AB vs. DB
AB (AllianceBernstein Holding L.P.) and DB (Deutsche Bank Aktiengesellschaft) are both stocks. Both are in the Financial Services sector — AB in Asset Management, DB in Banks - Regional. Over the past 10 years, AB returned 14.30%/yr vs 10.35%/yr for DB. At a 0.40 correlation, their price movements are largely independent.
Performance
AB vs. DB - Performance Comparison
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Returns By Period
In the year-to-date period, AB achieves a -0.39% return, which is significantly higher than DB's -15.73% return. Over the past 10 years, AB has outperformed DB with an annualized return of 14.30%, while DB has yielded a comparatively lower 10.35% annualized return.
AB
- 1D
- -1.64%
- 1M
- -6.29%
- YTD
- -0.39%
- 6M
- -8.47%
- 1Y
- -0.43%
- 3Y*
- 11.52%
- 5Y*
- 3.78%
- 10Y*
- 14.30%
DB
- 1D
- -0.51%
- 1M
- 1.32%
- YTD
- -15.73%
- 6M
- -11.29%
- 1Y
- 15.51%
- 3Y*
- 47.97%
- 5Y*
- 19.93%
- 10Y*
- 10.35%
AB vs. DB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | -0.39% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
DB Deutsche Bank Aktiengesellschaft | -15.73% | 132.42% | 29.52% | 21.34% | -5.86% | 14.68% | 40.10% | -2.89% | -56.72% | 18.96% |
Correlation
The correlation between AB and DB is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1996 | 0.40 |
The correlation between AB and DB shifts across timeframes, from 0.25 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AB:
$3.22
DB:
$4.47
AB:
11.38
DB:
7.02
AB:
14.16
DB:
0.94
AB:
$250.00M
DB:
$53.12B
AB:
$250.00M
DB:
$30.48B
AB:
$252.50M
DB:
$9.93B
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Return for Risk
AB vs. DB — Risk / Return Rank
AB
DB
AB vs. DB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) 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.
| AB | DB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.53 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.07 | 1.25 | -1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AB | DB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.47 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.54 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.26 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.03 | +0.43 |
Drawdowns
AB vs. DB - Drawdown Comparison
The maximum AB drawdown since its inception was -87.65%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for AB and DB.
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Drawdown Indicators
| AB | DB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.65% | -94.73% | +7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -29.66% | +14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -29.66% | +8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -45.76% | -54.19% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -58.08% | -71.97% | +13.89% |
Current DrawdownCurrent decline from peak | -10.44% | -65.16% | +54.72% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -53.67% | +27.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 12.43% | -5.75% |
Volatility
AB vs. DB - Volatility Comparison
The current volatility for AllianceBernstein Holding L.P. (AB) is 4.11%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 9.71%. This indicates that AB 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
| AB | DB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 9.71% | -5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 25.20% | -6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 32.88% | -10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.24% | 37.43% | -9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.40% | 40.26% | -7.86% |
Dividends
AB vs. DB - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.30%, more than DB's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.30% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
DB Deutsche Bank Aktiengesellschaft | 3.72% | 1.99% | 2.87% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.00% | 0.00% | 3.11% |
Financials
AB vs. DB - Financials Comparison
This section allows you to compare key financial metrics between AllianceBernstein Holding L.P. 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
AB and DB have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DB has higher volatility (9.71%) compared to AB (4.11%). In terms of maximum drawdown, AB dropped -87.65% vs DB's -94.73%.
DB currently has the higher Sharpe Ratio (0.47 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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