BMT.DE vs. MBG.DE
BMT.DE (British American Tobacco p.l.c) and MBG.DE (Mercedes-Benz Group AG) are both stocks. BMT.DE operates in Tobacco (Consumer Defensive), while MBG.DE operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, BMT.DE returned 6.91%/yr vs 6.24%/yr for MBG.DE. At a 0.16 correlation, their price movements are largely independent.
Performance
BMT.DE vs. MBG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BMT.DE achieves a 5.91% return, which is significantly higher than MBG.DE's -12.57% return. Over the past 10 years, BMT.DE has outperformed MBG.DE with an annualized return of 6.91%, while MBG.DE has yielded a comparatively lower 6.24% annualized return.
BMT.DE
- 1D
- -2.12%
- 1M
- 0.22%
- YTD
- 5.91%
- 6M
- 3.78%
- 1Y
- 32.88%
- 3Y*
- 30.02%
- 5Y*
- 19.35%
- 10Y*
- 6.91%
MBG.DE
- 1D
- -1.76%
- 1M
- 1.84%
- YTD
- -12.57%
- 6M
- -13.07%
- 1Y
- 1.90%
- 3Y*
- -5.12%
- 5Y*
- 1.51%
- 10Y*
- 6.24%
BMT.DE vs. MBG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMT.DE British American Tobacco p.l.c | 5.91% | 48.40% | 45.37% | -21.73% | 23.12% | 16.30% | -11.93% | 44.07% | -45.97% | 11.92% |
MBG.DE Mercedes-Benz Group AG | -12.57% | 21.32% | -7.25% | 10.02% | -1.84% | 42.17% | 23.48% | 14.88% | -31.57% | 4.82% |
Correlation
The correlation between BMT.DE and MBG.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 1999 | 0.16 |
The correlation between BMT.DE and MBG.DE shifts across timeframes, from -0.03 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BMT.DE vs. MBG.DE — Risk / Return Rank
BMT.DE
MBG.DE
BMT.DE vs. MBG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c (BMT.DE) and Mercedes-Benz Group AG (MBG.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.
| BMT.DE | MBG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.11 | +2.30 |
| Martin ratioReturn relative to average drawdown | 5.78 | 0.24 | +5.54 |
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
| BMT.DE | MBG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.08 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.05 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.20 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.16 | +0.22 |
Drawdowns
BMT.DE vs. MBG.DE - Drawdown Comparison
The maximum BMT.DE drawdown since its inception was -58.33%, smaller than the maximum MBG.DE drawdown of -76.69%. Use the drawdown chart below to compare losses from any high point for BMT.DE and MBG.DE.
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Drawdown Indicators
| BMT.DE | MBG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -76.69% | +18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -17.88% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -34.38% | +20.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -34.38% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -53.55% | -67.47% | +13.92% |
Current DrawdownCurrent decline from peak | -12.78% | -19.68% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -14.87% | -29.45% | +14.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 7.90% | -2.23% |
Volatility
BMT.DE vs. MBG.DE - Volatility Comparison
British American Tobacco p.l.c (BMT.DE) has a higher volatility of 9.88% compared to Mercedes-Benz Group AG (MBG.DE) at 6.09%. This indicates that BMT.DE's price experiences larger fluctuations and is considered to be riskier than MBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMT.DE | MBG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 6.09% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 18.07% | 18.34% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 25.29% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 27.56% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 30.51% | -6.44% |
Dividends
BMT.DE vs. MBG.DE - Dividend Comparison
BMT.DE's dividend yield for the trailing twelve months is around 6.45%, less than MBG.DE's 7.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMT.DE British American Tobacco p.l.c | 6.45% | 6.75% | 9.26% | 11.55% | 7.76% | 8.82% | 8.66% | 6.91% | 8.82% | 4.98% | 4.48% | 5.18% |
MBG.DE Mercedes-Benz Group AG | 7.13% | 7.16% | 9.80% | 8.31% | 8.14% | 1.67% | 3.42% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% |
Financials
BMT.DE vs. MBG.DE - Financials Comparison
This section allows you to compare key financial metrics between British American Tobacco p.l.c and Mercedes-Benz Group AG. 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
BMT.DE and MBG.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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