DB1.DE vs. CP
DB1.DE (Deutsche Börse AG) and CP (Canadian Pacific Railway Limited) are both stocks. DB1.DE operates in Financial Data & Stock Exchanges (Financial Services), while CP operates in Railroads (Industrials). Over the past 10 years, DB1.DE returned 14.41%/yr vs 14.00%/yr for CP. At a 0.20 correlation, their price movements are largely independent.
Performance
DB1.DE vs. CP - Performance Comparison
Loading charts...
Different Trading Currencies
DB1.DE is traded in EUR, while CP is traded in USD. To make them comparable, the CP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DB1.DE achieves a 11.57% return, which is significantly lower than CP's 24.82% return. Both investments have delivered pretty close results over the past 10 years, with DB1.DE having a 14.41% annualized return and CP not far behind at 14.00%.
DB1.DE
- 1D
- 1.83%
- 1M
- 2.83%
- YTD
- 11.57%
- 6M
- 12.27%
- 1Y
- -12.55%
- 3Y*
- 16.61%
- 5Y*
- 14.85%
- 10Y*
- 14.41%
CP
- 1D
- 0.02%
- 1M
- 6.94%
- YTD
- 24.82%
- 6M
- 23.11%
- 1Y
- 9.56%
- 3Y*
- 3.98%
- 5Y*
- 4.26%
- 10Y*
- 14.00%
DB1.DE vs. CP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 11.57% | 2.03% | 21.82% | 18.03% | 11.90% | 7.98% | 1.28% | 36.60% | 10.78% | 29.96% |
CP Canadian Pacific Railway Limited | 24.82% | -9.57% | -1.75% | 3.64% | 11.20% | 12.47% | 26.01% | 48.32% | 2.80% | 13.43% |
Correlation
The correlation between DB1.DE and CP is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.20 |
The correlation between DB1.DE and CP shifts across timeframes, from -0.02 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DB1.DE vs. CP — Risk / Return Rank
DB1.DE
CP
DB1.DE vs. CP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and Canadian Pacific Railway Limited (CP). 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.
| DB1.DE | CP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.09 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.59 | -0.99 |
| Martin ratioReturn relative to average drawdown | -0.65 | 1.06 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DB1.DE | CP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 0.43 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.18 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.55 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Drawdowns
DB1.DE vs. CP - Drawdown Comparison
The maximum DB1.DE drawdown since its inception was -76.94%, which is greater than CP's maximum drawdown of -60.40%. Use the drawdown chart below to compare losses from any high point for DB1.DE and CP.
Loading charts...
Drawdown Indicators
| DB1.DE | CP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.94% | -60.40% | -16.54% |
Max Drawdown (1Y)Largest decline over 1 year | -28.77% | -16.17% | -12.60% |
Max Drawdown (3Y)Largest decline over 3 years | -29.61% | -27.58% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -27.58% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.97% | -33.51% | -3.46% |
Current DrawdownCurrent decline from peak | -13.59% | -4.83% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -22.03% | -13.94% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.71% | 9.40% | +8.31% |
Volatility
DB1.DE vs. CP - Volatility Comparison
Deutsche Börse AG (DB1.DE) has a higher volatility of 7.44% compared to Canadian Pacific Railway Limited (CP) at 5.97%. This indicates that DB1.DE's price experiences larger fluctuations and is considered to be riskier than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DB1.DE | CP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 5.97% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 17.39% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.08% | 22.24% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 23.99% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.81% | 25.79% | -3.98% |
Dividends
DB1.DE vs. CP - Dividend Comparison
DB1.DE's dividend yield for the trailing twelve months is around 1.71%, more than CP's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
DB1.DE Deutsche Börse AG | 1.71% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
Financials
DB1.DE vs. CP - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Börse AG and Canadian Pacific Railway Limited. 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
Frequently Asked Questions
DB1.DE and CP have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DB1.DE and CP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer