BMW3.DE vs. P911.DE
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Porsche AG (P911.DE).
Performance
BMW3.DE vs. P911.DE - Performance Comparison
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BMW3.DE vs. P911.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | -13.17% | 33.73% | -14.28% | 23.06% | 21.64% |
P911.DE Porsche AG | -13.31% | -17.78% | -24.57% | -14.89% | 14.85% |
Returns By Period
The year-to-date returns for both stocks are quite close, with BMW3.DE having a -13.17% return and P911.DE slightly lower at -13.31%.
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%
P911.DE
- 1D
- -0.20%
- 1M
- 1.99%
- YTD
- -13.31%
- 6M
- -7.57%
- 1Y
- -10.20%
- 3Y*
- -28.27%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
BMW3.DE vs. P911.DE — Risk / Return Rank
BMW3.DE
P911.DE
BMW3.DE vs. P911.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Porsche AG (P911.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.
| BMW3.DE | P911.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | -0.33 | +1.10 |
Sortino ratioReturn per unit of downside risk | 1.24 | -0.28 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.29 | +1.58 |
Martin ratioReturn relative to average drawdown | 3.58 | -0.70 | +4.27 |
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 | P911.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.33 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.55 | +0.88 |
Correlation
The correlation between BMW3.DE and P911.DE is 0.58, 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.
Dividends
BMW3.DE vs. P911.DE - Dividend Comparison
BMW3.DE's dividend yield for the trailing twelve months is around 5.44%, less than P911.DE's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | 5.44% | 4.72% | 8.31% | 9.47% | 7.32% | 2.62% | 4.57% | 6.39% | 6.47% | 4.72% | 4.43% | 3.77% |
P911.DE Porsche AG | 5.84% | 5.06% | 3.95% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BMW3.DE vs. P911.DE - Drawdown Comparison
The maximum BMW3.DE drawdown since its inception was -75.50%, which is greater than P911.DE's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and P911.DE.
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Drawdown Indicators
| BMW3.DE | P911.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.50% | -66.92% | -8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -19.80% | -25.26% | +5.46% |
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 | -16.10% | -63.97% | +47.87% |
Average DrawdownAverage peak-to-trough decline | -18.30% | -35.31% | +17.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 10.65% | -3.50% |
Volatility
BMW3.DE vs. P911.DE - Volatility Comparison
The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) is 7.03%, while Porsche AG (P911.DE) has a volatility of 8.55%. This indicates that BMW3.DE experiences smaller price fluctuations and is considered to be less risky than P911.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMW3.DE | P911.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 8.55% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 21.03% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.33% | 30.95% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.06% | 30.04% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 30.04% | -2.63% |
Financials
BMW3.DE vs. P911.DE - Financials Comparison
This section allows you to compare key financial metrics between Bayerische Motoren Werke Aktiengesellschaft and Porsche 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