BEI.DE vs. PRG.DE
BEI.DE (Beiersdorf Aktiengesellschaft) and PRG.DE (The Procter & Gamble Company) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, BEI.DE returned -1.28%/yr vs 7.71%/yr for PRG.DE. At a 0.20 correlation, their price movements are largely independent.
Performance
BEI.DE vs. PRG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BEI.DE achieves a -26.90% return, which is significantly lower than PRG.DE's -0.74% return. Over the past 10 years, BEI.DE has underperformed PRG.DE with an annualized return of -1.28%, while PRG.DE has yielded a comparatively higher 7.71% annualized return.
BEI.DE
- 1D
- 0.39%
- 1M
- -6.56%
- YTD
- -26.90%
- 6M
- -24.56%
- 1Y
- -42.26%
- 3Y*
- -16.46%
- 5Y*
- -6.82%
- 10Y*
- -1.28%
PRG.DE
- 1D
- -1.13%
- 1M
- -3.19%
- YTD
- -0.74%
- 6M
- -2.20%
- 1Y
- -13.75%
- 3Y*
- -1.93%
- 5Y*
- 3.74%
- 10Y*
- 7.71%
BEI.DE vs. PRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEI.DE Beiersdorf Aktiengesellschaft | -26.90% | -23.81% | -7.94% | 27.32% | 19.50% | -3.55% | -10.79% | 17.88% | -6.17% | 22.41% |
PRG.DE The Procter & Gamble Company | -0.74% | -22.39% | 25.85% | -5.81% | 0.57% | 31.47% | 2.33% | 43.38% | 7.56% | -2.49% |
Correlation
The correlation between BEI.DE and PRG.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 1998 | 0.20 |
The correlation between BEI.DE and PRG.DE shifts across timeframes, from 0.20 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BEI.DE vs. PRG.DE — Risk / Return Rank
BEI.DE
PRG.DE
BEI.DE vs. PRG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Beiersdorf Aktiengesellschaft (BEI.DE) and The Procter & Gamble Company (PRG.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.
| BEI.DE | PRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 0.88 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.94 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.70 | -1.60 | -0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BEI.DE | PRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.39 | -0.80 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.21 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.42 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.29 | 0.00 |
Drawdowns
BEI.DE vs. PRG.DE - Drawdown Comparison
The maximum BEI.DE drawdown since its inception was -53.28%, roughly equal to the maximum PRG.DE drawdown of -50.76%. Use the drawdown chart below to compare losses from any high point for BEI.DE and PRG.DE.
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Drawdown Indicators
| BEI.DE | PRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.28% | -50.76% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -43.03% | -16.68% | -26.35% |
Max Drawdown (3Y)Largest decline over 3 years | -53.28% | -29.15% | -24.13% |
Max Drawdown (5Y)Largest decline over 5 years | -53.28% | -29.15% | -24.13% |
Max Drawdown (10Y)Largest decline over 10 years | -53.28% | -29.21% | -24.07% |
Current DrawdownCurrent decline from peak | -53.10% | -27.15% | -25.95% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -14.79% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.91% | 9.79% | +15.12% |
Volatility
BEI.DE vs. PRG.DE - Volatility Comparison
Beiersdorf Aktiengesellschaft (BEI.DE) and The Procter & Gamble Company (PRG.DE) have volatilities of 6.67% and 6.92%, 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
| BEI.DE | PRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 6.92% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 28.40% | 15.57% | +12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.45% | 19.54% | +10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 17.83% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 18.22% | +2.36% |
Dividends
BEI.DE vs. PRG.DE - Dividend Comparison
BEI.DE's dividend yield for the trailing twelve months is around 1.48%, less than PRG.DE's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEI.DE Beiersdorf Aktiengesellschaft | 1.48% | 1.07% | 0.81% | 0.52% | 0.65% | 0.77% | 0.74% | 0.66% | 0.77% | 0.72% | 0.87% | 0.83% |
PRG.DE The Procter & Gamble Company | 2.60% | 2.59% | 1.94% | 2.25% | 2.07% | 1.70% | 2.11% | 2.03% | 2.50% | 2.86% | 2.71% | 2.87% |
Financials
BEI.DE vs. PRG.DE - Financials Comparison
This section allows you to compare key financial metrics between Beiersdorf Aktiengesellschaft and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BEI.DE and PRG.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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