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BMWYY vs. MBG.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMWYY and MBG.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BMWYY vs. MBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bayerische Motoren Werke AG ADR (BMWYY) and Mercedes-Benz Group AG (MBG.DE). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.04%
-6.87%
BMWYY
MBG.DE

Key characteristics

Fundamentals

Market Cap

BMWYY:

$53.15B

MBG.DE:

€58.91B

EPS

BMWYY:

$6.16

MBG.DE:

€10.61

PE Ratio

BMWYY:

4.55

MBG.DE:

5.77

PEG Ratio

BMWYY:

18.31

MBG.DE:

53.19

Total Revenue (TTM)

BMWYY:

$105.96B

MBG.DE:

€107.14B

Gross Profit (TTM)

BMWYY:

$17.47B

MBG.DE:

€21.14B

EBITDA (TTM)

BMWYY:

$12.30B

MBG.DE:

€14.80B

Returns By Period


BMWYY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MBG.DE

YTD

13.72%

1M

8.53%

6M

-1.10%

1Y

-1.21%

5Y*

17.62%

10Y*

4.34%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BMWYY vs. MBG.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMWYY
The Risk-Adjusted Performance Rank of BMWYY is 1919
Overall Rank
The Sharpe Ratio Rank of BMWYY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BMWYY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BMWYY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BMWYY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BMWYY is 2727
Martin Ratio Rank

MBG.DE
The Risk-Adjusted Performance Rank of MBG.DE is 3636
Overall Rank
The Sharpe Ratio Rank of MBG.DE is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of MBG.DE is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MBG.DE is 3131
Omega Ratio Rank
The Calmar Ratio Rank of MBG.DE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MBG.DE is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BMWYY vs. MBG.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke AG ADR (BMWYY) 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.


Sharpe ratio
The chart of Sharpe ratio for BMWYY, currently valued at -0.88, compared to the broader market-2.000.002.00-0.88-0.44
The chart of Sortino ratio for BMWYY, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.006.00-1.07-0.44
The chart of Omega ratio for BMWYY, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.94
The chart of Calmar ratio for BMWYY, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.38
The chart of Martin ratio for BMWYY, currently valued at -0.98, compared to the broader market0.0010.0020.0030.00-0.98-0.67
BMWYY
MBG.DE


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.88
-0.44
BMWYY
MBG.DE

Dividends

BMWYY vs. MBG.DE - Dividend Comparison

BMWYY has not paid dividends to shareholders, while MBG.DE's dividend yield for the trailing twelve months is around 8.61%.


TTM20242023202220212020201920182017201620152014
BMWYY
Bayerische Motoren Werke AG ADR
7.74%7.74%8.27%6.78%2.31%3.10%4.80%5.82%3.72%3.90%3.16%3.34%
MBG.DE
Mercedes-Benz Group AG
8.61%9.80%8.31%8.14%2.00%1.86%7.86%9.49%5.48%5.49%3.77%3.90%

Drawdowns

BMWYY vs. MBG.DE - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-28.39%
-17.38%
BMWYY
MBG.DE

Volatility

BMWYY vs. MBG.DE - Volatility Comparison

The current volatility for Bayerische Motoren Werke AG ADR (BMWYY) is 0.00%, while Mercedes-Benz Group AG (MBG.DE) has a volatility of 8.62%. This indicates that BMWYY experiences smaller price fluctuations and is considered to be less risky than MBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
8.62%
BMWYY
MBG.DE

Financials

BMWYY vs. MBG.DE - Financials Comparison

This section allows you to compare key financial metrics between Bayerische Motoren Werke AG ADR 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.


Quarterly
Annual

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


Please note, different currencies. BMWYY values in USD, MBG.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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