BMW3.DE vs. ^NDX

Last updated Apr 3, 2026

Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and NASDAQ 100 Index (^NDX).

Performance

BMW3.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

BMW3.DE vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft	-13.17%	33.73%	-14.28%	23.06%	17.65%	36.48%	7.09%	-5.90%	-12.48%	7.49%
^NDX NASDAQ 100 Index	-3.05%	5.91%	33.12%	49.19%	-28.81%	36.10%	35.42%	41.08%	3.61%	15.35%

Different Trading Currencies

BMW3.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMW3.DE achieves a -13.17% return, which is significantly lower than ^NDX's -3.41% return. Over the past 10 years, BMW3.DE has underperformed ^NDX with an annualized return of 7.88%, while ^NDX has yielded a comparatively higher 18.02% annualized return.

BMW3.DE

• 1D: 0.89%
• 1M: -4.16%
• YTD: -13.17%
• 6M: -0.81%
• 1Y: 21.22%
• 3Y*: 1.12%
• 5Y*: 9.60%
• 10Y*: 7.88%

^NDX

• 1D: 0.00%
• 1M: -2.46%
• YTD: -3.41%
• 6M: -2.24%
• 1Y: 14.83%
• 3Y*: 19.85%
• 5Y*: 12.90%
• 10Y*: 18.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BMW3.DE vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMW3.DE

BMW3.DE Risk / Return Rank: 64
BMW3.DE Sharpe Ratio Rank: 66
BMW3.DE Sortino Ratio Rank: 60
BMW3.DE Omega Ratio Rank: 58
BMW3.DE Calmar Ratio Rank: 66
BMW3.DE Martin Ratio Rank: 68

^NDX

^NDX Risk / Return Rank: 71
^NDX Sharpe Ratio Rank: 66
^NDX Sortino Ratio Rank: 71
^NDX Omega Ratio Rank: 70
^NDX Calmar Ratio Rank: 74
^NDX Martin Ratio Rank: 76

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.

BMW3.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and NASDAQ 100 Index (^NDX). 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.

	BMW3.DE	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.60	+0.18
Sortino ratio Return per unit of downside risk	1.24	1.00	+0.24
Omega ratio Gain probability vs. loss probability	1.16	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	1.29	1.06	+0.23
Martin ratio Return relative to average drawdown	3.58	3.52	+0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BMW3.DE vs. ^NDX - Sharpe Ratio Comparison

The current BMW3.DE Sharpe Ratio is 0.77, which is comparable to the ^NDX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of BMW3.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BMW3.DE	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	0.60	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.58	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.79	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.67	-0.34

Correlation

The correlation between BMW3.DE and ^NDX is 0.27, 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.

Drawdowns

BMW3.DE vs. ^NDX - Drawdown Comparison

The maximum BMW3.DE drawdown since its inception was -75.50%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and ^NDX.

Drawdown Indicators

	BMW3.DE	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-75.50%	-82.90%	+7.40%
Max Drawdown (1Y) Largest decline over 1 year	-19.80%	-12.12%	-7.68%
Max Drawdown (5Y) Largest decline over 5 years	-39.42%	-35.56%	-3.86%
Max Drawdown (10Y) Largest decline over 10 years	-56.16%	-35.56%	-20.60%
Current Drawdown Current decline from peak	-16.10%	-7.94%	-8.16%
Average Drawdown Average peak-to-trough decline	-18.30%	-24.72%	+6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.15%	3.52%	+3.63%

Volatility

BMW3.DE vs. ^NDX - Volatility Comparison

Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) has a higher volatility of 7.03% compared to NASDAQ 100 Index (^NDX) at 5.50%. This indicates that BMW3.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BMW3.DE	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.03%	5.50%	+1.53%
Volatility (6M) Calculated over the trailing 6-month period	20.08%	13.15%	+6.93%
Volatility (1Y) Calculated over the trailing 1-year period	27.33%	24.92%	+2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.06%	22.25%	+4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	22.85%	+4.56%