BVB.DE vs. TKO

Last updated Jun 4, 2026

BVB.DE (Borussia Dortmund GmbH & Co KGaA) and TKO (TKO Group Holdings Inc.) are both stocks. Both operate in the Entertainment industry within the Communication Services sector. Over the past year, BVB.DE returned -15.87% vs 20.98% for TKO. At a 0.08 correlation, their price movements are largely independent.

Performance

BVB.DE vs. TKO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Borussia Dortmund GmbH & Co KGaA (BVB.DE) and TKO Group Holdings Inc. (TKO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BVB.DE is traded in EUR, while TKO is traded in USD. To make them comparable, the TKO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BVB.DE achieves a -6.36% return, which is significantly lower than TKO's -3.46% return.

BVB.DE

• 1D: 0.00%
• 1M: 0.65%
• YTD: -6.36%
• 6M: -6.51%
• 1Y: -15.87%
• 3Y*: -9.29%
• 5Y*: -11.84%
• 10Y*: -2.62%

TKO

• 1D: -2.73%
• 1M: 7.52%
• YTD: -3.46%
• 6M: 3.24%
• 1Y: 20.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BVB.DE vs. TKO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BVB.DE Borussia Dortmund GmbH & Co KGaA	-6.36%	7.02%	-11.14%	-13.77%
TKO TKO Group Holdings Inc.	-3.46%	31.25%	85.70%	-19.87%

Correlation

The correlation between BVB.DE and TKO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.08

Return for Risk

BVB.DE vs. TKO — Risk / Return Rank

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

BVB.DE

BVB.DE Risk / Return Rank: 12
BVB.DE Sharpe Ratio Rank: 7
BVB.DE Sortino Ratio Rank: 9
BVB.DE Omega Ratio Rank: 10
BVB.DE Calmar Ratio Rank: 17
BVB.DE Martin Ratio Rank: 17

TKO

TKO Risk / Return Rank: 62
TKO Sharpe Ratio Rank: 64
TKO Sortino Ratio Rank: 60
TKO Omega Ratio Rank: 58
TKO Calmar Ratio Rank: 65
TKO Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BVB.DE vs. TKO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Borussia Dortmund GmbH & Co KGaA (BVB.DE) and TKO Group Holdings Inc. (TKO). 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	TKO	Difference
Sharpe ratio: Return per unit of total volatility	-0.90	0.66	-1.56
Sortino ratio: Return per unit of downside risk	-1.17	1.17	-2.34
Omega ratio: Gain probability vs. loss probability	0.86	1.14	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.68	1.13	-1.81
Martin ratio: Return relative to average drawdown	-1.12	2.51	-3.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BVB.DE vs. TKO - Sharpe Ratio Comparison

The current BVB.DE Sharpe Ratio is -0.90, which is lower than the TKO Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BVB.DE and TKO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BVB.DE	TKO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.90	0.66	-1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.79	-0.88

Drawdowns

BVB.DE vs. TKO - Drawdown Comparison

The maximum BVB.DE drawdown since its inception was -91.00%, which is greater than TKO's maximum drawdown of -29.11%. Use the drawdown chart below to compare losses from any high point for BVB.DE and TKO.

Drawdown Indicators

	BVB.DE	TKO	Difference
Max Drawdown Largest peak-to-trough decline	-91.00%	-29.11%	-61.89%
Max Drawdown (1Y) Largest decline over 1 year	-23.40%	-18.62%	-4.78%
Max Drawdown (3Y) Largest decline over 3 years	-36.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-55.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.46%	—	—
Current Drawdown Current decline from peak	-66.87%	-10.74%	-56.13%
Average Drawdown Average peak-to-trough decline	-58.53%	-10.00%	-48.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.09%	8.37%	+5.72%

Volatility

BVB.DE vs. TKO - Volatility Comparison

The current volatility for Borussia Dortmund GmbH & Co KGaA (BVB.DE) is 4.21%, while TKO Group Holdings Inc. (TKO) has a volatility of 10.44%. This indicates that BVB.DE experiences smaller price fluctuations and is considered to be less risky than TKO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BVB.DE	TKO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	10.44%	-6.23%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	23.27%	-10.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.68%	31.95%	-14.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.86%	33.43%	-0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.70%	33.43%	+0.27%

Dividends

BVB.DE vs. TKO - Dividend Comparison

BVB.DE's dividend yield for the trailing twelve months is around 1.94%, more than TKO's 1.36% yield.

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%
TKO TKO Group Holdings Inc.	1.36%	1.10%	0.00%	4.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both BVB.DE and TKO in my portfolio?

BVB.DE and TKO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.