BAS.DE vs. BMW.DE
Compare and contrast key facts about BASF SE (BAS.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAS.DE or BMW.DE.
Performance
BAS.DE vs. BMW.DE - Performance Comparison
Returns By Period
In the year-to-date period, BAS.DE achieves a -5.30% return, which is significantly higher than BMW.DE's -27.59% return. Over the past 10 years, BAS.DE has underperformed BMW.DE with an annualized return of -0.13%, while BMW.DE has yielded a comparatively higher 2.52% annualized return.
BAS.DE
-5.30%
-8.25%
-12.47%
4.31%
-2.79%
-0.13%
BMW.DE
-27.59%
-8.50%
-27.66%
-23.35%
4.62%
2.52%
Fundamentals
| BAS.DE | BMW.DE | |
|---|---|---|
| Market Cap | €38.48B | €42.57B |
| EPS | €0.55 | €12.98 |
| PE Ratio | 78.39 | 5.29 |
| PEG Ratio | 0.23 | 18.24 |
| Total Revenue (TTM) | €65.27B | €148.93B |
| Gross Profit (TTM) | €16.67B | €25.33B |
| EBITDA (TTM) | €5.81B | €21.78B |
Key characteristics
| BAS.DE | BMW.DE | |
|---|---|---|
| Sharpe Ratio | 0.24 | -0.86 |
| Sortino Ratio | 0.50 | -1.08 |
| Omega Ratio | 1.06 | 0.86 |
| Calmar Ratio | 0.15 | -0.58 |
| Martin Ratio | 0.57 | -1.22 |
| Ulcer Index | 9.86% | 18.49% |
| Daily Std Dev | 23.27% | 26.07% |
| Max Drawdown | -60.28% | -62.33% |
| Current Drawdown | -33.02% | -36.41% |
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Correlation
The correlation between BAS.DE and BMW.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BAS.DE vs. BMW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW.DE). 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.
Dividends
BAS.DE vs. BMW.DE - Dividend Comparison
BAS.DE's dividend yield for the trailing twelve months is around 7.89%, less than BMW.DE's 8.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAS.DE BASF SE | 7.89% | 6.97% | 7.33% | 5.34% | 5.10% | 4.75% | 5.13% | 3.27% | 3.28% | 3.96% | 3.86% | 3.36% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.73% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
Drawdowns
BAS.DE vs. BMW.DE - Drawdown Comparison
The maximum BAS.DE drawdown since its inception was -60.28%, roughly equal to the maximum BMW.DE drawdown of -62.33%. Use the drawdown chart below to compare losses from any high point for BAS.DE and BMW.DE. For additional features, visit the drawdowns tool.
Volatility
BAS.DE vs. BMW.DE - Volatility Comparison
The current volatility for BASF SE (BAS.DE) is 10.11%, while Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a volatility of 11.44%. This indicates that BAS.DE experiences smaller price fluctuations and is considered to be less risky than BMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BAS.DE vs. BMW.DE - Financials Comparison
This section allows you to compare key financial metrics between BASF SE and Bayerische Motoren Werke 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