BMPS.MI vs. DNBBY
BMPS.MI (Banca Monte dei Paschi di Siena SpA) and DNBBY (DNB Bank ASA) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 3 years, BMPS.MI returned 71.52%/yr vs 25.29%/yr for DNBBY. At a 0.22 correlation, their price movements are largely independent.
Performance
BMPS.MI vs. DNBBY - Performance Comparison
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Different Trading Currencies
BMPS.MI is traded in EUR, while DNBBY is traded in USD. To make them comparable, the DNBBY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BMPS.MI achieves a 6.99% return, which is significantly lower than DNBBY's 16.25% return.
BMPS.MI
- 1D
- -0.26%
- 1M
- 4.33%
- YTD
- 6.99%
- 6M
- 28.68%
- 1Y
- 34.42%
- 3Y*
- 71.52%
- 5Y*
- -15.18%
- 10Y*
- -37.28%
DNBBY
- 1D
- -1.28%
- 1M
- 1.06%
- YTD
- 16.25%
- 6M
- 20.44%
- 1Y
- 14.94%
- 3Y*
- 25.29%
- 5Y*
- —
- 10Y*
- —
BMPS.MI vs. DNBBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BMPS.MI Banca Monte dei Paschi di Siena SpA | 6.99% | 50.14% | 134.52% | 58.27% | -89.65% | -21.30% |
DNBBY DNB Bank ASA | 16.25% | 30.73% | 8.58% | 11.62% | -3.66% | 14.18% |
Correlation
The correlation between BMPS.MI and DNBBY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2021 | 0.22 |
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Return for Risk
BMPS.MI vs. DNBBY — Risk / Return Rank
BMPS.MI
DNBBY
BMPS.MI vs. DNBBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banca Monte dei Paschi di Siena SpA (BMPS.MI) and DNB Bank ASA (DNBBY). 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.
| BMPS.MI | DNBBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.26 | +0.26 |
| Martin ratioReturn relative to average drawdown | 4.10 | 2.56 | +1.55 |
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
| BMPS.MI | DNBBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.71 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.63 | -1.12 |
Drawdowns
BMPS.MI vs. DNBBY - Drawdown Comparison
The maximum BMPS.MI drawdown since its inception was -100.00%, which is greater than DNBBY's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for BMPS.MI and DNBBY.
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Drawdown Indicators
| BMPS.MI | DNBBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -23.37% | -76.63% |
Max Drawdown (1Y)Largest decline over 1 year | -25.49% | -11.89% | -13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -19.06% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -93.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.87% | — | — |
Current DrawdownCurrent decline from peak | -99.99% | -4.30% | -95.69% |
Average DrawdownAverage peak-to-trough decline | -72.36% | -7.45% | -64.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.43% | 5.86% | +3.57% |
Volatility
BMPS.MI vs. DNBBY - Volatility Comparison
Banca Monte dei Paschi di Siena SpA (BMPS.MI) has a higher volatility of 5.22% compared to DNB Bank ASA (DNBBY) at 3.73%. This indicates that BMPS.MI's price experiences larger fluctuations and is considered to be riskier than DNBBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMPS.MI | DNBBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.73% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 23.95% | 14.31% | +9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.89% | 21.07% | +11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.45% | 24.80% | +25.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.62% | 24.80% | +32.82% |
Dividends
BMPS.MI vs. DNBBY - Dividend Comparison
BMPS.MI's dividend yield for the trailing twelve months is around 9.69%, more than DNBBY's 6.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BMPS.MI Banca Monte dei Paschi di Siena SpA | 9.69% | 9.42% | 3.67% | 0.00% | 0.00% | 0.00% |
DNBBY DNB Bank ASA | 6.32% | 5.35% | 7.71% | 5.70% | 5.52% | 4.71% |
Financials
BMPS.MI vs. DNBBY - Financials Comparison
This section allows you to compare key financial metrics between Banca Monte dei Paschi di Siena SpA and DNB Bank ASA. 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
BMPS.MI and DNBBY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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