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

Correlation

The correlation between DB and BCS is 0.58, 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

DB vs. BCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Bank Aktiengesellschaft (DB) and Barclays PLC (BCS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DB:

1.82

BCS:

1.79

Sortino Ratio

DB:

2.38

BCS:

2.23

Omega Ratio

DB:

1.33

BCS:

1.30

Calmar Ratio

DB:

0.77

BCS:

0.91

Martin Ratio

DB:

11.04

BCS:

12.93

Ulcer Index

DB:

5.83%

BCS:

4.84%

Daily Std Dev

DB:

37.24%

BCS:

36.10%

Max Drawdown

DB:

-94.18%

BCS:

-94.39%

Current Drawdown

DB:

-67.89%

BCS:

-46.25%

Fundamentals

Market Cap

DB:

$54.63B

BCS:

$62.00B

EPS

DB:

$1.83

BCS:

$1.99

PE Ratio

DB:

15.23

BCS:

8.75

PEG Ratio

DB:

3.36

BCS:

1.37

PS Ratio

DB:

1.89

BCS:

2.49

PB Ratio

DB:

0.60

BCS:

0.62

Total Revenue (TTM)

DB:

$40.44B

BCS:

$26.99B

Gross Profit (TTM)

DB:

$48.53B

BCS:

$26.99B

EBITDA (TTM)

DB:

$11.92B

BCS:

-$410.00M

Returns By Period

In the year-to-date period, DB achieves a 63.46% return, which is significantly higher than BCS's 33.41% return. Over the past 10 years, DB has underperformed BCS with an annualized return of 0.94%, while BCS has yielded a comparatively higher 3.47% annualized return.


DB

YTD

63.46%

1M

18.75%

6M

64.13%

1Y

63.17%

3Y*

44.52%

5Y*

33.91%

10Y*

0.94%

BCS

YTD

33.41%

1M

18.34%

6M

34.21%

1Y

61.47%

3Y*

36.28%

5Y*

32.68%

10Y*

3.47%

*Annualized

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Deutsche Bank Aktiengesellschaft

Barclays PLC

Risk-Adjusted Performance

DB vs. BCS — Risk-Adjusted Performance Rank

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

DB
The Risk-Adjusted Performance Rank of DB is 9090
Overall Rank
The Sharpe Ratio Rank of DB is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of DB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DB is 9696
Martin Ratio Rank

BCS
The Risk-Adjusted Performance Rank of BCS is 9090
Overall Rank
The Sharpe Ratio Rank of BCS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DB vs. BCS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and Barclays PLC (BCS). 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.


The current DB Sharpe Ratio is 1.82, which is comparable to the BCS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of DB and BCS, 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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Dividends

DB vs. BCS - Dividend Comparison

DB has not paid dividends to shareholders, while BCS's dividend yield for the trailing twelve months is around 2.43%.


TTM20242023202220212020201920182017201620152014
DB
Deutsche Bank Aktiengesellschaft
0.00%2.87%2.39%1.83%0.00%0.00%1.58%1.57%1.12%0.00%3.45%3.26%
BCS
Barclays PLC
2.43%3.13%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%

Drawdowns

DB vs. BCS - Drawdown Comparison

The maximum DB drawdown since its inception was -94.18%, roughly equal to the maximum BCS drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for DB and BCS. For additional features, visit the drawdowns tool.


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Volatility

DB vs. BCS - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) and Barclays PLC (BCS) have volatilities of 7.41% and 7.30%, 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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Financials

DB vs. BCS - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Barclays PLC. 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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B18.00B20212022202320242025
8.54B
7.71B
(DB) Total Revenue
(BCS) Total Revenue
Values in USD except per share items