0MGD.L vs. DB
0MGD.L (Jyske Bank A/S) and DB (Deutsche Bank Aktiengesellschaft) are both stocks. Both are in the Financial Services sector — 0MGD.L in Banks - Diversified, DB in Banks - Regional. Over the past 10 years, 0MGD.L returned 16.36%/yr vs 12.12%/yr for DB. At a 0.28 correlation, their price movements are largely independent.
Performance
0MGD.L vs. DB - Performance Comparison
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Different Trading Currencies
0MGD.L is traded in DKK, while DB is traded in USD. To make them comparable, the DB values have been converted to DKK using the latest available exchange rates.
Returns By Period
In the year-to-date period, 0MGD.L achieves a 16.89% return, which is significantly higher than DB's -3.97% return. Over the past 10 years, 0MGD.L has outperformed DB with an annualized return of 16.36%, while DB has yielded a comparatively lower 12.12% annualized return.
0MGD.L
- 1D
- 0.10%
- 1M
- 4.25%
- 6M
- 10.79%
- YTD
- 16.89%
- 1Y
- 57.56%
- 3Y*
- 29.28%
- 5Y*
- 29.32%
- 10Y*
- 16.36%
- ALL TIME*
- 11.44%
DB
- 1D
- -1.26%
- 1M
- -1.26%
- 6M
- -5.98%
- YTD
- -3.97%
- 1Y
- 22.52%
- 3Y*
- 48.67%
- 5Y*
- 27.30%
- 10Y*
- 12.12%
- ALL TIME*
- -2.76%
0MGD.L vs. DB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
0MGD.L Jyske Bank A/S | 16.89% | 78.51% | 7.18% | 8.71% | 33.27% | 44.09% | -2.08% | 4.53% | -31.18% | 8.25% |
DB Deutsche Bank Aktiengesellschaft | -3.97% | 105.19% | 38.13% | 18.00% | 0.01% | 23.08% | 28.05% | -0.62% | -54.58% | 4.45% |
Correlation
The correlation between 0MGD.L and DB is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2010 | 0.28 |
Fundamentals
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Return for Risk
0MGD.L vs. DB — Risk / Return Rank
0MGD.L
DB
0MGD.L vs. DB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jyske Bank A/S (0MGD.L) and Deutsche Bank Aktiengesellschaft (DB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 0MGD.L | DB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.14 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 0.83 | +3.78 |
| Martin ratioReturn relative to average drawdown | 16.10 | 1.92 | +14.17 |
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Drawdowns
0MGD.L vs. DB - Drawdown Comparison
The maximum 0MGD.L drawdown since its inception was -59.55%, smaller than the maximum DB drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for 0MGD.L and DB.
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Drawdown Indicators
| 0MGD.L | DB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -92.12% | +32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -27.33% | +14.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.17% | -27.33% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.08% | -46.62% | +20.54% |
Max Drawdown (10Y)Largest decline over 10 years | -59.55% | -70.93% | +11.38% |
Current DrawdownCurrent decline from peak | -0.46% | -43.50% | +43.04% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -66.46% | +49.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 11.74% | -8.15% |
Volatility
0MGD.L vs. DB - Volatility Comparison
The current volatility for Jyske Bank A/S (0MGD.L) is 4.03%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 10.30%. This indicates that 0MGD.L experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0MGD.L | DB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 10.30% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.82% | 25.27% | -9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.50% | 32.41% | -12.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 35.52% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.78% | 38.58% | -10.80% |
Dividends
0MGD.L vs. DB - Dividend Comparison
0MGD.L's dividend yield for the trailing twelve months is around 2.52%, less than DB's 3.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0MGD.L Jyske Bank A/S | 2.52% | 2.75% | 1.53% | 1.61% | 0.00% | 0.00% | 0.00% | 2.55% | 4.99% | 3.07% | 1.56% | 0.00% |
DB Deutsche Bank Aktiengesellschaft | 3.36% | 1.99% | 2.87% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.00% | 0.00% | 3.11% |
Financials
0MGD.L vs. DB - Financials Comparison
This section allows you to compare key financial metrics between Jyske Bank A/S and Deutsche Bank Aktiengesellschaft. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
0MGD.L and DB have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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