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UPS vs. DHL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

UPS vs. DHL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Parcel Service, Inc. (UPS) and Deutsche Post AG (DHL.DE). The values are adjusted to include any dividend payments, if applicable.

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UPS vs. DHL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPS
United Parcel Service, Inc.
0.57%-15.93%-15.93%-5.96%-16.21%30.02%48.64%24.24%-15.48%7.14%
DHL.DE
Deutsche Post AG
-5.66%63.16%-25.10%37.43%-38.36%32.06%34.64%45.00%-40.88%50.03%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, UPS achieves a 0.57% return, which is significantly higher than DHL.DE's -5.66% return. Over the past 10 years, UPS has underperformed DHL.DE with an annualized return of 3.12%, while DHL.DE has yielded a comparatively higher 10.74% annualized return.


UPS

1D
3.61%
1M
-15.16%
YTD
0.57%
6M
21.50%
1Y
-4.44%
3Y*
-15.95%
5Y*
-6.58%
10Y*
3.12%

DHL.DE

1D
1.06%
1M
-12.52%
YTD
-5.66%
6M
16.34%
1Y
27.48%
3Y*
8.48%
5Y*
3.23%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UPS vs. DHL.DE — Risk / Return Rank

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

UPS
UPS Risk / Return Rank: 3434
Overall Rank
UPS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UPS Sortino Ratio Rank: 3131
Sortino Ratio Rank
UPS Omega Ratio Rank: 3131
Omega Ratio Rank
UPS Calmar Ratio Rank: 3737
Calmar Ratio Rank
UPS Martin Ratio Rank: 3737
Martin Ratio Rank

DHL.DE
DHL.DE Risk / Return Rank: 6565
Overall Rank
DHL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DHL.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
DHL.DE Omega Ratio Rank: 6060
Omega Ratio Rank
DHL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHL.DE Martin Ratio Rank: 6969
Martin Ratio Rank
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.

UPS vs. DHL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) and Deutsche Post AG (DHL.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.


UPSDHL.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.15

1.01

-1.16

Sortino ratio

Return per unit of downside risk

0.01

1.53

-1.52

Omega ratio

Gain probability vs. loss probability

1.00

1.20

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.19

1.62

-1.81

Martin ratio

Return relative to average drawdown

-0.32

4.37

-4.69

UPS vs. DHL.DE - Sharpe Ratio Comparison

The current UPS Sharpe Ratio is -0.15, which is lower than the DHL.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of UPS and DHL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UPSDHL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.01

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.11

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.39

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.22

-0.05

Correlation

The correlation between UPS and DHL.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UPS vs. DHL.DE - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.67%, more than DHL.DE's 4.13% yield.


TTM20252024202320222021202020192018201720162015
UPS
United Parcel Service, Inc.
6.67%6.61%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%
DHL.DE
Deutsche Post AG
4.13%3.96%5.44%4.12%5.12%2.39%2.84%3.38%4.81%2.64%2.72%3.27%

Drawdowns

UPS vs. DHL.DE - Drawdown Comparison

The maximum UPS drawdown since its inception was -57.92%, smaller than the maximum DHL.DE drawdown of -75.80%. Use the drawdown chart below to compare losses from any high point for UPS and DHL.DE.


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Drawdown Indicators


UPSDHL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.92%

-72.08%

+14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-22.39%

-18.04%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-57.92%

-48.33%

-9.59%

Max Drawdown (10Y)

Largest decline over 10 years

-57.92%

-49.94%

-7.98%

Current Drawdown

Current decline from peak

-48.28%

-12.73%

-35.55%

Average Drawdown

Average peak-to-trough decline

-15.10%

-22.19%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.82%

5.92%

+6.90%

Volatility

UPS vs. DHL.DE - Volatility Comparison

United Parcel Service, Inc. (UPS) and Deutsche Post AG (DHL.DE) have volatilities of 9.04% and 9.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPSDHL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

9.44%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

19.55%

18.66%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

30.56%

27.07%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.26%

29.19%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.18%

27.39%

-0.21%

Financials

UPS vs. DHL.DE - Financials Comparison

This section allows you to compare key financial metrics between United Parcel Service, Inc. and Deutsche Post AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. UPS values in USD, DHL.DE values in EUR