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

Correlation

The correlation between DB and BCS is 0.69, 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.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.66%
25.33%
DB
BCS

Key characteristics

Sharpe Ratio

DB:

1.07

BCS:

2.49

Sortino Ratio

DB:

1.55

BCS:

3.16

Omega Ratio

DB:

1.21

BCS:

1.41

Calmar Ratio

DB:

0.38

BCS:

0.97

Martin Ratio

DB:

5.20

BCS:

18.04

Ulcer Index

DB:

6.34%

BCS:

4.28%

Daily Std Dev

DB:

30.97%

BCS:

30.99%

Max Drawdown

DB:

-94.17%

BCS:

-94.39%

Current Drawdown

DB:

-80.24%

BCS:

-60.93%

Fundamentals

Market Cap

DB:

$33.14B

BCS:

$49.21B

EPS

DB:

$2.01

BCS:

$1.41

PE Ratio

DB:

8.34

BCS:

9.70

PEG Ratio

DB:

7.75

BCS:

1.24

Total Revenue (TTM)

DB:

$48.62B

BCS:

$26.15B

Gross Profit (TTM)

DB:

$56.71B

BCS:

$26.15B

EBITDA (TTM)

DB:

$11.26B

BCS:

-$1.08B

Returns By Period

In the year-to-date period, DB achieves a 30.05% return, which is significantly lower than BCS's 71.38% return. Over the past 10 years, DB has underperformed BCS with an annualized return of -3.21%, while BCS has yielded a comparatively higher 1.65% annualized return.


DB

YTD

30.05%

1M

1.97%

6M

8.35%

1Y

32.50%

5Y*

19.08%

10Y*

-3.21%

BCS

YTD

71.38%

1M

-1.22%

6M

22.06%

1Y

76.07%

5Y*

10.83%

10Y*

1.65%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DB, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.072.49
The chart of Sortino ratio for DB, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.553.16
The chart of Omega ratio for DB, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.41
The chart of Calmar ratio for DB, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.97
The chart of Martin ratio for DB, currently valued at 5.20, compared to the broader market0.0010.0020.005.2018.04
DB
BCS

The current DB Sharpe Ratio is 1.07, which is lower than the BCS Sharpe Ratio of 2.49. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.07
2.49
DB
BCS

Dividends

DB vs. BCS - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 2.86%, less than BCS's 3.22% yield.


TTM20232022202120202019201820172016201520142013
DB
Deutsche Bank Aktiengesellschaft
2.86%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.86%3.65%2.25%
BCS
Barclays PLC
3.22%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%2.09%

Drawdowns

DB vs. BCS - Drawdown Comparison

The maximum DB drawdown since its inception was -94.17%, 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.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-80.24%
-60.93%
DB
BCS

Volatility

DB vs. BCS - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 8.38% compared to Barclays PLC (BCS) at 7.43%. This indicates that DB's price experiences larger fluctuations and is considered to be riskier than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.38%
7.43%
DB
BCS

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


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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