PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BMW.DE vs. MZDAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

BMW.DE vs. MZDAY

Last updated Apr 3, 2026

Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Mazda Motor Corporation (MZDAY).

Performance

BMW.DE vs. MZDAY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Mazda Motor Corporation (MZDAY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BMW.DE vs. MZDAY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BMW.DE
Bayerische Motoren Werke Aktiengesellschaft		-14.92%24.43%-16.78%31.15%1.37%27.92%4.29%8.91%-14.93%1.79%
MZDAY
Mazda Motor Corporation		-12.73%6.35%-30.96%37.25%5.36%22.05%-27.43%-15.22%-19.74%-28.36%
Different Trading Currencies

BMW.DE is traded in EUR, while MZDAY is traded in USD. To make them comparable, the MZDAY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMW.DE achieves a -14.92% return, which is significantly lower than MZDAY's -12.73% return. Over the past 10 years, BMW.DE has outperformed MZDAY with an annualized return of 5.82%, while MZDAY has yielded a comparatively lower -6.59% annualized return.

BMW.DE

1D
0.28%
1M
-3.97%
YTD
-14.92%
6M
-9.07%
1Y
13.38%
3Y*
-1.48%
5Y*
4.07%
10Y*
5.82%

MZDAY

1D
-1.63%
1M
-12.59%
YTD
-12.73%
6M
-3.55%
1Y
2.47%
3Y*
-9.75%
5Y*
-1.78%
10Y*
-6.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Bayerische Motoren Werke Aktiengesellschaft

Mazda Motor Corporation

Often compared with BMW.DE:
BMW.DE vs. MBG.DEBMW.DE vs. BMW3.DEBMW.DE vs. VOW3.DEBMW.DE vs. TSLABMW.DE vs. DAXBMW.DE vs. RNO.PABMW.DE vs. SPY
Often compared with MZDAY:
MZDAY vs. FMZDAY vs. AIR.PAMZDAY vs. SPY

Return for Risk

BMW.DE vs. MZDAY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BMW.DE
BMW.DE Risk / Return Rank: 5454
Overall Rank
BMW.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BMW.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
BMW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
BMW.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
BMW.DE Martin Ratio Rank: 5959
Martin Ratio Rank
MZDAY
MZDAY Risk / Return Rank: 4747
Overall Rank
MZDAY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MZDAY Sortino Ratio Rank: 4545
Sortino Ratio Rank
MZDAY Omega Ratio Rank: 4343
Omega Ratio Rank
MZDAY Calmar Ratio Rank: 4949
Calmar Ratio Rank
MZDAY Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMW.DE vs. MZDAY - Risk-Adjusted Trends 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.

BMW.DEMZDAYDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.05

+0.42

Sortino ratio

Return per unit of downside risk

0.85

0.44

+0.41

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.79

0.14

+0.65

Martin ratio

Return relative to average drawdown

2.11

0.35

+1.75

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BMW.DE vs. MZDAY - Sharpe Ratio Comparison

The current BMW.DE Sharpe Ratio is 0.47, which is higher than the MZDAY Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of BMW.DE and MZDAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

BMW.DEMZDAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.05

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.05

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

-0.19

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.21

+0.53

Correlation

The correlation between BMW.DE and MZDAY is 0.20, 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.

Dividends

BMW.DE vs. MZDAY - Dividend Comparison

BMW.DE's dividend yield for the trailing twelve months is around 5.43%, more than MZDAY's 2.43% yield.

TTM20252024202320222021202020192018201720162015
BMW.DE
Bayerische Motoren Werke Aktiengesellschaft		5.43%4.62%7.60%8.43%6.96%4.02%3.46%4.79%5.66%4.03%3.61%2.97%
MZDAY
Mazda Motor Corporation		2.43%4.78%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.72%0.00%

Drawdowns

BMW.DE vs. MZDAY - Drawdown Comparison

The maximum BMW.DE drawdown since its inception was -62.33%, smaller than the maximum MZDAY drawdown of -94.57%. Use the drawdown chart below to compare losses from any high point for BMW.DE and MZDAY.

Loading graphics...

Drawdown Indicators

BMW.DEMZDAYDifference

Max Drawdown

Largest peak-to-trough decline

-62.33%

-95.68%

+33.35%

Max Drawdown (1Y)

Largest decline over 1 year

-22.23%

-27.44%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-41.22%

-57.64%

+16.42%

Max Drawdown (10Y)

Largest decline over 10 years

-56.97%

-73.50%

+16.53%

Current Drawdown

Current decline from peak

-22.63%

-93.31%

+70.68%

Average Drawdown

Average peak-to-trough decline

-17.72%

-69.49%

+51.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

9.44%

-1.10%

Volatility

BMW.DE vs. MZDAY - Volatility Comparison

The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) is 6.91%, while Mazda Motor Corporation (MZDAY) has a volatility of 8.35%. This indicates that BMW.DE experiences smaller price fluctuations and is considered to be less risky than MZDAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

BMW.DEMZDAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

8.35%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.32%

29.16%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

28.57%

48.13%

-19.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

36.75%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.60%

35.49%

-7.89%

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.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Please note, different currencies. BMW.DE values in EUR, MZDAY values in USD