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BMW3.DE vs. VOW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BMW3.DE vs. VOW.DE - Performance Comparison

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

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BMW3.DE vs. VOW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VOW.DE
Volkswagen AG
-14.94%21.45%-16.82%-14.98%-33.11%54.56%6.57%28.65%-15.63%25.05%

Returns By Period

In the year-to-date period, BMW3.DE achieves a -13.17% return, which is significantly higher than VOW.DE's -14.94% return. Over the past 10 years, BMW3.DE has outperformed VOW.DE with an annualized return of 7.88%, while VOW.DE has yielded a comparatively lower 1.92% 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%

VOW.DE

1D
-1.05%
1M
-5.20%
YTD
-14.94%
6M
-5.80%
1Y
-0.88%
3Y*
-12.12%
5Y*
-15.97%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BMW3.DE vs. VOW.DE — 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: 6464
Overall Rank
BMW3.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BMW3.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
BMW3.DE Omega Ratio Rank: 5858
Omega Ratio Rank
BMW3.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
BMW3.DE Martin Ratio Rank: 6868
Martin Ratio Rank

VOW.DE
VOW.DE Risk / Return Rank: 3838
Overall Rank
VOW.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VOW.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
VOW.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VOW.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
VOW.DE Martin Ratio Rank: 4444
Martin Ratio Rank
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. VOW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and Volkswagen AG (VOW.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.DEVOW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

-0.03

+0.81

Sortino ratio

Return per unit of downside risk

1.24

0.15

+1.09

Omega ratio

Gain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratio

Return relative to maximum drawdown

1.29

0.15

+1.14

Martin ratio

Return relative to average drawdown

3.58

0.37

+3.20

BMW3.DE vs. VOW.DE - Sharpe Ratio Comparison

The current BMW3.DE Sharpe Ratio is 0.77, which is higher than the VOW.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of BMW3.DE and VOW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BMW3.DEVOW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.03

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.49

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.06

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.16

+0.17

Correlation

The correlation between BMW3.DE and VOW.DE is 0.56, 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. VOW.DE - Dividend Comparison

BMW3.DE's dividend yield for the trailing twelve months is around 5.44%, less than VOW.DE's 7.05% yield.


TTM20252024202320222021202020192018201720162015
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%
VOW.DE
Volkswagen AG
7.05%5.99%9.77%7.34%17.99%1.86%6.64%2.77%2.80%1.19%0.08%3.37%

Drawdowns

BMW3.DE vs. VOW.DE - Drawdown Comparison

The maximum BMW3.DE drawdown since its inception was -75.50%, smaller than the maximum VOW.DE drawdown of -93.35%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and VOW.DE.


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Drawdown Indicators


BMW3.DEVOW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.50%

-93.35%

+17.85%

Max Drawdown (1Y)

Largest decline over 1 year

-19.80%

-20.48%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-65.08%

+25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-56.16%

-66.01%

+9.85%

Current Drawdown

Current decline from peak

-16.10%

-81.76%

+65.66%

Average Drawdown

Average peak-to-trough decline

-18.30%

-57.82%

+39.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

8.39%

-1.24%

Volatility

BMW3.DE vs. VOW.DE - Volatility Comparison

The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) is 7.03%, while Volkswagen AG (VOW.DE) has a volatility of 7.57%. This indicates that BMW3.DE experiences smaller price fluctuations and is considered to be less risky than VOW.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.DEVOW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

7.57%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

17.87%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

27.33%

27.08%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.06%

32.05%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

32.70%

-5.29%

Financials

BMW3.DE vs. VOW.DE - Financials Comparison

This section allows you to compare key financial metrics between Bayerische Motoren Werke Aktiengesellschaft and Volkswagen 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items