BN vs. DB
BN (Brookfield Corporation) and DB (Deutsche Bank Aktiengesellschaft) are both stocks. Both are in the Financial Services sector — BN in Asset Management, DB in Banks - Regional. Over the past 10 years, BN returned 14.55%/yr vs 10.35%/yr for DB. At a 0.41 correlation, their price movements are largely independent.
Performance
BN vs. DB - Performance Comparison
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Returns By Period
In the year-to-date period, BN achieves a -3.44% return, which is significantly higher than DB's -15.73% return. Over the past 10 years, BN has outperformed DB with an annualized return of 14.55%, while DB has yielded a comparatively lower 10.35% annualized return.
BN
- 1D
- -0.83%
- 1M
- -6.05%
- YTD
- -3.44%
- 6M
- -4.46%
- 1Y
- 13.31%
- 3Y*
- 28.82%
- 5Y*
- 11.64%
- 10Y*
- 14.55%
DB
- 1D
- -0.51%
- 1M
- 1.32%
- YTD
- -15.73%
- 6M
- -11.29%
- 1Y
- 15.51%
- 3Y*
- 47.97%
- 5Y*
- 19.93%
- 10Y*
- 10.35%
BN vs. DB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | -3.44% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
DB Deutsche Bank Aktiengesellschaft | -15.73% | 132.42% | 29.52% | 21.34% | -5.86% | 14.68% | 40.10% | -2.89% | -56.72% | 18.96% |
Correlation
The correlation between BN and DB is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1996 | 0.41 |
The correlation between BN and DB has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
Fundamentals
BN:
$0.56
DB:
$4.47
BN:
78.31
DB:
7.02
BN:
171.62
DB:
0.12
BN:
1.36
DB:
0.94
BN:
$76.58B
DB:
$53.12B
BN:
$27.02B
DB:
$30.48B
BN:
$31.07B
DB:
$9.93B
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Return for Risk
BN vs. DB — Risk / Return Rank
BN
DB
BN vs. DB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Corporation (BN) and Deutsche Bank Aktiengesellschaft (DB). 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.
| BN | DB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.53 | +0.08 |
| Martin ratioReturn relative to average drawdown | 1.68 | 1.25 | +0.43 |
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
| BN | DB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.47 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.54 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.26 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.03 | +0.28 |
Drawdowns
BN vs. DB - Drawdown Comparison
The maximum BN drawdown since its inception was -82.22%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for BN and DB.
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Drawdown Indicators
| BN | DB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.22% | -94.73% | +12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -29.66% | +7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -27.84% | -29.66% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -41.85% | -54.19% | +12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -51.42% | -71.97% | +20.55% |
Current DrawdownCurrent decline from peak | -9.89% | -65.16% | +55.27% |
Average DrawdownAverage peak-to-trough decline | -28.52% | -53.67% | +25.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 12.43% | -4.50% |
Volatility
BN vs. DB - Volatility Comparison
Brookfield Corporation (BN) and Deutsche Bank Aktiengesellschaft (DB) have volatilities of 9.72% and 9.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BN | DB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 9.71% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 22.37% | 25.20% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.67% | 32.88% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 37.43% | -6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 40.26% | -10.06% |
Dividends
BN vs. DB - Dividend Comparison
BN's dividend yield for the trailing twelve months is around 0.57%, less than DB's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.57% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
DB Deutsche Bank Aktiengesellschaft | 3.72% | 1.99% | 2.87% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.00% | 0.00% | 3.11% |
Financials
BN vs. DB - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Corporation and Deutsche Bank Aktiengesellschaft. 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
BN vs. DB - Profitability Comparison
BN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 4.43B and revenue of 18.39B. Therefore, the gross margin over that period was 24.1%.
DB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.
BN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.
DB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.
BN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.59M and revenue of 18.39B, resulting in a net margin of 0.6%.
DB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.
Frequently Asked Questions
BN and DB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (9.72%) compared to DB (9.71%). In terms of maximum drawdown, BN dropped -82.22% vs DB's -94.73%.
DB currently has the higher Sharpe Ratio (0.47 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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