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Deutsche Bank Aktiengesellschaft (DB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE0005140008
CUSIP000514000
SectorFinancial Services
IndustryBanks—Regional

Highlights

Market Cap$31.71B
EPS$2.95
PE Ratio5.39
PEG Ratio0.12
Revenue (TTM)$27.38B
Gross Profit (TTM)$25.99B
EBITDA (TTM)$2.62B
Year Range$9.75 - $16.34
Target Price$14.16
Short %0.43%
Short Ratio2.40

Share Price Chart


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Deutsche Bank Aktiengesellschaft

Popular comparisons: DB vs. VOO, DB vs. SPY, DB vs. XDWT.L, DB vs. VUSA.L, DB vs. BBVA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Deutsche Bank Aktiengesellschaft, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
62.60%
23.87%
DB (Deutsche Bank Aktiengesellschaft)
Benchmark (^GSPC)

S&P 500

Returns By Period

Deutsche Bank Aktiengesellschaft had a return of 31.14% year-to-date (YTD) and 68.00% in the last 12 months. Over the past 10 years, Deutsche Bank Aktiengesellschaft had an annualized return of -5.91%, while the S&P 500 had an annualized return of 10.52%, indicating that Deutsche Bank Aktiengesellschaft did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date31.14%6.92%
1 month11.34%-2.83%
6 months62.58%23.86%
1 year68.00%23.33%
5 years (annualized)18.40%11.66%
10 years (annualized)-5.91%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.17%4.51%17.42%
20230.92%0.18%13.08%8.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DB is 91, placing it in the top 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DB is 9191
Deutsche Bank Aktiengesellschaft(DB)
The Sharpe Ratio Rank of DB is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 9494Sortino Ratio Rank
The Omega Ratio Rank of DB is 9393Omega Ratio Rank
The Calmar Ratio Rank of DB is 7878Calmar Ratio Rank
The Martin Ratio Rank of DB is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DB
Sharpe ratio
The chart of Sharpe ratio for DB, currently valued at 2.62, compared to the broader market-2.00-1.000.001.002.003.004.002.62
Sortino ratio
The chart of Sortino ratio for DB, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.006.003.42
Omega ratio
The chart of Omega ratio for DB, currently valued at 1.44, compared to the broader market0.501.001.501.44
Calmar ratio
The chart of Calmar ratio for DB, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Martin ratio
The chart of Martin ratio for DB, currently valued at 13.51, compared to the broader market0.0010.0020.0030.0013.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Deutsche Bank Aktiengesellschaft Sharpe ratio is 2.62. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.62
2.19
DB (Deutsche Bank Aktiengesellschaft)
Benchmark (^GSPC)

Dividends

Dividend History

Deutsche Bank Aktiengesellschaft granted a 1.82% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.32$0.21$0.00$0.00$0.12$0.13$0.21$0.00$0.83$0.98$0.93

Dividend yield

1.82%2.39%1.83%0.00%0.00%1.58%1.57%1.12%0.00%3.86%3.65%2.25%

Monthly Dividends

The table displays the monthly dividend distributions for Deutsche Bank Aktiengesellschaft. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.98$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.93$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.8%
Deutsche Bank Aktiengesellschaft has a dividend yield of 1.82%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%36.1%
Deutsche Bank Aktiengesellschaft has a payout ratio of 36.10%, which is quite average when compared to the overall market. This suggests that Deutsche Bank Aktiengesellschaft strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-80.07%
-2.94%
DB (Deutsche Bank Aktiengesellschaft)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Deutsche Bank Aktiengesellschaft. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Deutsche Bank Aktiengesellschaft was 94.17%, occurring on Mar 16, 2020. The portfolio has not yet recovered.

The current Deutsche Bank Aktiengesellschaft drawdown is 80.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.17%May 14, 20073233Mar 16, 2020
-49.61%Jan 7, 2002192Oct 9, 2002288Dec 1, 2003480
-28.74%Mar 8, 2004111Aug 13, 2004144Mar 10, 2005255
-17.27%May 10, 200624Jun 13, 200679Oct 4, 2006103
-15.76%Mar 14, 200544May 13, 200579Sep 6, 2005123

Volatility

Volatility Chart

The current Deutsche Bank Aktiengesellschaft volatility is 10.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
10.14%
3.65%
DB (Deutsche Bank Aktiengesellschaft)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Deutsche Bank Aktiengesellschaft over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items