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VOD.L vs. DTE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VOD.L vs. DTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vodafone Group PLC (VOD.L) and Deutsche Telekom AG (DTE.DE). The values are adjusted to include any dividend payments, if applicable.

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VOD.L vs. DTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD.L
Vodafone Group PLC
14.94%51.76%7.65%-9.77%-19.31%-1.22%-12.38%1.14%-29.91%24.53%
DTE.DE
Deutsche Telekom AG
15.45%3.68%31.52%17.95%25.17%4.96%18.80%-2.40%6.48%-2.37%
Different Trading Currencies

VOD.L is traded in GBp, while DTE.DE is traded in EUR. To make them comparable, the DTE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VOD.L having a 14.94% return and DTE.DE slightly higher at 15.45%. Over the past 10 years, VOD.L has underperformed DTE.DE with an annualized return of 0.01%, while DTE.DE has yielded a comparatively higher 13.25% annualized return.


VOD.L

1D
0.31%
1M
0.80%
YTD
14.94%
6M
34.75%
1Y
65.01%
3Y*
16.92%
5Y*
4.09%
10Y*
0.01%

DTE.DE

1D
0.00%
1M
-3.82%
YTD
15.45%
6M
9.64%
1Y
-0.67%
3Y*
15.99%
5Y*
17.51%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VOD.L vs. DTE.DE — Risk / Return Rank

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

VOD.L
VOD.L Risk / Return Rank: 9595
Overall Rank
VOD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VOD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VOD.L Omega Ratio Rank: 9494
Omega Ratio Rank
VOD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
VOD.L Martin Ratio Rank: 9696
Martin Ratio Rank

DTE.DE
DTE.DE Risk / Return Rank: 3232
Overall Rank
DTE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DTE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
DTE.DE Omega Ratio Rank: 2828
Omega Ratio Rank
DTE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
DTE.DE Martin Ratio Rank: 3737
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.

VOD.L vs. DTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group PLC (VOD.L) and Deutsche Telekom AG (DTE.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.


VOD.LDTE.DEDifference

Sharpe ratio

Return per unit of total volatility

2.69

0.04

+2.65

Sortino ratio

Return per unit of downside risk

3.50

0.23

+3.27

Omega ratio

Gain probability vs. loss probability

1.49

1.03

+0.47

Calmar ratio

Return relative to maximum drawdown

6.58

0.00

+6.58

Martin ratio

Return relative to average drawdown

19.34

0.01

+19.34

VOD.L vs. DTE.DE - Sharpe Ratio Comparison

The current VOD.L Sharpe Ratio is 2.69, which is higher than the DTE.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of VOD.L and DTE.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


VOD.LDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

0.04

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.87

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.67

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.49

-0.14

Correlation

The correlation between VOD.L and DTE.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VOD.L vs. DTE.DE - Dividend Comparison

VOD.L's dividend yield for the trailing twelve months is around 3.41%, less than DTE.DE's 5.97% yield.


TTM20252024202320222021202020192018201720162015
VOD.L
Vodafone Group PLC
3.41%3.92%8.31%11.24%9.26%6.76%6.67%5.13%8.71%5.50%5.90%5.11%
DTE.DE
Deutsche Telekom AG
5.97%3.25%2.67%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%

Drawdowns

VOD.L vs. DTE.DE - Drawdown Comparison

The maximum VOD.L drawdown since its inception was -79.34%, which is greater than DTE.DE's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for VOD.L and DTE.DE.


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Drawdown Indicators


VOD.LDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-91.32%

+11.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-23.32%

+12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-46.20%

-24.46%

-21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-59.49%

-34.85%

-24.64%

Current Drawdown

Current decline from peak

-17.17%

-8.58%

-8.59%

Average Drawdown

Average peak-to-trough decline

-32.17%

-62.41%

+30.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

13.04%

-9.46%

Volatility

VOD.L vs. DTE.DE - Volatility Comparison

The current volatility for Vodafone Group PLC (VOD.L) is 5.30%, while Deutsche Telekom AG (DTE.DE) has a volatility of 6.13%. This indicates that VOD.L experiences smaller price fluctuations and is considered to be less risky than DTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOD.LDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.13%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

16.97%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.06%

24.40%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

19.78%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

19.63%

+5.36%

Financials

VOD.L vs. DTE.DE - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group PLC and Deutsche Telekom 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. VOD.L values in GBp, DTE.DE values in EUR