CBK.DE vs. HEI.DE
Compare and contrast key facts about Commerzbank AG (CBK.DE) and HeidelbergCement AG (HEI.DE).
Performance
CBK.DE vs. HEI.DE - Performance Comparison
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CBK.DE vs. HEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | -10.69% | 135.54% | 49.90% | 24.42% | 32.10% | 27.02% | 1.79% | -1.84% | -53.75% | 72.58% |
HEI.DE HeidelbergCement AG | -18.14% | 90.23% | 51.95% | 57.82% | -6.17% | 0.05% | 0.66% | 25.47% | -39.48% | 3.70% |
Returns By Period
In the year-to-date period, CBK.DE achieves a -10.69% return, which is significantly higher than HEI.DE's -18.14% return. Over the past 10 years, CBK.DE has outperformed HEI.DE with an annualized return of 17.79%, while HEI.DE has yielded a comparatively lower 12.82% annualized return.
CBK.DE
- 1D
- 4.71%
- 1M
- -3.15%
- YTD
- -10.69%
- 6M
- -0.80%
- 1Y
- 46.88%
- 3Y*
- 52.88%
- 5Y*
- 45.92%
- 10Y*
- 17.79%
HEI.DE
- 1D
- 2.35%
- 1M
- -0.57%
- YTD
- -18.14%
- 6M
- -4.62%
- 1Y
- 15.32%
- 3Y*
- 43.55%
- 5Y*
- 22.79%
- 10Y*
- 12.82%
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Return for Risk
CBK.DE vs. HEI.DE — Risk / Return Rank
CBK.DE
HEI.DE
CBK.DE vs. HEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commerzbank AG (CBK.DE) and HeidelbergCement AG (HEI.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.
| CBK.DE | HEI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.43 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.81 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.39 | +1.72 |
Martin ratioReturn relative to average drawdown | 4.33 | 1.27 | +3.07 |
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
| CBK.DE | HEI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.43 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.75 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.43 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.19 | -0.23 |
Correlation
The correlation between CBK.DE and HEI.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CBK.DE vs. HEI.DE - Dividend Comparison
CBK.DE's dividend yield for the trailing twelve months is around 2.02%, more than HEI.DE's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | 2.02% | 1.80% | 2.23% | 1.86% | 0.00% | 0.00% | 3.80% | 3.63% | 0.00% | 0.00% | 2.76% | 0.00% |
HEI.DE HeidelbergCement AG | 1.81% | 1.48% | 2.51% | 3.21% | 4.50% | 3.70% | 4.57% | 3.23% | 3.56% | 1.77% | 1.47% | 0.99% |
Drawdowns
CBK.DE vs. HEI.DE - Drawdown Comparison
The maximum CBK.DE drawdown since its inception was -98.50%, which is greater than HEI.DE's maximum drawdown of -83.06%. Use the drawdown chart below to compare losses from any high point for CBK.DE and HEI.DE.
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Drawdown Indicators
| CBK.DE | HEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -83.06% | -15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -21.91% | -32.64% | +10.73% |
Max Drawdown (5Y)Largest decline over 5 years | -38.73% | -46.89% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -77.53% | -66.62% | -10.91% |
Current DrawdownCurrent decline from peak | -81.49% | -23.62% | -57.87% |
Average DrawdownAverage peak-to-trough decline | -64.02% | -31.22% | -32.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.65% | 10.05% | +0.60% |
Volatility
CBK.DE vs. HEI.DE - Volatility Comparison
Commerzbank AG (CBK.DE) has a higher volatility of 15.61% compared to HeidelbergCement AG (HEI.DE) at 11.25%. This indicates that CBK.DE's price experiences larger fluctuations and is considered to be riskier than HEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBK.DE | HEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.61% | 11.25% | +4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 26.18% | 26.88% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.88% | 35.51% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.86% | 30.11% | +9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.69% | 29.89% | +11.80% |
Financials
CBK.DE vs. HEI.DE - Financials Comparison
This section allows you to compare key financial metrics between Commerzbank AG and HeidelbergCement 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.
Total Revenue: Total amount of money received from sales and other business activities