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DANSKE.CO vs. CBK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DANSKE.CO vs. CBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Danske Bank A/S (DANSKE.CO) and Commerzbank AG (CBK.DE). The values are adjusted to include any dividend payments, if applicable.

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DANSKE.CO vs. CBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DANSKE.CO
Danske Bank A/S
7.83%66.46%25.31%37.20%23.71%14.09%-6.63%-10.71%-44.37%17.06%
CBK.DE
Commerzbank AG
-10.27%135.86%49.96%24.82%32.03%26.99%1.32%-1.76%-53.65%72.95%
Different Trading Currencies

DANSKE.CO is traded in DKK, while CBK.DE is traded in EUR. To make them comparable, the CBK.DE values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, DANSKE.CO achieves a 7.83% return, which is significantly higher than CBK.DE's -10.27% return. Over the past 10 years, DANSKE.CO has underperformed CBK.DE with an annualized return of 10.69%, while CBK.DE has yielded a comparatively higher 17.88% annualized return.


DANSKE.CO

1D
2.15%
1M
6.16%
YTD
7.83%
6M
25.20%
1Y
50.48%
3Y*
45.34%
5Y*
29.43%
10Y*
10.69%

CBK.DE

1D
5.15%
1M
2.26%
YTD
-10.27%
6M
0.52%
1Y
47.10%
3Y*
53.24%
5Y*
46.18%
10Y*
17.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DANSKE.CO vs. CBK.DE — Risk / Return Rank

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

DANSKE.CO
DANSKE.CO Risk / Return Rank: 8787
Overall Rank
DANSKE.CO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DANSKE.CO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DANSKE.CO Omega Ratio Rank: 8888
Omega Ratio Rank
DANSKE.CO Calmar Ratio Rank: 8282
Calmar Ratio Rank
DANSKE.CO Martin Ratio Rank: 9090
Martin Ratio Rank

CBK.DE
CBK.DE Risk / Return Rank: 7474
Overall Rank
CBK.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CBK.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CBK.DE Omega Ratio Rank: 6969
Omega Ratio Rank
CBK.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
CBK.DE Martin Ratio Rank: 7373
Martin Ratio Rank
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.

DANSKE.CO vs. CBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Danske Bank A/S (DANSKE.CO) and Commerzbank AG (CBK.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.


DANSKE.COCBK.DEDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.24

+0.74

Sortino ratio

Return per unit of downside risk

2.42

1.79

+0.62

Omega ratio

Gain probability vs. loss probability

1.37

1.22

+0.16

Calmar ratio

Return relative to maximum drawdown

2.61

2.16

+0.45

Martin ratio

Return relative to average drawdown

11.50

4.43

+7.07

DANSKE.CO vs. CBK.DE - Sharpe Ratio Comparison

The current DANSKE.CO Sharpe Ratio is 1.98, which is higher than the CBK.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DANSKE.CO and CBK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DANSKE.COCBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.24

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

1.14

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.42

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.17

+0.50

Correlation

The correlation between DANSKE.CO and CBK.DE is 0.51, 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.


Dividends

DANSKE.CO vs. CBK.DE - Dividend Comparison

DANSKE.CO's dividend yield for the trailing twelve months is around 7.12%, more than CBK.DE's 2.02% yield.


TTM20252024202320222021202020192018201720162015
DANSKE.CO
Danske Bank A/S
7.12%4.61%10.55%3.88%1.46%1.77%0.00%7.88%7.76%3.73%3.73%2.97%
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%

Drawdowns

DANSKE.CO vs. CBK.DE - Drawdown Comparison

The maximum DANSKE.CO drawdown since its inception was -86.74%, smaller than the maximum CBK.DE drawdown of -98.48%. Use the drawdown chart below to compare losses from any high point for DANSKE.CO and CBK.DE.


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Drawdown Indicators


DANSKE.COCBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.74%

-98.50%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-21.91%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-38.73%

+8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-70.59%

-77.53%

+6.94%

Current Drawdown

Current decline from peak

-0.16%

-81.49%

+81.33%

Average Drawdown

Average peak-to-trough decline

-23.33%

-64.02%

+40.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

10.65%

-6.77%

Volatility

DANSKE.CO vs. CBK.DE - Volatility Comparison

The current volatility for Danske Bank A/S (DANSKE.CO) is 8.02%, while Commerzbank AG (CBK.DE) has a volatility of 15.74%. This indicates that DANSKE.CO experiences smaller price fluctuations and is considered to be less risky than CBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DANSKE.COCBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

15.74%

-7.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

26.26%

-10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

38.94%

-13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.01%

39.88%

-12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

41.75%

-13.83%

Financials

DANSKE.CO vs. CBK.DE - Financials Comparison

This section allows you to compare key financial metrics between Danske Bank A/S and Commerzbank 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. DANSKE.CO values in DKK, CBK.DE values in EUR