DB vs. BAM
DB (Deutsche Bank Aktiengesellschaft) and BAM (Brookfield Asset Management Ltd.) are both stocks. Both are in the Financial Services sector — DB in Banks - Regional, BAM in Asset Management. Over the past 3 years, DB returned 50.89%/yr vs 16.64%/yr for BAM. At a 0.47 correlation, their price movements are largely independent.
Performance
DB vs. BAM - Performance Comparison
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Returns By Period
In the year-to-date period, DB achieves a -10.46% return, which is significantly lower than BAM's -8.16% return.
DB
- 1D
- 3.42%
- 1M
- 11.73%
- YTD
- -10.46%
- 6M
- -7.47%
- 1Y
- 25.36%
- 3Y*
- 50.89%
- 5Y*
- 22.12%
- 10Y*
- 11.76%
BAM
- 1D
- 1.09%
- 1M
- -0.63%
- YTD
- -8.16%
- 6M
- -10.55%
- 1Y
- -10.49%
- 3Y*
- 16.64%
- 5Y*
- —
- 10Y*
- —
DB vs. BAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DB Deutsche Bank Aktiengesellschaft | -10.46% | 132.42% | 29.52% | 21.34% | 8.07% |
BAM Brookfield Asset Management Ltd. | -8.16% | -0.24% | 39.70% | 45.61% | -10.80% |
Correlation
The correlation between DB and BAM is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.47 |
Fundamentals
DB:
€4.47
BAM:
$1.55
DB:
6.45
BAM:
30.39
DB:
0.11
BAM:
0.05
DB:
0.86
BAM:
15.08
DB:
€53.12B
BAM:
$5.08B
DB:
€30.48B
BAM:
$3.26B
DB:
€9.93B
BAM:
$2.35B
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Return for Risk
DB vs. BAM — Risk / Return Rank
DB
BAM
DB vs. BAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and Brookfield Asset Management Ltd. (BAM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DB | BAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.95 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | -0.43 | +1.18 |
| Martin ratioReturn relative to average drawdown | 1.77 | -0.77 | +2.55 |
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Drawdowns
DB vs. BAM - Drawdown Comparison
The maximum DB drawdown since its inception was -94.73%, which is greater than BAM's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for DB and BAM.
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Drawdown Indicators
| DB | BAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.73% | -30.37% | -64.36% |
Max Drawdown (1Y)Largest decline over 1 year | -29.66% | -30.37% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -29.66% | -30.37% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -54.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.97% | — | — |
Current DrawdownCurrent decline from peak | -62.98% | -22.66% | -40.32% |
Average DrawdownAverage peak-to-trough decline | -53.67% | -8.86% | -44.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.63% | 16.80% | -4.17% |
Volatility
DB vs. BAM - Volatility Comparison
Deutsche Bank Aktiengesellschaft (DB) and Brookfield Asset Management Ltd. (BAM) have volatilities of 11.24% and 10.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DB | BAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.24% | 10.83% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 25.84% | 22.75% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.34% | 29.82% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.49% | 30.18% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.23% | 30.18% | +10.05% |
Dividends
DB vs. BAM - Dividend Comparison
DB's dividend yield for the trailing twelve months is around 3.50%, less than BAM's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.99% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DB Deutsche Bank Aktiengesellschaft | 3.50% | 1.99% | 2.87% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.00% | 0.00% | 3.11% |
Financials
DB vs. BAM - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Brookfield Asset Management Ltd.. 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
DB vs. BAM - Profitability Comparison
DB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.
BAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Ltd. reported a gross profit of 0.00 and revenue of 1.34B. Therefore, the gross margin over that period was 0.0%.
DB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.
BAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Ltd. reported an operating income of 0.00 and revenue of 1.34B, resulting in an operating margin of 0.0%.
DB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.
BAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Asset Management Ltd. reported a net income of 617.00M and revenue of 1.34B, resulting in a net margin of 46.1%.
Frequently Asked Questions
DB and BAM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DB has higher volatility (11.24%) compared to BAM (10.83%). In terms of maximum drawdown, DB dropped -94.73% vs BAM's -30.37%.
DB currently has the higher Sharpe Ratio (0.67 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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