Deutsche Capital Competition
| SCGSX Fund | USD 115.73 -2.31 -1.96% |
Pair Correlation for Deutsche Capital and Dodge Cox Snapshot
Very strong inverse diversification
For the present investment horizon, the measured correlation between Deutsche Capital and Dodge Cox stands at -0.53, or Very strong inverse diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Moving together with Deutsche Mutual Fund
Moving against Deutsche Mutual Fund
The mean reversion principle applied to Deutsche Capital's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Deutsche Capital's price dislocation is essential before acting on a mean reversion signal.
Deutsche Capital Competition Correlation Matrix
Reviewing how Deutsche Capital Growth moves relative to competing funds can show whether peer exposure is reducing portfolio risk or simply repeating the same market bet. A reading near +1 usually means prices have moved in tandem, a reading near -1 suggests opposite movement, and a reading near zero points to weaker historical dependence.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Deutsche Mutual Fund performing well and Deutsche Capital Mutual Fund doing well as a business compared to the competition. A thorough review of Deutsche Capital's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TEOJX | 0.91 | 0.16 | 0.10 | 0.08 | 1.50 | 1.77 | 7.29 | |||
| ANGCX | 0.08 | 0.00 | 0.74 | 0.00 | 0.00 | 0.12 | 0.81 | |||
| MPEMX | 0.77 | 0.15 | 0.12 | 0.08 | 1.18 | 1.60 | 6.12 | |||
| VMMSX | 0.90 | 0.16 | 0.11 | 0.06 | 1.37 | 1.73 | 6.90 | |||
| EMDIX | 0.26 | -0.01 | 0.00 | -0.14 | 0.00 | 0.45 | 2.01 | |||
| RYCCX | 1.77 | 0.19 | 0.06 | 0.02 | 2.15 | 2.96 | 16.67 | |||
| DODEX | 0.80 | 0.17 | 0.15 | 0.14 | 1.09 | 1.57 | 5.88 |
Deutsche Capital Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Deutsche Capital Competition Peer Performance Charts
How to Analyze Deutsche Capital Against Peers
Deutsche Capital's peer analysis compares Deutsche Capital with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Deutsche Capital trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Deutsche Capital leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Deutsche Capital carries less net debt relative to EBITDA than most competitors, giving it more room to invest or weather downturns. The peer set can help frame whether recent outperformance is broad-based or company-specific.
The analytics block for Deutsche Capital Growth relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.