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DB vs. BBVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DB and BBVA is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DB vs. BBVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Bank Aktiengesellschaft (DB) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.43%
2.54%
DB
BBVA

Key characteristics

Sharpe Ratio

DB:

1.00

BBVA:

0.57

Sortino Ratio

DB:

1.48

BBVA:

0.90

Omega Ratio

DB:

1.20

BBVA:

1.12

Calmar Ratio

DB:

0.36

BBVA:

0.93

Martin Ratio

DB:

4.89

BBVA:

1.70

Ulcer Index

DB:

6.35%

BBVA:

10.21%

Daily Std Dev

DB:

30.99%

BBVA:

30.56%

Max Drawdown

DB:

-94.17%

BBVA:

-80.19%

Current Drawdown

DB:

-80.46%

BBVA:

-15.00%

Fundamentals

Market Cap

DB:

$33.14B

BBVA:

$59.05B

EPS

DB:

$2.01

BBVA:

$1.68

PE Ratio

DB:

8.34

BBVA:

6.06

PEG Ratio

DB:

7.75

BBVA:

1.43

Total Revenue (TTM)

DB:

$48.62B

BBVA:

$45.48B

Gross Profit (TTM)

DB:

$56.71B

BBVA:

$45.48B

EBITDA (TTM)

DB:

$11.26B

BBVA:

$5.95B

Returns By Period

In the year-to-date period, DB achieves a 28.61% return, which is significantly higher than BBVA's 13.66% return. Over the past 10 years, DB has underperformed BBVA with an annualized return of -3.34%, while BBVA has yielded a comparatively higher 5.34% annualized return.


DB

YTD

28.61%

1M

0.95%

6M

9.44%

1Y

28.89%

5Y*

18.80%

10Y*

-3.34%

BBVA

YTD

13.66%

1M

-0.62%

6M

2.54%

1Y

14.80%

5Y*

18.36%

10Y*

5.34%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DB vs. BBVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA). 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.


Sharpe ratio
The chart of Sharpe ratio for DB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.000.57
The chart of Sortino ratio for DB, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.480.90
The chart of Omega ratio for DB, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.12
The chart of Calmar ratio for DB, currently valued at 0.36, compared to the broader market0.002.004.006.000.360.93
The chart of Martin ratio for DB, currently valued at 4.89, compared to the broader market-5.000.005.0010.0015.0020.0025.004.891.70
DB
BBVA

The current DB Sharpe Ratio is 1.00, which is higher than the BBVA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DB and BBVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.00
0.57
DB
BBVA

Dividends

DB vs. BBVA - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 2.89%, less than BBVA's 7.74% yield.


TTM20232022202120202019201820172016201520142013
DB
Deutsche Bank Aktiengesellschaft
2.89%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.86%3.65%2.25%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.74%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%4.46%

Drawdowns

DB vs. BBVA - Drawdown Comparison

The maximum DB drawdown since its inception was -94.17%, which is greater than BBVA's maximum drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for DB and BBVA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.46%
-15.00%
DB
BBVA

Volatility

DB vs. BBVA - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 8.47% compared to Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) at 7.82%. This indicates that DB's price experiences larger fluctuations and is considered to be riskier than BBVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.47%
7.82%
DB
BBVA

Financials

DB vs. BBVA - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Banco Bilbao Vizcaya Argentaria, S.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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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