CBK.DE vs. SCGLY
CBK.DE (Commerzbank AG) and SCGLY (Societe Generale ADR) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, CBK.DE returned 19.67%/yr vs 12.84%/yr for SCGLY. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
CBK.DE vs. SCGLY - Performance Comparison
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Different Trading Currencies
CBK.DE is traded in EUR, while SCGLY is traded in USD. To make them comparable, the SCGLY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CBK.DE achieves a 3.94% return, which is significantly higher than SCGLY's 3.01% return. Over the past 10 years, CBK.DE has outperformed SCGLY with an annualized return of 19.67%, while SCGLY has yielded a comparatively lower 12.84% annualized return.
CBK.DE
- 1D
- -2.04%
- 1M
- 10.29%
- YTD
- 3.94%
- 6M
- 11.74%
- 1Y
- 39.43%
- 3Y*
- 60.36%
- 5Y*
- 42.86%
- 10Y*
- 19.67%
SCGLY
- 1D
- -0.95%
- 1M
- 8.57%
- YTD
- 3.01%
- 6M
- 16.48%
- 1Y
- 47.26%
- 3Y*
- 48.98%
- 5Y*
- 26.54%
- 10Y*
- 12.84%
CBK.DE vs. SCGLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | 3.94% | 135.54% | 49.90% | 24.42% | 32.10% | 27.02% | 1.79% | -1.84% | -53.75% | 72.58% |
SCGLY Societe Generale ADR | 3.01% | 160.39% | 15.92% | 12.87% | -18.82% | 83.14% | -45.39% | 24.58% | -32.65% | 1.27% |
Correlation
The correlation between CBK.DE and SCGLY is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.54 |
The correlation between CBK.DE and SCGLY shifts across timeframes, from 0.49 (3 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBK.DE vs. SCGLY — Risk / Return Rank
CBK.DE
SCGLY
CBK.DE vs. SCGLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commerzbank AG (CBK.DE) and Societe Generale ADR (SCGLY). 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 | SCGLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.18 | -0.38 |
| Martin ratioReturn relative to average drawdown | 3.58 | 6.41 | -2.84 |
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 | SCGLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.39 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.76 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.33 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.02 | -0.05 |
Drawdowns
CBK.DE vs. SCGLY - Drawdown Comparison
The maximum CBK.DE drawdown since its inception was -98.50%, which is greater than SCGLY's maximum drawdown of -87.45%. Use the drawdown chart below to compare losses from any high point for CBK.DE and SCGLY.
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Drawdown Indicators
| CBK.DE | SCGLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -87.45% | -11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -21.91% | -21.81% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -26.17% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -38.73% | -45.98% | +7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -77.53% | -74.86% | -2.67% |
Current DrawdownCurrent decline from peak | -78.46% | -8.29% | -70.17% |
Average DrawdownAverage peak-to-trough decline | -64.10% | -60.99% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 7.39% | +3.60% |
Volatility
CBK.DE vs. SCGLY - Volatility Comparison
The current volatility for Commerzbank AG (CBK.DE) is 8.09%, while Societe Generale ADR (SCGLY) has a volatility of 9.57%. This indicates that CBK.DE experiences smaller price fluctuations and is considered to be less risky than SCGLY 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 | SCGLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 9.57% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 26.54% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.14% | 34.24% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.96% | 35.20% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.65% | 39.14% | +2.51% |
Dividends
CBK.DE vs. SCGLY - Dividend Comparison
CBK.DE's dividend yield for the trailing twelve months is around 3.02%, more than SCGLY's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | 3.02% | 1.80% | 2.23% | 1.86% | 0.00% | 0.00% | 3.80% | 3.63% | 0.00% | 0.00% | 2.76% | 0.00% |
SCGLY Societe Generale ADR | 2.34% | 2.42% | 3.43% | 6.76% | 6.98% | 1.90% | 0.00% | 7.15% | 8.65% | 9.50% | 9.53% | 2.82% |
Financials
CBK.DE vs. SCGLY - Financials Comparison
This section allows you to compare key financial metrics between Commerzbank AG and Societe Generale ADR. 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
CBK.DE and SCGLY have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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