BMW3.DE vs. ^NDX
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMW3.DE or ^NDX.
Key characteristics
| BMW3.DE | ^NDX | |
|---|---|---|
| YTD Return | -26.59% | 25.02% |
| 1Y Return | -23.04% | 33.04% |
| 3Y Return (Ann) | -0.06% | 9.12% |
| 5Y Return (Ann) | 8.14% | 20.47% |
| 10Y Return (Ann) | 5.83% | 17.45% |
| Sharpe Ratio | -0.98 | 2.05 |
| Sortino Ratio | -1.25 | 2.71 |
| Omega Ratio | 0.84 | 1.37 |
| Calmar Ratio | -0.65 | 2.64 |
| Martin Ratio | -1.45 | 9.55 |
| Ulcer Index | 16.66% | 3.76% |
| Daily Std Dev | 24.89% | 17.53% |
| Max Drawdown | -75.50% | -82.90% |
| Current Drawdown | -37.35% | -0.38% |
Correlation
The correlation between BMW3.DE and ^NDX is 0.23, 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.
Performance
BMW3.DE vs. ^NDX - Performance Comparison
In the year-to-date period, BMW3.DE achieves a -26.59% return, which is significantly lower than ^NDX's 25.02% return. Over the past 10 years, BMW3.DE has underperformed ^NDX with an annualized return of 5.83%, while ^NDX has yielded a comparatively higher 17.45% annualized return. 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. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) and NASDAQ 100 (^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.
Drawdowns
BMW3.DE vs. ^NDX - Drawdown Comparison
The maximum BMW3.DE drawdown since its inception was -75.50%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
BMW3.DE vs. ^NDX - Volatility Comparison
Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) has a higher volatility of 10.55% compared to NASDAQ 100 (^NDX) at 4.91%. 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.