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DB1.DE vs. ENX.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DB1.DE vs. ENX.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Börse AG (DB1.DE) and Euronext N.V. (ENX.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DB1.DE achieves a 14.26% return, which is significantly higher than ENX.PA's 11.95% return. Over the past 10 years, DB1.DE has underperformed ENX.PA with an annualized return of 15.62%, while ENX.PA has yielded a comparatively higher 18.81% annualized return.


DB1.DE

1D
1.91%
1M
5.71%
YTD
14.26%
6M
12.80%
1Y
-0.35%
3Y*
15.40%
5Y*
14.51%
10Y*
15.62%

ENX.PA

1D
2.07%
1M
1.70%
YTD
11.95%
6M
15.29%
1Y
9.91%
3Y*
30.90%
5Y*
15.42%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DB1.DE vs. ENX.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DB1.DE
Deutsche Börse AG
14.26%2.03%21.82%18.03%11.90%7.98%1.28%36.60%10.78%29.96%
ENX.PA
Euronext N.V.
11.95%20.57%41.60%17.59%-22.31%12.81%26.50%47.97%0.14%36.23%

Correlation

The correlation between DB1.DE and ENX.PA is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


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Return for Risk

DB1.DE vs. ENX.PA — Risk / Return Rank

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

DB1.DE
DB1.DE Risk / Return Rank: 2828
Overall Rank
DB1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DB1.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
DB1.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DB1.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DB1.DE Martin Ratio Rank: 3232
Martin Ratio Rank

ENX.PA
ENX.PA Risk / Return Rank: 4747
Overall Rank
ENX.PA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ENX.PA Sortino Ratio Rank: 4343
Sortino Ratio Rank
ENX.PA Omega Ratio Rank: 4242
Omega Ratio Rank
ENX.PA Calmar Ratio Rank: 5252
Calmar Ratio Rank
ENX.PA Martin Ratio Rank: 5050
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.

DB1.DE vs. ENX.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and Euronext N.V. (ENX.PA). 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.DEENX.PADifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.31

-0.56

Sortino ratio

Return per unit of downside risk

-0.19

0.57

-0.77

Omega ratio

Gain probability vs. loss probability

0.98

1.07

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.25

0.53

-0.79

Martin ratio

Return relative to average drawdown

-0.42

1.04

-1.46

DB1.DE vs. ENX.PA - Sharpe Ratio Comparison

The current DB1.DE Sharpe Ratio is -0.26, which is lower than the ENX.PA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DB1.DE and ENX.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DB1.DEENX.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.31

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.71

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.85

-0.37

Drawdowns

DB1.DE vs. ENX.PA - Drawdown Comparison

The maximum DB1.DE drawdown since its inception was -76.94%, which is greater than ENX.PA's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for DB1.DE and ENX.PA.


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Drawdown Indicators


DB1.DEENX.PADifference

Max Drawdown

Largest peak-to-trough decline

-76.94%

-40.09%

-36.85%

Max Drawdown (1Y)

Largest decline over 1 year

-29.61%

-25.70%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-40.09%

+10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-36.97%

-40.09%

+3.12%

Current Drawdown

Current decline from peak

-11.51%

-6.52%

-4.99%

Average Drawdown

Average peak-to-trough decline

-22.10%

-11.57%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.01%

13.10%

+4.91%

Volatility

DB1.DE vs. ENX.PA - Volatility Comparison

The current volatility for Deutsche Börse AG (DB1.DE) is 6.32%, while Euronext N.V. (ENX.PA) has a volatility of 7.09%. This indicates that DB1.DE experiences smaller price fluctuations and is considered to be less risky than ENX.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DB1.DEENX.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

7.09%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

17.92%

16.12%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

24.59%

21.45%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

21.18%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

24.17%

-2.32%

Dividends

DB1.DE vs. ENX.PA - Dividend Comparison

DB1.DE's dividend yield for the trailing twelve months is around 1.56%, less than ENX.PA's 2.02% yield.


TTM20252024202320222021202020192018201720162015
DB1.DE
Deutsche Börse AG
1.56%1.79%1.71%1.93%1.98%2.04%2.08%1.93%2.33%2.43%2.94%2.58%
ENX.PA
Euronext N.V.
2.02%2.27%2.29%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%

Financials

DB1.DE vs. ENX.PA - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Börse AG and Euronext N.V.. 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 EUR except per share items