BMW3.DE vs. ^NDX
BMW3.DE (Bayerische Motoren Werke Aktiengesellschaft) is a stock, while ^NDX (NASDAQ 100 Index) is an index. At a 0.19 correlation, their price movements are largely independent.
Performance
BMW3.DE vs. ^NDX - Performance Comparison
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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 -18.89% return, which is significantly lower than ^NDX's 21.80% return.
BMW3.DE
- 1D
- -1.54%
- 1M
- -8.49%
- YTD
- -18.89%
- 6M
- -15.28%
- 1Y
- 2.72%
- 3Y*
- -5.75%
- 5Y*
- 4.13%
- 10Y*
- 7.15%
^NDX
- 1D
- 0.00%
- 1M
- 7.55%
- YTD
- 21.80%
- 6M
- 18.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BMW3.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | -18.89% | 26.56% |
^NDX NASDAQ 100 Index | 16.93% | 12.54% |
Correlation
The correlation between BMW3.DE and ^NDX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.19 |
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Return for Risk
BMW3.DE vs. ^NDX — Risk / Return Rank
BMW3.DE
^NDX
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | — | — |
| Martin ratioReturn relative to average drawdown | 0.24 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMW3.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 2.30 | -1.98 |
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 -11.19%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and ^NDX.
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Drawdown Indicators
| BMW3.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.50% | -11.19% | -64.31% |
Max Drawdown (1Y)Largest decline over 1 year | -21.63% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -39.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.16% | — | — |
Current DrawdownCurrent decline from peak | -21.63% | -0.69% | -20.94% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -2.54% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.46% | — | — |
Volatility
BMW3.DE vs. ^NDX - Volatility Comparison
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Volatility by Period
| BMW3.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.82% | 16.28% | +10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.29% | 16.28% | +11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 16.28% | +11.13% |
Frequently Asked Questions
BMW3.DE and ^NDX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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