Deutsche Telekom AG

10-Year Study

DTE.XETRA · Communication Services · DE · Common Stock

Executive Summary: Deutsche Telekom AG has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 42.1% and an annualized volatility of 112.8%.

1Y CAGR
+32.8%
3Y CAGR
+2.1%
5Y CAGR
+7.8%
10Y CAGR
+10.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.621.0-9.2-5.9————————19.5%
20250.40.9-2.8-6.28.60.93.41.4-0.82.01.10.38.9%
202410.01.0-0.10.13.40.12.55.8-0.9-4.31.95.226.9%
20238.15.8-9.7-0.873.1-41.14.5-6.07.00.770.2-39.314.3%
20220.3-1.80.2-10.67.3-8.8-1.93.1-11.4-0.92.5-7.8-27.5%
20212.815.03.21.78.5-0.21.22.71.12.7-3.62.042.7%
20200.21.0-15.712.88.01.56.07.0-0.5-2.89.44.932.7%
2019-4.32.17.00.81.30.7-2.22.01.42.4-3.4-4.43.0%
2018-4.5-6.1-0.19.4-4.40.46.6-1.7-0.24.46.8-4.35.0%
2017-1.20.90.7-2.010.1-8.2-1.7-1.84.1-0.9-4.0-1.4-6.4%
2016———-3.17.4-3.7-0.4-1.7-0.3-0.50.110.07.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 112.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 21.3% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019689.305381122596
2016-05-0110408.656168486135
2016-06-0110021.640421215341
2016-07-019985.605255530865
2016-08-019818.375036228383
2016-09-019785.527968312239
2016-10-019736.353975461307
2016-11-019749.492802627763
2016-12-0110726.693073133029
2017-01-0110598.782726306637
2017-02-0110697.227321031784
2017-03-0110772.582359192349
2017-04-0110559.462853830546
2017-05-0111625.253598686117
2017-06-0110671.432711815283
2017-07-0110484.784078832963
2017-08-0110291.276205197564
2017-09-0110715.58303545551
2017-10-0110617.138440730365
2017-11-0110189.450294657521
2017-12-0110043.57066950053
2018-01-019588.735387885228
2018-02-019001.545744372524
2018-03-018994.686503719446
2018-04-019839.91884842044
2018-05-019406.723988020482
2018-06-019442.372717611823
2018-07-0110068.495797507487
2018-08-019897.787653366824
2018-09-019879.91498405951
2018-10-0110313.979325669015
2018-11-0111018.45232344701
2018-12-0110545.26132740798
2019-01-0110096.995459375903
2019-02-0110306.926866969372
2019-03-0111024.345473867259
2019-04-0111113.032557240846
2019-05-0111259.1054004444
2019-06-0111335.136701767946
2019-07-0111087.72099314076
2019-08-0111308.279393295334
2019-09-0111470.679161433676
2019-10-0111749.396193604482
2019-11-0111353.009371075257
2019-12-0110856.728818471644
2020-01-0110883.586126944256
2020-02-0110995.362766882427
2020-03-019267.606994493284
2020-04-0110452.903101149646
2020-05-0111287.728273607132
2020-06-0111452.180200723642
2020-07-0112141.39623442038
2020-08-0112990.891467015093
2020-09-0112924.030153961667
2020-10-0112557.100022015346
2020-11-0113739.426761833944
2020-12-0114408.898577000504
2021-01-0114814.666683184858
2021-02-0117042.249403717597
2021-03-0117586.42881207507
2021-04-0117880.09342830799
2021-05-0119398.771176740356
2021-06-0119360.60209203349
2021-07-0119589.869046185904
2021-08-0120124.835100119588
2021-09-0120346.937749872068
2021-10-0120896.855235364674
2021-11-0120149.31129748182
2021-12-0120555.23510935594
2022-01-0120616.100371350367
2022-02-0120242.211392807756
2022-03-0120285.794244574045
2022-04-0118137.468484136494
2022-05-0119458.162302026976
2022-06-0117743.901623215563
2022-07-0117404.90546054672
2022-08-0117949.084868904196
2022-09-0115903.43825817799
2022-10-0115767.743974224446
2022-11-0116165.781154711802
2022-12-0114904.165208057531
2023-01-0116107.893648867144
2023-02-0117045.14792501932
2023-03-0115396.946997426461
2023-04-0115275.566580905715
2023-05-0126449.61864496127
2023-06-0115585.958963430465
2023-07-0116288.799705649097
2023-08-0115310.522047589566
2023-09-0116375.23018349865
2023-10-0116491.15997954228
2023-11-0128066.85348833578
2023-12-0117032.169993977972
2024-01-0118742.150148324097
2024-02-0118935.368931957997
2024-03-0118916.04668506043
2024-04-0118925.707808509214
2024-05-0119572.98833821064
2024-06-0119601.97170855699
2024-07-0120094.676105748764
2024-08-0121253.98512221041
2024-09-0121060.76633857651
2024-10-0120152.642846441468
2024-11-0120539.078571038386
2024-12-0121611.439319131867
2025-01-0121688.726464051255
2025-02-0121881.943405014274
2025-03-0121273.307369107977
2025-04-0119959.424062807564
2025-05-0121679.06534060247
2025-06-0121881.943405014274
2025-07-0122635.49444998143
2025-08-0122944.643029658968
2025-09-0122751.424246025068
2025-10-0123205.487834763473
2025-11-0123466.332639867975
2025-12-0123543.619784787363
2026-01-0127214.761858757607
2026-02-0132934.01603709786
2026-03-0129897.11139020384
2026-04-0128122.886677615686
Annual Return Matrix
YearAnnual Return
2017-0.06368434325239558
20180.049951424091726704
20190.029536251534529212
20200.3271860076752766
20210.42656532694082694
2022-0.27492119993929254
20230.14277920005677291
20240.26886000590488335
20250.08940545037854086
20260.19450139505681308
Total Factor Risk
1.1283756258281523
VTI.US Exposure
0.15854744892140382
VEA.US Exposure
-0.0008114112763522659
VWO.US Exposure
-0.009364941729376403
QQQ.US Exposure
-0.006404697908520125
VTV.US Exposure
-0.0064487375532599565
IJR.US Exposure
-0.006009019701637899
QUAL.US Exposure
-0.0049646133530805965
SHV.US Exposure
0.1447530092438643
TLT.US Exposure
0.011283291313240006
LQD.US Exposure
0.21267968920138833
HYG.US Exposure
0.16899725190105094
GLD.US Exposure
0.0048063817663479705
USO.US Exposure
-0.0006530806278567939
VNQ.US Exposure
0.03825302101689847
BTC-USD.CC Exposure
0.0003404155256707815
CPER.US Exposure
0.014343853253218748
VIX.INDX Exposure
-0.002126689442660448
UUP.US Exposure
-0.000005376618565913872
TIP.US Exposure
0.0772127212252257
Idiosyncratic Exposure
0.2055714848430014
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
112.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.14%
Market Cap$148.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$966
Avg Yield on Cost
9.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$966.099.66%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-8.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
16.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Telekom AG a high-risk investment?

Deutsche Telekom AG (DTE.XETRA) has an annualized volatility of 112.8% and experienced a maximum drawdown of 42.1% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of DTE.XETRA?

Over the past 10 years, DTE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Deutsche Telekom AG

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest