BMW.DE vs. DAX
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Global X DAX Germany ETF (DAX).
DAX is a passively managed fund by Global X that tracks the performance of the DAX Index. It was launched on Oct 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMW.DE or DAX.
Performance
BMW.DE vs. DAX - Performance Comparison
Returns By Period
In the year-to-date period, BMW.DE achieves a -27.59% return, which is significantly lower than DAX's 9.13% return. Over the past 10 years, BMW.DE has underperformed DAX with an annualized return of 2.52%, while DAX has yielded a comparatively higher 4.67% annualized return.
BMW.DE
-27.59%
-8.50%
-27.66%
-23.35%
4.62%
2.52%
DAX
9.13%
-4.93%
-0.60%
15.95%
6.22%
4.67%
Key characteristics
| BMW.DE | DAX | |
|---|---|---|
| Sharpe Ratio | -0.86 | 1.20 |
| Sortino Ratio | -1.08 | 1.69 |
| Omega Ratio | 0.86 | 1.21 |
| Calmar Ratio | -0.58 | 1.61 |
| Martin Ratio | -1.22 | 5.84 |
| Ulcer Index | 18.49% | 2.97% |
| Daily Std Dev | 26.07% | 14.40% |
| Max Drawdown | -62.33% | -45.58% |
| Current Drawdown | -36.41% | -6.09% |
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Correlation
The correlation between BMW.DE and DAX is 0.63, 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.
Risk-Adjusted Performance
BMW.DE vs. DAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Global X DAX Germany ETF (DAX). 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.
Dividends
BMW.DE vs. DAX - Dividend Comparison
BMW.DE's dividend yield for the trailing twelve months is around 8.73%, more than DAX's 2.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.73% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
DAX Global X DAX Germany ETF | 2.33% | 2.48% | 2.80% | 2.65% | 2.25% | 2.47% | 3.33% | 1.73% | 1.78% | 1.41% | 0.00% | 0.00% |
Drawdowns
BMW.DE vs. DAX - Drawdown Comparison
The maximum BMW.DE drawdown since its inception was -62.33%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for BMW.DE and DAX. For additional features, visit the drawdowns tool.
Volatility
BMW.DE vs. DAX - Volatility Comparison
Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a higher volatility of 11.44% compared to Global X DAX Germany ETF (DAX) at 4.99%. This indicates that BMW.DE's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.