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BAYN.DE vs. VWAGY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BAYN.DE vs. VWAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayer Aktiengesellschaft (BAYN.DE) and Volkswagen AG 1/10 ADR (VWAGY). The values are adjusted to include any dividend payments, if applicable.

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BAYN.DE vs. VWAGY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BAYN.DE
Bayer Aktiengesellschaft
8.40%92.54%-42.34%-27.50%6.20%1.34%-30.79%25.96%-27.70%
VWAGY
Volkswagen AG 1/10 ADR
-13.54%22.78%-18.25%-14.78%-33.66%53.22%2.45%33.38%-2.89%
Different Trading Currencies

BAYN.DE is traded in EUR, while VWAGY is traded in USD. To make them comparable, the VWAGY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAYN.DE achieves a 8.40% return, which is significantly higher than VWAGY's -13.54% return.


BAYN.DE

1D
1.87%
1M
-1.21%
YTD
8.40%
6M
35.36%
1Y
80.65%
3Y*
-10.45%
5Y*
-3.21%
10Y*
-6.01%

VWAGY

1D
1.06%
1M
-7.42%
YTD
-13.54%
6M
-4.49%
1Y
0.34%
3Y*
-11.83%
5Y*
-15.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BAYN.DE vs. VWAGY — Risk / Return Rank

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

BAYN.DE
BAYN.DE Risk / Return Rank: 8888
Overall Rank
BAYN.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BAYN.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
BAYN.DE Omega Ratio Rank: 8787
Omega Ratio Rank
BAYN.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BAYN.DE Martin Ratio Rank: 8989
Martin Ratio Rank

VWAGY
VWAGY Risk / Return Rank: 4747
Overall Rank
VWAGY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VWAGY Sortino Ratio Rank: 4444
Sortino Ratio Rank
VWAGY Omega Ratio Rank: 4141
Omega Ratio Rank
VWAGY Calmar Ratio Rank: 4848
Calmar Ratio Rank
VWAGY Martin Ratio Rank: 4949
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.

BAYN.DE vs. VWAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer Aktiengesellschaft (BAYN.DE) and Volkswagen AG 1/10 ADR (VWAGY). 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.


BAYN.DEVWAGYDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.01

+1.99

Sortino ratio

Return per unit of downside risk

2.62

0.24

+2.37

Omega ratio

Gain probability vs. loss probability

1.36

1.03

+0.33

Calmar ratio

Return relative to maximum drawdown

3.36

-0.00

+3.36

Martin ratio

Return relative to average drawdown

10.66

-0.00

+10.67

BAYN.DE vs. VWAGY - Sharpe Ratio Comparison

The current BAYN.DE Sharpe Ratio is 2.00, which is higher than the VWAGY Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of BAYN.DE and VWAGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAYN.DEVWAGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.01

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.50

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.00

+0.16

Correlation

The correlation between BAYN.DE and VWAGY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BAYN.DE vs. VWAGY - Dividend Comparison

BAYN.DE's dividend yield for the trailing twelve months is around 0.27%, less than VWAGY's 6.87% yield.


TTM20252024202320222021202020192018201720162015
BAYN.DE
Bayer Aktiengesellschaft
0.27%0.30%0.57%7.14%4.14%4.26%5.81%3.85%4.55%2.63%2.52%1.94%
VWAGY
Volkswagen AG 1/10 ADR
6.87%5.85%10.36%7.21%17.36%2.00%2.72%4.59%0.00%0.00%0.00%0.00%

Drawdowns

BAYN.DE vs. VWAGY - Drawdown Comparison

The maximum BAYN.DE drawdown since its inception was -82.29%, which is greater than VWAGY's maximum drawdown of -68.79%. Use the drawdown chart below to compare losses from any high point for BAYN.DE and VWAGY.


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Drawdown Indicators


BAYN.DEVWAGYDifference

Max Drawdown

Largest peak-to-trough decline

-82.29%

-72.64%

-9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-22.34%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-70.42%

-69.80%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-80.34%

Current Drawdown

Current decline from peak

-62.16%

-64.94%

+2.78%

Average Drawdown

Average peak-to-trough decline

-29.16%

-37.15%

+7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

8.63%

-0.36%

Volatility

BAYN.DE vs. VWAGY - Volatility Comparison

Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 10.40% compared to Volkswagen AG 1/10 ADR (VWAGY) at 6.74%. This indicates that BAYN.DE's price experiences larger fluctuations and is considered to be riskier than VWAGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAYN.DEVWAGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

6.74%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

18.69%

+12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

40.04%

29.47%

+10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.30%

31.67%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.15%

36.72%

-5.57%

Financials

BAYN.DE vs. VWAGY - Financials Comparison

This section allows you to compare key financial metrics between Bayer Aktiengesellschaft and Volkswagen AG 1/10 ADR. 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


Please note, different currencies. BAYN.DE values in EUR, VWAGY values in USD