BBDO vs. IOS.DE

Last updated Jun 4, 2026

BBDO (Banco Bradesco S.A.) and IOS.DE (IONOS GROUP N) are both stocks. BBDO operates in Banks - Regional (Financial Services), while IOS.DE operates in Software - Infrastructure (Technology). Over the past 3 years, BBDO returned 12.89%/yr vs 33.15%/yr for IOS.DE. At a 0.09 correlation, their price movements are largely independent.

Performance

BBDO vs. IOS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bradesco S.A. (BBDO) and IONOS GROUP N (IOS.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BBDO having a 7.87% return and IOS.DE slightly lower at 7.62%.

BBDO

• 1D: -6.09%
• 1M: -11.99%
• YTD: 7.87%
• 6M: 0.16%
• 1Y: 25.62%
• 3Y*: 12.89%
• 5Y*: 0.19%
• 10Y*: 2.47%

IOS.DE

• 1D: -3.37%
• 1M: 5.03%
• YTD: 7.62%
• 6M: 9.97%
• 1Y: -29.09%
• 3Y*: 33.15%
• 5Y*: —
• 10Y*: —

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

BBDO vs. IOS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BBDO Banco Bradesco S.A.	7.87%	79.75%	-40.08%	38.74%
IOS.DE IONOS GROUP N	7.62%	36.96%	19.07%	2.59%

Correlation

The correlation between BBDO and IOS.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (All Time) Calculated using the full available price history since Feb 9, 2023	0.09

Return for Risk

BBDO vs. IOS.DE — Risk / Return Rank

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

BBDO

BBDO Risk / Return Rank: 62
BBDO Sharpe Ratio Rank: 64
BBDO Sortino Ratio Rank: 58
BBDO Omega Ratio Rank: 55
BBDO Calmar Ratio Rank: 67
BBDO Martin Ratio Rank: 67

IOS.DE

IOS.DE Risk / Return Rank: 16
IOS.DE Sharpe Ratio Rank: 12
IOS.DE Sortino Ratio Rank: 14
IOS.DE Omega Ratio Rank: 14
IOS.DE Calmar Ratio Rank: 19
IOS.DE Martin Ratio Rank: 21

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.

BBDO vs. IOS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bradesco S.A. (BBDO) and IONOS GROUP N (IOS.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.

	BBDO	IOS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.71	-0.66	+1.37
Sortino ratio: Return per unit of downside risk	1.18	-0.77	+1.96
Omega ratio: Gain probability vs. loss probability	1.14	0.91	+0.24
Calmar ratio: Return relative to maximum drawdown	1.36	-0.57	+1.93
Martin ratio: Return relative to average drawdown	3.23	-0.96	+4.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBDO vs. IOS.DE - Sharpe Ratio Comparison

The current BBDO Sharpe Ratio is 0.71, which is higher than the IOS.DE Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of BBDO and IOS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBDO	IOS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	-0.66	+1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.48	-0.49

Drawdowns

BBDO vs. IOS.DE - Drawdown Comparison

The maximum BBDO drawdown since its inception was -70.44%, which is greater than IOS.DE's maximum drawdown of -50.85%. Use the drawdown chart below to compare losses from any high point for BBDO and IOS.DE.

Drawdown Indicators

	BBDO	IOS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-70.44%	-50.85%	-19.59%
Max Drawdown (1Y) Largest decline over 1 year	-18.93%	-50.85%	+31.92%
Max Drawdown (3Y) Largest decline over 3 years	-42.09%	-50.85%	+8.76%
Max Drawdown (5Y) Largest decline over 5 years	-50.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.44%	—	—
Current Drawdown Current decline from peak	-38.65%	-31.86%	-6.79%
Average Drawdown Average peak-to-trough decline	-36.97%	-17.73%	-19.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.97%	30.41%	-22.44%

Volatility

BBDO vs. IOS.DE - Volatility Comparison

The current volatility for Banco Bradesco S.A. (BBDO) is 10.55%, while IONOS GROUP N (IOS.DE) has a volatility of 17.40%. This indicates that BBDO experiences smaller price fluctuations and is considered to be less risky than IOS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBDO	IOS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.55%	17.40%	-6.85%
Volatility (6M) Calculated over the trailing 6-month period	26.64%	34.37%	-7.73%
Volatility (1Y) Calculated over the trailing 1-year period	36.09%	43.91%	-7.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.60%	39.92%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.56%	39.92%	+7.64%

Dividends

BBDO vs. IOS.DE - Dividend Comparison

BBDO's dividend yield for the trailing twelve months is around 8.48%, while IOS.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBDO Banco Bradesco S.A.	8.48%	9.76%	7.84%	9.58%	2.92%	6.00%	2.80%	5.17%	3.21%	5.12%	3.34%	5.75%
IOS.DE IONOS GROUP N	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both BBDO and IOS.DE in my portfolio?

BBDO and IOS.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.