DB vs. EOSE

Last updated Jun 13, 2026

DB (Deutsche Bank Aktiengesellschaft) and EOSE (Eos Energy Enterprises Inc) are both stocks. DB operates in Banks - Regional (Financial Services), while EOSE operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, DB returned 22.12%/yr vs -21.15%/yr for EOSE. At a 0.18 correlation, their price movements are largely independent.

Performance

DB vs. EOSE - Performance Comparison

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

Returns By Period

In the year-to-date period, DB achieves a -10.46% return, which is significantly higher than EOSE's -47.12% 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%

EOSE

• 1D: -2.26%
• 1M: -22.95%
• YTD: -47.12%
• 6M: -59.16%
• 1Y: 50.37%
• 3Y*: 23.72%
• 5Y*: -21.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DB vs. EOSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DB Deutsche Bank Aktiengesellschaft	-10.46%	132.42%	29.52%	21.34%	-5.86%	14.68%	22.47%
EOSE Eos Energy Enterprises Inc	-47.12%	135.80%	345.87%	-26.35%	-80.32%	-63.92%	112.65%

Correlation

The correlation between DB and EOSE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.18

Fundamentals

EPS DB : €4.47 EOSE : -$1.45
PS Ratio DB : 0.86 EOSE : 12.40
Total Revenue (TTM) DB : €53.12B EOSE : $160.71M
Gross Profit (TTM) DB : €30.48B EOSE : -$163.73M
EBITDA (TTM) DB : €9.93B EOSE : -$858.77M

Return for Risk

DB vs. EOSE — Risk / Return Rank

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

DB

DB Risk / Return Rank: 60
DB Sharpe Ratio Rank: 66
DB Sortino Ratio Rank: 60
DB Omega Ratio Rank: 57
DB Calmar Ratio Rank: 59
DB Martin Ratio Rank: 60

EOSE

EOSE Risk / Return Rank: 60
EOSE Sharpe Ratio Rank: 58
EOSE Sortino Ratio Rank: 66
EOSE Omega Ratio Rank: 64
EOSE Calmar Ratio Rank: 57
EOSE Martin Ratio Rank: 56

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. EOSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and Eos Energy Enterprises Inc (EOSE). 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	EOSE	Difference
Sharpe ratio: Return per unit of total volatility	0.67	0.40	+0.27
Sortino ratio: Return per unit of downside risk	1.14	1.42	-0.28
Omega ratio: Gain probability vs. loss probability	1.14	1.17	-0.04
Calmar ratio: Return relative to maximum drawdown	0.76	0.60	+0.16
Martin ratio: Return relative to average drawdown	1.77	1.16	+0.62

DB vs. EOSE - Sharpe Ratio Comparison

The current DB Sharpe Ratio is 0.67, which is higher than the EOSE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DB and EOSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DB vs. EOSE - Drawdown Comparison

The maximum DB drawdown since its inception was -94.73%, roughly equal to the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for DB and EOSE.

Drawdown Indicators

	DB	EOSE	Difference
Max Drawdown Largest peak-to-trough decline	-94.73%	-97.88%	+3.15%
Max Drawdown (1Y) Largest decline over 1 year	-29.66%	-77.10%	+47.44%
Max Drawdown (3Y) Largest decline over 3 years	-29.66%	-87.18%	+57.52%
Max Drawdown (5Y) Largest decline over 5 years	-54.19%	-96.77%	+42.58%
Max Drawdown (10Y) Largest decline over 10 years	-71.97%	—	—
Current Drawdown Current decline from peak	-62.98%	-80.09%	+17.11%
Average Drawdown Average peak-to-trough decline	-53.67%	-72.37%	+18.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.63%	39.66%	-27.03%

Volatility

DB vs. EOSE - Volatility Comparison

The current volatility for Deutsche Bank Aktiengesellschaft (DB) is 11.24%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 31.08%. This indicates that DB experiences smaller price fluctuations and is considered to be less risky than EOSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DB	EOSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.24%	31.08%	-19.84%
Volatility (6M) Calculated over the trailing 6-month period	25.84%	91.90%	-66.06%
Volatility (1Y) Calculated over the trailing 1-year period	33.34%	115.13%	-81.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.49%	117.06%	-79.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.23%	112.92%	-72.69%

Dividends

DB vs. EOSE - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 3.50%, while EOSE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EOSE Eos Energy Enterprises Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both DB and EOSE in my portfolio?

DB and EOSE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DB or EOSE?

EOSE has higher volatility (31.08%) compared to DB (11.24%). In terms of maximum drawdown, DB dropped -94.73% vs EOSE's -97.88%.

Which has better risk-adjusted returns?

DB currently has the higher Sharpe Ratio (0.67 vs 0.40), 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.