UCG.MI vs. DTEGY
UCG.MI (UniCredit S.p.A.) and DTEGY (Deutsche Telekom AG ADR) are both stocks. UCG.MI operates in Banks - Regional (Financial Services), while DTEGY operates in Telecom Services (Communication Services). Over the past 10 years, UCG.MI returned 33.60%/yr vs 12.11%/yr for DTEGY. At a 0.33 correlation, their price movements are largely independent.
Performance
UCG.MI vs. DTEGY - Performance Comparison
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Different Trading Currencies
UCG.MI is traded in EUR, while DTEGY is traded in USD. To make them comparable, the DTEGY 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 UCG.MI having a 5.89% return and DTEGY slightly lower at 5.72%. Over the past 10 years, UCG.MI has outperformed DTEGY with an annualized return of 33.60%, while DTEGY has yielded a comparatively lower 12.11% annualized return.
UCG.MI
- 1D
- 4.10%
- 1M
- 1.31%
- YTD
- 5.89%
- 6M
- 11.29%
- 1Y
- 36.86%
- 3Y*
- 66.44%
- 5Y*
- 54.62%
- 10Y*
- 33.60%
DTEGY
- 1D
- 1.03%
- 1M
- 3.11%
- YTD
- 5.72%
- 6M
- 9.55%
- 1Y
- -4.08%
- 3Y*
- 18.50%
- 5Y*
- 14.32%
- 10Y*
- 12.11%
UCG.MI vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UCG.MI UniCredit S.p.A. | 5.89% | 94.09% | 69.10% | 95.01% | 3.82% | 79.52% | -41.24% | 34.49% | -35.37% | 126.88% |
DTEGY Deutsche Telekom AG ADR | 5.72% | -0.82% | 36.51% | 20.67% | 23.87% | 11.52% | 10.57% | 2.63% | 5.53% | -6.33% |
Correlation
The correlation between UCG.MI and DTEGY 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 (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.33 |
The correlation between UCG.MI and DTEGY shifts across timeframes, from 0.18 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UCG.MI vs. DTEGY — Risk / Return Rank
UCG.MI
DTEGY
UCG.MI vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A. (UCG.MI) and Deutsche Telekom AG ADR (DTEGY). 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.
| UCG.MI | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | -0.28 | +1.72 |
| Martin ratioReturn relative to average drawdown | 4.03 | -0.51 | +4.54 |
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Drawdowns
UCG.MI vs. DTEGY - Drawdown Comparison
The maximum UCG.MI drawdown since its inception was -93.56%, which is greater than DTEGY's maximum drawdown of -40.32%. Use the drawdown chart below to compare losses from any high point for UCG.MI and DTEGY.
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Drawdown Indicators
| UCG.MI | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -40.32% | -53.24% |
Max Drawdown (1Y)Largest decline over 1 year | -24.17% | -18.97% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.17% | -24.22% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -46.40% | -24.22% | -22.18% |
Max Drawdown (10Y)Largest decline over 10 years | -65.16% | -40.32% | -24.84% |
Current DrawdownCurrent decline from peak | -4.50% | -15.68% | +11.18% |
Average DrawdownAverage peak-to-trough decline | -65.98% | -9.12% | -56.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.66% | 10.47% | -1.81% |
Volatility
UCG.MI vs. DTEGY - Volatility Comparison
UniCredit S.p.A. (UCG.MI) has a higher volatility of 8.15% compared to Deutsche Telekom AG ADR (DTEGY) at 7.18%. This indicates that UCG.MI's price experiences larger fluctuations and is considered to be riskier than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UCG.MI | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 7.18% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.82% | 18.21% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 23.43% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.81% | 19.92% | +15.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.06% | 20.64% | +27.42% |
Dividends
UCG.MI vs. DTEGY - Dividend Comparison
UCG.MI's dividend yield for the trailing twelve months is around 4.30%, more than DTEGY's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.51% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
UCG.MI UniCredit S.p.A. | 4.30% | 4.10% | 7.08% | 4.02% | 4.05% | 0.89% | 0.00% | 2.07% | 3.24% | 0.00% | 0.88% | 0.47% |
Financials
UCG.MI vs. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between UniCredit S.p.A. and Deutsche Telekom AG 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
UCG.MI and DTEGY 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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