DB vs. MORN
DB (Deutsche Bank Aktiengesellschaft) and MORN (Morningstar, Inc.) are both stocks. Both are in the Financial Services sector — DB in Banks - Regional, MORN in Financial Data & Stock Exchanges. Over the past 10 years, DB returned 10.35%/yr vs 9.12%/yr for MORN. At a 0.34 correlation, their price movements are largely independent.
Performance
DB vs. MORN - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DB having a -15.73% return and MORN slightly lower at -16.03%. Over the past 10 years, DB has outperformed MORN with an annualized return of 10.35%, while MORN has yielded a comparatively lower 9.12% annualized return.
DB
- 1D
- -0.51%
- 1M
- 1.32%
- YTD
- -15.73%
- 6M
- -11.29%
- 1Y
- 15.51%
- 3Y*
- 47.97%
- 5Y*
- 19.93%
- 10Y*
- 10.35%
MORN
- 1D
- -2.29%
- 1M
- 2.72%
- YTD
- -16.03%
- 6M
- -15.94%
- 1Y
- -41.38%
- 3Y*
- -3.23%
- 5Y*
- -4.16%
- 10Y*
- 9.12%
DB vs. MORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DB Deutsche Bank Aktiengesellschaft | -15.73% | 132.42% | 29.52% | 21.34% | -5.86% | 14.68% | 40.10% | -2.89% | -56.72% | 18.96% |
MORN Morningstar, Inc. | -16.03% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
Correlation
The correlation between DB and MORN is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 4, 2005 | 0.34 |
Over the past year, the correlation between DB and MORN has dropped to 0.06 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Fundamentals
DB:
$4.47
MORN:
$9.74
DB:
7.02
MORN:
18.63
DB:
0.12
MORN:
0.37
DB:
0.94
MORN:
2.99
DB:
$53.12B
MORN:
$2.51B
DB:
$30.48B
MORN:
$1.55B
DB:
$9.93B
MORN:
$743.90M
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Return for Risk
DB vs. MORN — Risk / Return Rank
DB
MORN
DB vs. MORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) and Morningstar, Inc. (MORN). 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.
| DB | MORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.78 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.82 | +1.34 |
| Martin ratioReturn relative to average drawdown | 1.25 | -1.27 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DB | MORN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | -1.21 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | -0.14 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.33 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.39 | -0.36 |
Drawdowns
DB vs. MORN - Drawdown Comparison
The maximum DB drawdown since its inception was -94.73%, which is greater than MORN's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for DB and MORN.
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Drawdown Indicators
| DB | MORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.73% | -67.92% | -26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -29.66% | -50.65% | +20.99% |
Max Drawdown (3Y)Largest decline over 3 years | -29.66% | -56.70% | +27.04% |
Max Drawdown (5Y)Largest decline over 5 years | -54.19% | -56.70% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -71.97% | -56.70% | -15.27% |
Current DrawdownCurrent decline from peak | -65.16% | -48.81% | -16.35% |
Average DrawdownAverage peak-to-trough decline | -53.67% | -18.34% | -35.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.43% | 32.64% | -20.21% |
Volatility
DB vs. MORN - Volatility Comparison
The current volatility for Deutsche Bank Aktiengesellschaft (DB) is 9.71%, while Morningstar, Inc. (MORN) has a volatility of 13.81%. This indicates that DB experiences smaller price fluctuations and is considered to be less risky than MORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DB | MORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 13.81% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 25.20% | 30.59% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.88% | 34.33% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.43% | 30.68% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.26% | 27.75% | +12.51% |
Dividends
DB vs. MORN - Dividend Comparison
DB's dividend yield for the trailing twelve months is around 3.72%, more than MORN's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB Deutsche Bank Aktiengesellschaft | 3.72% | 1.99% | 2.87% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.00% | 0.00% | 3.11% |
MORN Morningstar, Inc. | 1.05% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
Financials
DB vs. MORN - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Morningstar, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
DB vs. MORN - Profitability Comparison
DB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.
MORN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a gross profit of 405.90M and revenue of 644.80M. Therefore, the gross margin over that period was 63.0%.
DB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.
MORN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported an operating income of 900.00K and revenue of 644.80M, resulting in an operating margin of 0.1%.
DB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.
MORN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a net income of 107.10M and revenue of 644.80M, resulting in a net margin of 16.6%.
Frequently Asked Questions
DB and MORN have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORN has higher volatility (13.81%) compared to DB (9.71%). In terms of maximum drawdown, DB dropped -94.73% vs MORN's -67.92%.
DB currently has the higher Sharpe Ratio (0.47 vs -1.21), 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.
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