BMW.DE vs. MZDAY
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Mazda Motor Corporation (MZDAY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMW.DE or MZDAY.
Key characteristics
| BMW.DE | MZDAY | |
|---|---|---|
| YTD Return | 5.58% | 0.19% |
| 1Y Return | 14.72% | 21.97% |
| 3Y Return (Ann) | 13.58% | 10.52% |
| 5Y Return (Ann) | 13.02% | -1.05% |
| 10Y Return (Ann) | 6.49% | -5.51% |
| Sharpe Ratio | 0.66 | 0.72 |
| Daily Std Dev | 21.49% | 33.47% |
| Max Drawdown | -64.55% | -79.34% |
| Current Drawdown | -7.28% | -53.24% |
Fundamentals
| BMW.DE | MZDAY | |
|---|---|---|
| Market Cap | €67.16B | $6.82B |
| EPS | €17.67 | $1.05 |
| PE Ratio | 5.99 | 5.14 |
| PEG Ratio | 21.40 | 0.00 |
| Revenue (TTM) | €155.50B | $4.70T |
| Gross Profit (TTM) | €23.00B | $687.70B |
| EBITDA (TTM) | €24.12B | $344.86B |
Correlation
The correlation between BMW.DE and MZDAY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BMW.DE vs. MZDAY - Performance Comparison
In the year-to-date period, BMW.DE achieves a 5.58% return, which is significantly higher than MZDAY's 0.19% return. Over the past 10 years, BMW.DE has outperformed MZDAY with an annualized return of 6.49%, while MZDAY has yielded a comparatively lower -5.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BMW.DE vs. MZDAY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Mazda Motor Corporation (MZDAY). 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. MZDAY - Dividend Comparison
BMW.DE's dividend yield for the trailing twelve months is around 7.99%, more than MZDAY's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 7.99% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
MZDAY Mazda Motor Corporation | 1.58% | 3.21% | 3.95% | 0.00% | 2.79% | 3.74% | 3.03% | 2.32% | 1.70% | 0.97% | 0.20% | 0.00% |
Drawdowns
BMW.DE vs. MZDAY - Drawdown Comparison
The maximum BMW.DE drawdown since its inception was -64.55%, smaller than the maximum MZDAY drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for BMW.DE and MZDAY. For additional features, visit the drawdowns tool.
Volatility
BMW.DE vs. MZDAY - Volatility Comparison
Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Mazda Motor Corporation (MZDAY) have volatilities of 8.99% and 8.64%, 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.
Financials
BMW.DE vs. MZDAY - Financials Comparison
This section allows you to compare key financial metrics between Bayerische Motoren Werke Aktiengesellschaft and Mazda Motor Corporation. 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