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BCS vs. DB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, BCS achieves a 8.52% return, which is significantly higher than DB's -2.99% return. Over the past 10 years, BCS has outperformed DB with an annualized return of 15.34%, while DB has yielded a comparatively lower 12.67% annualized return.


BCS

1D
3.72%
1M
14.52%
YTD
8.52%
6M
9.03%
1Y
58.38%
3Y*
59.68%
5Y*
27.21%
10Y*
15.34%

DB

1D
2.32%
1M
15.34%
YTD
-2.99%
6M
-3.29%
1Y
35.48%
3Y*
58.43%
5Y*
26.33%
10Y*
12.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCS vs. DB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCS
Barclays PLC
8.52%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%
DB
Deutsche Bank Aktiengesellschaft
-2.99%132.42%29.52%21.34%-5.86%14.68%40.10%-2.89%-56.72%18.96%

Correlation

The correlation between BCS and DB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.71

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

0.73

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

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 18, 1996

0.62

The correlation between BCS and DB shifts across timeframes, from 0.62 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BCS:

£2.06

DB:

€4.47

PE Ratio

BCS:

10.03

DB:

7.04

PEG Ratio

BCS:

1.81

DB:

0.12

PS Ratio

BCS:

2.52

DB:

0.94

Total Revenue (TTM)

BCS:

£28.57B

DB:

€53.12B

Gross Profit (TTM)

BCS:

£26.96B

DB:

€30.48B

EBITDA (TTM)

BCS:

£9.15B

DB:

€9.93B

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Return for Risk

BCS vs. DB — Risk / Return Rank

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

BCS
BCS Risk / Return Rank: 8383
Overall Rank
BCS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 8686
Sortino Ratio Rank
BCS Omega Ratio Rank: 8383
Omega Ratio Rank
BCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BCS Martin Ratio Rank: 8080
Martin Ratio Rank

DB
DB Risk / Return Rank: 6868
Overall Rank
DB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DB Sortino Ratio Rank: 6969
Sortino Ratio Rank
DB Omega Ratio Rank: 6767
Omega Ratio Rank
DB Calmar Ratio Rank: 6666
Calmar Ratio Rank
DB Martin Ratio Rank: 6767
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.

BCS vs. DB - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCSDBDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.13

Calmar ratioReturn relative to maximum drawdown

2.24

1.20

+1.04

Martin ratioReturn relative to average drawdown

6.33

2.80

+3.53

BCS vs. DB - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.99, which is higher than the DB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of BCS and DB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCS vs. DB - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.36%, roughly equal to the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for BCS and DB.


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Drawdown Indicators


BCSDBDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-94.73%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-26.20%

-29.66%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-26.20%

-29.66%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

-54.19%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-66.10%

-71.97%

+5.87%

Current Drawdown

Current decline from peak

-19.30%

-59.89%

+40.59%

Average Drawdown

Average peak-to-trough decline

-38.41%

-53.67%

+15.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

12.70%

-3.45%

Volatility

BCS vs. DB - Volatility Comparison

Barclays PLC (BCS) and Deutsche Bank Aktiengesellschaft (DB) have volatilities of 9.29% and 9.64%, 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.


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Volatility by Period


BCSDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

9.64%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

24.22%

25.88%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

29.47%

33.40%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.05%

37.47%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.60%

40.16%

-2.56%

Dividends

BCS vs. DB - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 1.71%, less than DB's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC
1.71%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%
DB
Deutsche Bank Aktiengesellschaft
3.23%1.99%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.00%0.00%3.11%

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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B18.00B20222023202420252026
8.16B
15.29B
(BCS) Total Revenue
(DB) Total Revenue
Please note, different currencies. BCS values in GBP, DB values in EUR

BCS vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between Barclays PLC and Deutsche Bank Aktiengesellschaft over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
53.3%
Portfolio components
BCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a gross profit of 8.16B and revenue of 8.16B. Therefore, the gross margin over that period was 100.0%.

DB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.

BCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported an operating income of 2.81B and revenue of 8.16B, resulting in an operating margin of 34.5%.

DB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.

BCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a net income of 2.18B and revenue of 8.16B, resulting in a net margin of 26.7%.

DB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.


Frequently Asked Questions


BCS and DB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DB has higher volatility (9.64%) compared to BCS (9.29%). In terms of maximum drawdown, BCS dropped -94.36% vs DB's -94.73%.

BCS currently has the higher Sharpe Ratio (1.99 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BCS and DB

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