BVB.DE vs. JUVE.MI
BVB.DE (Borussia Dortmund GmbH & Co KGaA) and JUVE.MI (Juventus Football Club S.p.A.) are both stocks. Both operate in the Entertainment industry within the Communication Services sector. Over the past 10 years, BVB.DE returned -2.41%/yr vs 0.30%/yr for JUVE.MI. At a 0.15 correlation, their price movements are largely independent.
Performance
BVB.DE vs. JUVE.MI - Performance Comparison
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Returns By Period
In the year-to-date period, BVB.DE achieves a -6.36% return, which is significantly higher than JUVE.MI's -30.36% return. Over the past 10 years, BVB.DE has underperformed JUVE.MI with an annualized return of -2.41%, while JUVE.MI has yielded a comparatively higher 0.30% annualized return.
BVB.DE
- 1D
- 0.00%
- 1M
- 2.15%
- YTD
- -6.36%
- 6M
- -7.07%
- 1Y
- -16.76%
- 3Y*
- -9.36%
- 5Y*
- -11.84%
- 10Y*
- -2.41%
JUVE.MI
- 1D
- 1.41%
- 1M
- 1.21%
- YTD
- -30.36%
- 6M
- -10.88%
- 1Y
- -37.53%
- 3Y*
- -14.83%
- 5Y*
- -19.94%
- 10Y*
- 0.30%
BVB.DE vs. JUVE.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BVB.DE Borussia Dortmund GmbH & Co KGaA | -6.36% | 7.02% | -11.14% | -2.81% | -14.65% | -18.21% | -38.18% | 11.28% | 30.93% | 17.60% |
JUVE.MI Juventus Football Club S.p.A. | -30.36% | -4.30% | 17.50% | -18.66% | -8.35% | -47.18% | -34.67% | 27.50% | 38.90% | 154.05% |
Correlation
The correlation between BVB.DE and JUVE.MI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2001 | 0.15 |
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Return for Risk
BVB.DE vs. JUVE.MI — Risk / Return Rank
BVB.DE
JUVE.MI
BVB.DE vs. JUVE.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Borussia Dortmund GmbH & Co KGaA (BVB.DE) and Juventus Football Club S.p.A. (JUVE.MI). 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.
| BVB.DE | JUVE.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.78 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.91 | +0.20 |
| Martin ratioReturn relative to average drawdown | -1.18 | -1.52 | +0.34 |
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
| BVB.DE | JUVE.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -1.13 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | -0.49 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.01 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.15 | +0.06 |
Drawdowns
BVB.DE vs. JUVE.MI - Drawdown Comparison
The maximum BVB.DE drawdown since its inception was -91.00%, roughly equal to the maximum JUVE.MI drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for BVB.DE and JUVE.MI.
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Drawdown Indicators
| BVB.DE | JUVE.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.00% | -88.72% | -2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -41.04% | +17.64% |
Max Drawdown (3Y)Largest decline over 3 years | -36.47% | -53.18% | +16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -55.91% | -73.00% | +17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -69.46% | -86.48% | +17.02% |
Current DrawdownCurrent decline from peak | -66.87% | -84.01% | +17.14% |
Average DrawdownAverage peak-to-trough decline | -58.53% | -63.31% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.15% | 24.68% | -10.53% |
Volatility
BVB.DE vs. JUVE.MI - Volatility Comparison
The current volatility for Borussia Dortmund GmbH & Co KGaA (BVB.DE) is 4.06%, while Juventus Football Club S.p.A. (JUVE.MI) has a volatility of 9.94%. This indicates that BVB.DE experiences smaller price fluctuations and is considered to be less risky than JUVE.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVB.DE | JUVE.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 9.94% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.10% | 27.75% | -14.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 33.08% | -15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.85% | 40.19% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.69% | 43.80% | -10.11% |
Dividends
BVB.DE vs. JUVE.MI - Dividend Comparison
BVB.DE's dividend yield for the trailing twelve months is around 1.94%, while JUVE.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVB.DE Borussia Dortmund GmbH & Co KGaA | 1.94% | 1.82% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 0.75% | 0.98% | 1.14% | 1.25% |
JUVE.MI Juventus Football Club S.p.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BVB.DE vs. JUVE.MI - Financials Comparison
This section allows you to compare key financial metrics between Borussia Dortmund GmbH & Co KGaA and Juventus Football Club S.p.A.. 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
Frequently Asked Questions
BVB.DE and JUVE.MI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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