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DB vs. DBK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DB vs. DBK.DE - Performance Comparison

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

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DB vs. DBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DB
Deutsche Bank Aktiengesellschaft
-22.77%132.42%29.52%21.34%-5.86%14.68%40.10%-2.89%-56.72%18.96%
DBK.DE
Deutsche Bank Aktiengesellschaft
-25.27%130.88%30.59%24.31%-7.24%13.41%42.02%-1.13%-57.73%19.04%
Different Trading Currencies

DB is traded in USD, while DBK.DE is traded in EUR. To make them comparable, the DBK.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DB achieves a -22.77% return, which is significantly higher than DBK.DE's -25.27% return. Both investments have delivered pretty close results over the past 10 years, with DB having a 8.51% annualized return and DBK.DE not far behind at 8.32%.


DB

1D
4.90%
1M
-15.92%
YTD
-22.77%
6M
-15.90%
1Y
28.43%
3Y*
47.10%
5Y*
22.32%
10Y*
8.51%

DBK.DE

1D
1.40%
1M
-18.81%
YTD
-25.27%
6M
-17.29%
1Y
26.60%
3Y*
46.25%
5Y*
21.80%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DB vs. DBK.DE — Risk / Return Rank

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

DB
DB Risk / Return Rank: 6666
Overall Rank
DB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DB Sortino Ratio Rank: 6363
Sortino Ratio Rank
DB Omega Ratio Rank: 6363
Omega Ratio Rank
DB Calmar Ratio Rank: 6363
Calmar Ratio Rank
DB Martin Ratio Rank: 6969
Martin Ratio Rank

DBK.DE
DBK.DE Risk / Return Rank: 5757
Overall Rank
DBK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DBK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBK.DE Omega Ratio Rank: 5353
Omega Ratio Rank
DBK.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
DBK.DE Martin Ratio Rank: 6161
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.

DB vs. DBK.DE - Risk-Adjusted Trends Comparison

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


DBDBK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.75

+0.06

Sortino ratio

Return per unit of downside risk

1.27

1.20

+0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.94

0.84

+0.09

Martin ratio

Return relative to average drawdown

3.08

2.67

+0.41

DB vs. DBK.DE - Sharpe Ratio Comparison

The current DB Sharpe Ratio is 0.80, which is comparable to the DBK.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DB and DBK.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


DBDBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.75

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.57

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.09

+0.11

Correlation

The correlation between DB and DBK.DE is 0.83, 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.


Dividends

DB vs. DBK.DE - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 2.58%, less than DBK.DE's 2.71% yield.


TTM20252024202320222021202020192018201720162015
DB
Deutsche Bank Aktiengesellschaft
2.58%1.99%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.00%0.00%3.11%
DBK.DE
Deutsche Bank Aktiengesellschaft
2.71%2.05%2.70%2.43%1.89%0.00%0.00%1.59%1.58%1.20%0.00%3.33%

Drawdowns

DB vs. DBK.DE - Drawdown Comparison

The maximum DB drawdown since its inception was -94.73%, roughly equal to the maximum DBK.DE drawdown of -93.89%. Use the drawdown chart below to compare losses from any high point for DB and DBK.DE.


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Drawdown Indicators


DBDBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-94.73%

-92.61%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.66%

-26.77%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-54.19%

-46.36%

-7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-71.97%

-71.17%

-0.80%

Current Drawdown

Current decline from peak

-68.07%

-57.51%

-10.56%

Average Drawdown

Average peak-to-trough decline

-53.60%

-48.71%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.01%

8.56%

+0.45%

Volatility

DB vs. DBK.DE - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 12.65% compared to Deutsche Bank Aktiengesellschaft (DBK.DE) at 11.32%. This indicates that DB's price experiences larger fluctuations and is considered to be riskier than DBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBDBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.65%

11.32%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

23.41%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

35.64%

35.54%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.40%

37.70%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.36%

39.97%

+0.39%

Financials

DB vs. DBK.DE - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Deutsche Bank Aktiengesellschaft. 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. DB values in USD, DBK.DE values in EUR