PortfoliosLab logoPortfoliosLab logo
BCO.DE vs. LHA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BCO.DE vs. LHA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Boeing Company (BCO.DE) and Deutsche Lufthansa AG (LHA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BCO.DE achieves a -0.36% return, which is significantly lower than LHA.DE's 4.60% return. Over the past 10 years, BCO.DE has outperformed LHA.DE with an annualized return of 5.83%, while LHA.DE has yielded a comparatively lower 2.14% annualized return.


BCO.DE

1D
0.67%
1M
-2.68%
YTD
-0.36%
6M
8.91%
1Y
-0.36%
3Y*
-1.72%
5Y*
-2.05%
10Y*
5.83%

LHA.DE

1D
1.66%
1M
13.72%
YTD
4.60%
6M
7.02%
1Y
20.35%
3Y*
1.91%
5Y*
4.73%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCO.DE vs. LHA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCO.DE
The Boeing Company
-0.36%11.48%-28.82%33.61%-1.89%1.37%-39.92%8.36%13.94%74.19%
LHA.DE
Deutsche Lufthansa AG
4.60%42.73%-19.73%3.64%25.65%-19.93%-34.10%-13.30%-33.77%158.28%

Correlation

The correlation between BCO.DE and LHA.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.24

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

0.32

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 8, 1999

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BCO.DE vs. LHA.DE — Risk / Return Rank

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

BCO.DE
BCO.DE Risk / Return Rank: 3838
Overall Rank
BCO.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BCO.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BCO.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BCO.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
BCO.DE Martin Ratio Rank: 4040
Martin Ratio Rank

LHA.DE
LHA.DE Risk / Return Rank: 5757
Overall Rank
LHA.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LHA.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LHA.DE Omega Ratio Rank: 5353
Omega Ratio Rank
LHA.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LHA.DE Martin Ratio Rank: 6060
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.

BCO.DE vs. LHA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BCO.DE) and Deutsche Lufthansa AG (LHA.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.


BCO.DELHA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.02

1.12

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.02

0.81

-0.82

Martin ratioReturn relative to average drawdown

-0.03

1.92

-1.95

BCO.DE vs. LHA.DE - Sharpe Ratio Comparison

The current BCO.DE Sharpe Ratio is -0.01, which is lower than the LHA.DE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BCO.DE and LHA.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.


Loading charts...

Sharpe Ratios by Period


BCO.DELHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.54

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.13

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.06

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.09

+0.10

Drawdowns

BCO.DE vs. LHA.DE - Drawdown Comparison

The maximum BCO.DE drawdown since its inception was -76.29%, roughly equal to the maximum LHA.DE drawdown of -75.65%. Use the drawdown chart below to compare losses from any high point for BCO.DE and LHA.DE.


Loading charts...

Drawdown Indicators


BCO.DELHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.29%

-75.65%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-23.58%

-25.14%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-48.78%

-39.33%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-48.78%

-47.23%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-76.29%

-75.65%

-0.64%

Current Drawdown

Current decline from peak

-51.28%

-53.32%

+2.04%

Average Drawdown

Average peak-to-trough decline

-32.76%

-36.22%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

10.60%

0.00%

Volatility

BCO.DE vs. LHA.DE - Volatility Comparison

The Boeing Company (BCO.DE) has a higher volatility of 10.78% compared to Deutsche Lufthansa AG (LHA.DE) at 9.71%. This indicates that BCO.DE's price experiences larger fluctuations and is considered to be riskier than LHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BCO.DELHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

9.71%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

22.44%

30.39%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

29.62%

37.55%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.88%

35.97%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.64%

38.66%

+0.98%

Dividends

BCO.DE vs. LHA.DE - Dividend Comparison

BCO.DE has not paid dividends to shareholders, while LHA.DE's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM20252024202320222021202020192018201720162015
BCO.DE
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.92%2.14%1.80%1.75%2.29%2.08%
LHA.DE
Deutsche Lufthansa AG
3.90%3.57%4.86%0.00%0.00%0.00%0.00%4.88%4.06%1.63%4.07%0.00%

Financials

BCO.DE vs. LHA.DE - Financials Comparison

This section allows you to compare key financial metrics between The Boeing Company and Deutsche Lufthansa AG. 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


Values in EUR except per share items

Frequently Asked Questions


BCO.DE and LHA.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BCO.DE and LHA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer