return Rank
TLX.DE
EQQB.DE
TLX.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talanx AG (TLX.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.
| TLX.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.42 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 3.73 | -4.38 |
| Martin ratioReturn relative to average drawdown | -1.13 | 11.10 | -12.23 |
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
| TLX.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 2.39 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.97 | -0.22 |
Drawdowns
TLX.DE vs. EQQB.DE - Drawdown Comparison
The maximum TLX.DE drawdown since its inception was -53.74%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for TLX.DE and EQQB.DE.
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Drawdown Indicators
| TLX.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -26.59% | -27.15% |
Max Drawdown (1Y)Largest decline over 1 year | -18.11% | -10.08% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.11% | -26.59% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.74% | — | — |
Current DrawdownCurrent decline from peak | -17.69% | -0.82% | -16.87% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -6.77% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 3.39% | +7.00% |
Volatility
TLX.DE vs. EQQB.DE - Volatility Comparison
Talanx AG (TLX.DE) has a higher volatility of 5.27% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that TLX.DE's price experiences larger fluctuations and is considered to be riskier than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLX.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.38% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | 10.99% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.47% | 15.73% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.31% | 19.97% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 19.97% | +4.89% |
Dividends
TLX.DE vs. EQQB.DE - Dividend Comparison
TLX.DE's dividend yield for the trailing twelve months is around 3.65%, while EQQB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLX.DE Talanx AG | 3.65% | 2.37% | 2.86% | 3.09% | 3.61% | 3.53% | 4.72% | 3.28% | 4.70% | 3.96% | 4.09% | 4.38% |
Frequently Asked Questions
TLX.DE and EQQB.DE 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.
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