CBK.DE vs. UCG.MI
Compare and contrast key facts about Commerzbank AG (CBK.DE) and UniCredit S.p.A. (UCG.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBK.DE or UCG.MI.
Key characteristics
| CBK.DE | UCG.MI | |
|---|---|---|
| YTD Return | 50.67% | 74.35% |
| 1Y Return | 47.05% | 73.43% |
| 3Y Return (Ann) | 31.98% | 59.76% |
| 5Y Return (Ann) | 27.25% | 33.50% |
| 10Y Return (Ann) | 4.76% | 8.29% |
| Sharpe Ratio | 1.35 | 2.70 |
| Sortino Ratio | 2.15 | 3.27 |
| Omega Ratio | 1.28 | 1.48 |
| Calmar Ratio | 0.46 | 0.89 |
| Martin Ratio | 5.41 | 17.85 |
| Ulcer Index | 8.11% | 4.09% |
| Daily Std Dev | 32.40% | 26.90% |
| Max Drawdown | -98.53% | -96.00% |
| Current Drawdown | -91.35% | -67.33% |
Fundamentals
| CBK.DE | UCG.MI | |
|---|---|---|
| Market Cap | €18.66B | €62.35B |
| EPS | €1.77 | €5.81 |
| PE Ratio | 8.90 | 6.90 |
| PEG Ratio | 4.81 | 73.83 |
| Total Revenue (TTM) | €22.01B | €18.52B |
| Gross Profit (TTM) | €18.93B | €5.84B |
| EBITDA (TTM) | €657.00M | €2.58B |
Correlation
The correlation between CBK.DE and UCG.MI is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CBK.DE vs. UCG.MI - Performance Comparison
In the year-to-date period, CBK.DE achieves a 50.67% return, which is significantly lower than UCG.MI's 74.35% return. Over the past 10 years, CBK.DE has underperformed UCG.MI with an annualized return of 4.76%, while UCG.MI has yielded a comparatively higher 8.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CBK.DE vs. UCG.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Commerzbank AG (CBK.DE) and UniCredit S.p.A. (UCG.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.
Dividends
CBK.DE vs. UCG.MI - Dividend Comparison
CBK.DE's dividend yield for the trailing twelve months is around 2.21%, less than UCG.MI's 4.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | 2.21% | 1.86% | 0.00% | 0.00% | 3.80% | 3.63% | 0.00% | 0.00% | 2.76% | 0.00% | 0.00% | 0.00% |
UCG.MI UniCredit S.p.A. | 4.44% | 4.02% | 4.05% | 0.89% | 8.24% | 2.07% | 3.23% | 0.00% | 4.39% | 2.34% | 2.06% | 1.67% |
Drawdowns
CBK.DE vs. UCG.MI - Drawdown Comparison
The maximum CBK.DE drawdown since its inception was -98.53%, roughly equal to the maximum UCG.MI drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for CBK.DE and UCG.MI. For additional features, visit the drawdowns tool.
Volatility
CBK.DE vs. UCG.MI - Volatility Comparison
The current volatility for Commerzbank AG (CBK.DE) is 7.18%, while UniCredit S.p.A. (UCG.MI) has a volatility of 9.21%. This indicates that CBK.DE experiences smaller price fluctuations and is considered to be less risky than UCG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CBK.DE vs. UCG.MI - Financials Comparison
This section allows you to compare key financial metrics between Commerzbank AG and UniCredit 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