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

Correlation

The correlation between BCS and DB is 0.69, 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.


-0.50.00.51.00.7

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
-35.24%
BCS
DB

Key characteristics

Sharpe Ratio

BCS:

2.52

DB:

1.00

Sortino Ratio

BCS:

3.19

DB:

1.48

Omega Ratio

BCS:

1.42

DB:

1.20

Calmar Ratio

BCS:

0.99

DB:

0.36

Martin Ratio

BCS:

18.25

DB:

4.89

Ulcer Index

BCS:

4.29%

DB:

6.35%

Daily Std Dev

BCS:

31.00%

DB:

30.99%

Max Drawdown

BCS:

-94.39%

DB:

-94.17%

Current Drawdown

BCS:

-60.45%

DB:

-80.46%

Fundamentals

Market Cap

BCS:

$49.21B

DB:

$33.14B

EPS

BCS:

$1.41

DB:

$2.01

PE Ratio

BCS:

9.70

DB:

8.34

PEG Ratio

BCS:

1.24

DB:

7.75

Total Revenue (TTM)

BCS:

$26.15B

DB:

$48.62B

Gross Profit (TTM)

BCS:

$26.15B

DB:

$56.71B

EBITDA (TTM)

BCS:

-$1.08B

DB:

$11.26B

Returns By Period

In the year-to-date period, BCS achieves a 73.50% return, which is significantly higher than DB's 28.61% return. Over the past 10 years, BCS has outperformed DB with an annualized return of 1.73%, while DB has yielded a comparatively lower -3.34% annualized return.


BCS

YTD

73.50%

1M

-1.21%

6M

26.88%

1Y

76.18%

5Y*

11.09%

10Y*

1.73%

DB

YTD

28.61%

1M

0.95%

6M

9.44%

1Y

28.89%

5Y*

18.80%

10Y*

-3.34%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BCS, currently valued at 2.52, compared to the broader market-4.00-2.000.002.002.521.00
The chart of Sortino ratio for BCS, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.191.48
The chart of Omega ratio for BCS, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.20
The chart of Calmar ratio for BCS, currently valued at 0.99, compared to the broader market0.002.004.006.000.990.36
The chart of Martin ratio for BCS, currently valued at 18.25, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.254.89
BCS
DB

The current BCS Sharpe Ratio is 2.52, which is higher than the DB Sharpe Ratio of 1.00. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.52
1.00
BCS
DB

Dividends

BCS vs. DB - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 3.18%, more than DB's 2.89% yield.


TTM20232022202120202019201820172016201520142013
BCS
Barclays PLC
3.18%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%2.09%
DB
Deutsche Bank Aktiengesellschaft
2.89%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.86%3.65%2.25%

Drawdowns

BCS vs. DB - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.39%, roughly equal to the maximum DB drawdown of -94.17%. Use the drawdown chart below to compare losses from any high point for BCS and DB. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-60.45%
-80.46%
BCS
DB

Volatility

BCS vs. DB - Volatility Comparison

The current volatility for Barclays PLC (BCS) is 7.44%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 8.47%. This indicates that BCS experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
8.47%
BCS
DB

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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