DB1.DE vs. LSEG.L
Compare and contrast key facts about Deutsche Börse AG (DB1.DE) and London Stock Exchange Group plc (LSEG.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DB1.DE or LSEG.L.
Key characteristics
| DB1.DE | LSEG.L | |
|---|---|---|
| YTD Return | 14.81% | 15.72% |
| 1Y Return | 28.44% | 27.03% |
| 3Y Return (Ann) | 14.55% | 16.70% |
| 5Y Return (Ann) | 11.10% | 10.13% |
| 10Y Return (Ann) | 16.89% | 19.25% |
| Sharpe Ratio | 1.81 | 2.16 |
| Sortino Ratio | 2.38 | 3.24 |
| Omega Ratio | 1.32 | 1.38 |
| Calmar Ratio | 3.67 | 2.37 |
| Martin Ratio | 10.96 | 9.72 |
| Ulcer Index | 2.55% | 2.98% |
| Daily Std Dev | 15.31% | 13.54% |
| Max Drawdown | -76.94% | -80.59% |
| Current Drawdown | -4.03% | -2.62% |
Fundamentals
| DB1.DE | LSEG.L | |
|---|---|---|
| Market Cap | €38.49B | £57.32B |
| EPS | €10.02 | £1.38 |
| PE Ratio | 20.92 | 76.78 |
| PEG Ratio | 3.45 | 1.79 |
| Total Revenue (TTM) | €10.08B | £8.59B |
| Gross Profit (TTM) | €7.01B | £6.34B |
| EBITDA (TTM) | €4.82B | £3.45B |
Correlation
The correlation between DB1.DE and LSEG.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DB1.DE vs. LSEG.L - Performance Comparison
In the year-to-date period, DB1.DE achieves a 14.81% return, which is significantly lower than LSEG.L's 15.72% return. Over the past 10 years, DB1.DE has underperformed LSEG.L with an annualized return of 16.89%, while LSEG.L has yielded a comparatively higher 19.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DB1.DE vs. LSEG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and London Stock Exchange Group plc (LSEG.L). 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.
Dividends
DB1.DE vs. LSEG.L - Dividend Comparison
DB1.DE's dividend yield for the trailing twelve months is around 1.81%, more than LSEG.L's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.81% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% | 3.55% | 3.49% |
LSEG.L London Stock Exchange Group plc | 1.14% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
Drawdowns
DB1.DE vs. LSEG.L - Drawdown Comparison
The maximum DB1.DE drawdown since its inception was -76.94%, roughly equal to the maximum LSEG.L drawdown of -80.59%. Use the drawdown chart below to compare losses from any high point for DB1.DE and LSEG.L. For additional features, visit the drawdowns tool.
Volatility
DB1.DE vs. LSEG.L - Volatility Comparison
The current volatility for Deutsche Börse AG (DB1.DE) is 5.82%, while London Stock Exchange Group plc (LSEG.L) has a volatility of 6.49%. This indicates that DB1.DE experiences smaller price fluctuations and is considered to be less risky than LSEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DB1.DE vs. LSEG.L - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Börse AG and London Stock Exchange Group plc. 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