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BMWYY vs. RACE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMWYY and RACE is 0.48, 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.


-0.50.00.51.00.5

Performance

BMWYY vs. RACE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bayerische Motoren Werke AG ADR (BMWYY) and Ferrari N.V. (RACE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-9.04%
6.52%
BMWYY
RACE

Key characteristics

Fundamentals

Market Cap

BMWYY:

$53.15B

RACE:

$90.21B

EPS

BMWYY:

$6.16

RACE:

$8.31

PE Ratio

BMWYY:

4.55

RACE:

60.27

PEG Ratio

BMWYY:

18.31

RACE:

4.05

Total Revenue (TTM)

BMWYY:

$105.96B

RACE:

$4.94B

Gross Profit (TTM)

BMWYY:

$17.47B

RACE:

$2.48B

EBITDA (TTM)

BMWYY:

$12.30B

RACE:

$1.94B

Returns By Period


BMWYY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RACE

YTD

19.61%

1M

15.43%

6M

6.52%

1Y

27.13%

5Y*

24.97%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BMWYY vs. RACE — 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

RACE
The Risk-Adjusted Performance Rank of RACE is 8080
Overall Rank
The Sharpe Ratio Rank of RACE is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RACE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RACE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of RACE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of RACE is 7878
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. RACE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke AG ADR (BMWYY) and Ferrari N.V. (RACE). 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 -0.77, compared to the broader market-2.000.002.00-0.771.22
The chart of Sortino ratio for BMWYY, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.006.00-0.911.76
The chart of Omega ratio for BMWYY, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.23
The chart of Calmar ratio for BMWYY, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.511.94
The chart of Martin ratio for BMWYY, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.884.30
BMWYY
RACE


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.77
1.22
BMWYY
RACE

Dividends

BMWYY vs. RACE - Dividend Comparison

BMWYY has not paid dividends to shareholders, while RACE's dividend yield for the trailing twelve months is around 0.51%.


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%
RACE
Ferrari N.V.
0.51%0.61%0.59%0.69%0.40%0.54%0.70%0.88%0.65%0.89%0.00%0.00%

Drawdowns

BMWYY vs. RACE - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.39%
0
BMWYY
RACE

Volatility

BMWYY vs. RACE - Volatility Comparison

The current volatility for Bayerische Motoren Werke AG ADR (BMWYY) is 0.00%, while Ferrari N.V. (RACE) has a volatility of 9.67%. This indicates that BMWYY experiences smaller price fluctuations and is considered to be less risky than RACE 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
9.67%
BMWYY
RACE

Financials

BMWYY vs. RACE - Financials Comparison

This section allows you to compare key financial metrics between Bayerische Motoren Werke AG ADR and Ferrari N.V.. 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 USD except per share items
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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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