PortfoliosLab logo
BCS vs. DB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCS and DB is 0.58, 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.


Performance

BCS vs. DB - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

BCS:

1.66

DB:

1.76

Sortino Ratio

BCS:

2.18

DB:

2.38

Omega Ratio

BCS:

1.29

DB:

1.33

Calmar Ratio

BCS:

0.88

DB:

0.76

Martin Ratio

BCS:

12.50

DB:

10.97

Ulcer Index

BCS:

4.85%

DB:

5.83%

Daily Std Dev

BCS:

36.17%

DB:

37.32%

Max Drawdown

BCS:

-94.39%

DB:

-94.18%

Current Drawdown

BCS:

-48.47%

DB:

-68.32%

Fundamentals

Market Cap

BCS:

$59.50B

DB:

$53.50B

EPS

BCS:

$1.99

DB:

$1.85

PE Ratio

BCS:

8.39

DB:

14.86

PEG Ratio

BCS:

1.31

DB:

3.26

PS Ratio

BCS:

2.39

DB:

1.84

PB Ratio

BCS:

0.60

DB:

0.59

Total Revenue (TTM)

BCS:

$26.99B

DB:

$40.44B

Gross Profit (TTM)

BCS:

$26.99B

DB:

$48.53B

EBITDA (TTM)

BCS:

-$410.00M

DB:

$11.92B

Returns By Period

In the year-to-date period, BCS achieves a 27.89% return, which is significantly lower than DB's 61.23% return. Over the past 10 years, BCS has outperformed DB with an annualized return of 3.31%, while DB has yielded a comparatively lower 0.70% annualized return.


BCS

YTD

27.89%

1M

19.80%

6M

26.09%

1Y

59.53%

5Y*

33.20%

10Y*

3.31%

DB

YTD

61.23%

1M

22.61%

6M

59.92%

1Y

65.09%

5Y*

35.36%

10Y*

0.70%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BCS vs. DB — Risk-Adjusted Performance Rank

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

BCS
The Risk-Adjusted Performance Rank of BCS is 8989
Overall Rank
The Sharpe Ratio Rank of BCS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9797
Martin Ratio Rank

DB
The Risk-Adjusted Performance Rank of DB is 9090
Overall Rank
The Sharpe Ratio Rank of DB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of DB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DB is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCS vs. DB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) 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.


The current BCS Sharpe Ratio is 1.66, which is comparable to the DB Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BCS and DB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

BCS vs. DB - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 2.56%, more than DB's 1.78% yield.


TTM20242023202220212020201920182017201620152014
BCS
Barclays PLC
2.56%3.17%4.84%4.02%1.61%3.90%3.76%3.21%1.40%2.32%3.02%2.84%
DB
Deutsche Bank Aktiengesellschaft
1.78%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.45%3.26%

Drawdowns

BCS vs. DB - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.39%, roughly equal to the maximum DB drawdown of -94.18%. Use the drawdown chart below to compare losses from any high point for BCS and DB. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BCS vs. DB - Volatility Comparison

Barclays PLC (BCS) and Deutsche Bank Aktiengesellschaft (DB) have volatilities of 8.14% and 8.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

BCS vs. DB - Financials Comparison

This section allows you to compare key financial metrics between Barclays PLC 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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B18.00B20212022202320242025
7.71B
8.54B
(BCS) Total Revenue
(DB) Total Revenue
Values in USD except per share items