BMW3.DE vs. MBG.DE
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Mercedes-Benz Group AG (MBG.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMW3.DE or MBG.DE.
Key characteristics
| BMW3.DE | MBG.DE | |
|---|---|---|
| YTD Return | -25.64% | -10.25% |
| 1Y Return | -20.47% | -0.82% |
| 3Y Return (Ann) | 0.36% | -3.54% |
| 5Y Return (Ann) | 8.52% | 10.03% |
| 10Y Return (Ann) | 5.97% | 6.17% |
| Sharpe Ratio | -0.88 | -0.14 |
| Sortino Ratio | -1.09 | -0.04 |
| Omega Ratio | 0.86 | 0.99 |
| Calmar Ratio | -0.59 | -0.04 |
| Martin Ratio | -1.32 | -0.28 |
| Ulcer Index | 16.50% | 11.32% |
| Daily Std Dev | 24.89% | 22.28% |
| Max Drawdown | -75.50% | -97.50% |
| Current Drawdown | -36.54% | -79.65% |
Fundamentals
| BMW3.DE | MBG.DE | |
|---|---|---|
| Market Cap | €41.64B | €55.70B |
| EPS | €12.98 | €10.61 |
| PE Ratio | 4.84 | 4.91 |
| PEG Ratio | 16.85 | 53.19 |
| Total Revenue (TTM) | €148.93B | €147.41B |
| Gross Profit (TTM) | €25.33B | €29.12B |
| EBITDA (TTM) | €22.13B | €19.76B |
Correlation
The correlation between BMW3.DE and MBG.DE is 0.62, 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.
Performance
BMW3.DE vs. MBG.DE - Performance Comparison
In the year-to-date period, BMW3.DE achieves a -25.64% return, which is significantly lower than MBG.DE's -10.25% return. Both investments have delivered pretty close results over the past 10 years, with BMW3.DE having a 5.97% annualized return and MBG.DE not far ahead at 6.17%. 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
BMW3.DE vs. MBG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Mercedes-Benz Group AG (MBG.DE). 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
BMW3.DE vs. MBG.DE - Dividend Comparison
BMW3.DE's dividend yield for the trailing twelve months is around 9.59%, less than MBG.DE's 10.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | 9.59% | 9.47% | 7.32% | 2.62% | 4.57% | 6.39% | 6.47% | 4.72% | 4.43% | 3.77% | 3.86% | 4.06% |
MBG.DE Mercedes-Benz Group AG | 10.12% | 8.31% | 8.14% | 2.00% | 1.87% | 7.91% | 9.56% | 5.52% | 5.53% | 3.80% | 3.92% | 4.21% |
Drawdowns
BMW3.DE vs. MBG.DE - Drawdown Comparison
The maximum BMW3.DE drawdown since its inception was -75.50%, smaller than the maximum MBG.DE drawdown of -97.50%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and MBG.DE. For additional features, visit the drawdowns tool.
Volatility
BMW3.DE vs. MBG.DE - Volatility Comparison
Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Mercedes-Benz Group AG (MBG.DE) have volatilities of 10.50% and 10.53%, 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
BMW3.DE vs. MBG.DE - Financials Comparison
This section allows you to compare key financial metrics between Bayerische Motoren Werke Aktiengesellschaft and Mercedes-Benz Group AG. 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