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AEG vs. DB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AEG vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aegon N.V. (AEG) and Deutsche Bank Aktiengesellschaft (DB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AEG achieves a 6.61% return, which is significantly higher than DB's -15.73% return. Over the past 10 years, AEG has outperformed DB with an annualized return of 11.39%, while DB has yielded a comparatively lower 10.35% annualized return.


AEG

1D
-0.24%
1M
-1.08%
YTD
6.61%
6M
3.66%
1Y
20.46%
3Y*
25.46%
5Y*
18.27%
10Y*
11.39%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEG vs. DB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEG
Aegon N.V.
6.61%39.08%8.38%21.19%6.45%29.44%-10.42%5.37%-22.29%20.46%
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 AEG and DB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 19, 1996

0.63

The correlation between AEG and DB has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

Fundamentals

EPS

AEG:

$1.07

DB:

$4.47

PE Ratio

AEG:

7.66

DB:

7.02

PEG Ratio

AEG:

0.22

DB:

0.12

PS Ratio

AEG:

0.28

DB:

0.94

Total Revenue (TTM)

AEG:

$45.17B

DB:

$53.12B

Gross Profit (TTM)

AEG:

$45.17B

DB:

$30.48B

EBITDA (TTM)

AEG:

$1.06B

DB:

$9.93B

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Return for Risk

AEG vs. DB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEG
AEG Risk / Return Rank: 6666
Overall Rank
AEG Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AEG Sortino Ratio Rank: 6161
Sortino Ratio Rank
AEG Omega Ratio Rank: 6262
Omega Ratio Rank
AEG Calmar Ratio Rank: 6868
Calmar Ratio Rank
AEG Martin Ratio Rank: 7272
Martin Ratio Rank

DB
DB Risk / Return Rank: 5454
Overall Rank
DB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DB Sortino Ratio Rank: 5353
Sortino Ratio Rank
DB Omega Ratio Rank: 5151
Omega Ratio Rank
DB Calmar Ratio Rank: 5454
Calmar Ratio Rank
DB Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AEG vs. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aegon N.V. (AEG) 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.


AEGDBDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.16

1.11

+0.06

Calmar ratioReturn relative to maximum drawdown

1.31

0.53

+0.79

Martin ratioReturn relative to average drawdown

3.77

1.25

+2.52

AEG vs. DB - Sharpe Ratio Comparison

The current AEG Sharpe Ratio is 0.81, which is higher than the DB Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AEG and DB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AEGDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.47

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.54

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.26

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.03

+0.18

Drawdowns

AEG vs. DB - Drawdown Comparison

The maximum AEG drawdown since its inception was -94.91%, roughly equal to the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for AEG and DB.


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Drawdown Indicators


AEGDBDifference

Max Drawdown

Largest peak-to-trough decline

-94.91%

-94.73%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-29.66%

+14.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-29.66%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.56%

-54.19%

+17.63%

Max Drawdown (10Y)

Largest decline over 10 years

-71.11%

-71.97%

+0.86%

Current Drawdown

Current decline from peak

-63.55%

-65.16%

+1.61%

Average Drawdown

Average peak-to-trough decline

-52.67%

-53.67%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

12.43%

-6.98%

Volatility

AEG vs. DB - Volatility Comparison

The current volatility for Aegon N.V. (AEG) is 6.03%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 9.71%. This indicates that AEG 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


AEGDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

9.71%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.38%

25.20%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

32.88%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.81%

37.43%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.66%

40.26%

-4.60%

Dividends

AEG vs. DB - Dividend Comparison

AEG's dividend yield for the trailing twelve months is around 5.37%, more than DB's 3.72% yield.


PositionTTM20252024202320222021202020192018201720162015
AEG
Aegon N.V.
5.37%5.72%5.93%4.89%4.08%3.37%1.80%7.37%7.02%4.74%5.30%4.72%
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

AEG vs. DB - Financials Comparison

This section allows you to compare key financial metrics between Aegon N.V. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-20.00B-10.00B0.0010.00B20.00B20222023202420252026
19.00B
15.29B
(AEG) Total Revenue
(DB) Total Revenue
Values in USD except per share items

AEG vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between Aegon N.V. and Deutsche Bank Aktiengesellschaft over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
53.3%
Portfolio components
AEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported a gross profit of 19.00B and revenue of 19.00B. Therefore, the gross margin over that period was 100.0%.

DB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.

AEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported an operating income of 365.28M and revenue of 19.00B, resulting in an operating margin of 1.9%.

DB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.

AEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported a net income of 389.10M and revenue of 19.00B, resulting in a net margin of 2.1%.

DB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.


Frequently Asked Questions


AEG and DB have a correlation of 0.64, 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 AEG (6.03%). In terms of maximum drawdown, AEG dropped -94.91% vs DB's -94.73%.

AEG currently has the higher Sharpe Ratio (0.81 vs 0.47), 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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