BMW.DE vs. RNO.PA
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Renault SA (RNO.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMW.DE or RNO.PA.
Key characteristics
| BMW.DE | RNO.PA | |
|---|---|---|
| YTD Return | 35.94% | 7.07% |
| 1Y Return | 41.24% | 32.31% |
| 5Y Return (Ann) | 9.60% | -15.02% |
| 10Y Return (Ann) | 8.68% | -3.69% |
| Sharpe Ratio | 1.42 | 0.65 |
| Daily Std Dev | 24.82% | 41.69% |
| Max Drawdown | -64.55% | -87.97% |
Fundamentals
| BMW.DE | RNO.PA | |
|---|---|---|
| Market Cap | €68.08B | €9.68B |
| EPS | €17.29 | €6.20 |
| PE Ratio | 5.97 | 5.36 |
| PEG Ratio | 0.27 | 0.23 |
| Revenue (TTM) | €148.32B | €46.39B |
| Gross Profit (TTM) | €23.00B | €9.22B |
| EBITDA (TTM) | €22.05B | €4.69B |
Correlation
The correlation between BMW.DE and RNO.PA is 0.57, 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.
BMW.DE vs. RNO.PA - Performance Comparison
In the year-to-date period, BMW.DE achieves a 35.94% return, which is significantly higher than RNO.PA's 7.07% return. Over the past 10 years, BMW.DE has underperformed RNO.PA with an annualized return of 8.68%, while RNO.PA has yielded a comparatively higher -3.69% 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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BMW.DE vs. RNO.PA - Dividend Comparison
BMW.DE's dividend yield for the trailing twelve months is around 13.69%, more than RNO.PA's 0.75% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 13.69% | 7.55% | 2.51% | 4.14% | 6.04% | 7.52% | 5.60% | 5.21% | 4.48% | 4.49% | 4.69% | 5.22% |
RNO.PA Renault SA | 0.75% | 0.00% | 0.00% | 0.00% | 8.48% | 7.00% | 4.22% | 3.32% | 2.47% | 3.50% | 3.71% | 3.72% |
BMW.DE vs. RNO.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Renault SA (RNO.PA). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 1.42 | ||||
RNO.PA Renault SA | 0.65 |
BMW.DE vs. RNO.PA - Drawdown Comparison
The maximum BMW.DE drawdown for the period was -20.61%, higher than the maximum RNO.PA drawdown of -69.57%. The drawdown chart below compares losses from any high point along the way for BMW.DE and RNO.PA
BMW.DE vs. RNO.PA - Volatility Comparison
The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) is 6.05%, while Renault SA (RNO.PA) has a volatility of 8.81%. This indicates that BMW.DE experiences smaller price fluctuations and is considered to be less risky than RNO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.