DB1.DE vs. SPGI
Compare and contrast key facts about Deutsche Börse AG (DB1.DE) and S&P Global Inc. (SPGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DB1.DE or SPGI.
Key characteristics
| DB1.DE | SPGI | |
|---|---|---|
| YTD Return | 14.81% | 14.98% |
| 1Y Return | 28.44% | 28.57% |
| 3Y Return (Ann) | 14.55% | 4.49% |
| 5Y Return (Ann) | 11.10% | 15.17% |
| 10Y Return (Ann) | 16.89% | 19.91% |
| Sharpe Ratio | 1.81 | 1.81 |
| Sortino Ratio | 2.38 | 2.33 |
| Omega Ratio | 1.32 | 1.32 |
| Calmar Ratio | 3.67 | 1.78 |
| Martin Ratio | 10.96 | 6.05 |
| Ulcer Index | 2.55% | 4.77% |
| Daily Std Dev | 15.31% | 15.94% |
| Max Drawdown | -76.94% | -74.68% |
| Current Drawdown | -4.03% | -4.83% |
Fundamentals
| DB1.DE | SPGI | |
|---|---|---|
| Market Cap | €38.49B | $156.23B |
| EPS | €10.02 | $11.33 |
| PE Ratio | 20.92 | 44.44 |
| PEG Ratio | 3.45 | 1.50 |
| Total Revenue (TTM) | €10.08B | $13.77B |
| Gross Profit (TTM) | €7.01B | $9.17B |
| EBITDA (TTM) | €4.82B | $6.39B |
Correlation
The correlation between DB1.DE and SPGI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DB1.DE vs. SPGI - Performance Comparison
The year-to-date returns for both investments are quite close, with DB1.DE having a 14.81% return and SPGI slightly higher at 14.98%. Over the past 10 years, DB1.DE has underperformed SPGI with an annualized return of 16.89%, while SPGI has yielded a comparatively higher 19.91% 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. SPGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and S&P Global Inc. (SPGI). 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. SPGI - Dividend Comparison
DB1.DE's dividend yield for the trailing twelve months is around 1.81%, more than SPGI's 0.72% 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% |
SPGI S&P Global Inc. | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
Drawdowns
DB1.DE vs. SPGI - Drawdown Comparison
The maximum DB1.DE drawdown since its inception was -76.94%, roughly equal to the maximum SPGI drawdown of -74.68%. Use the drawdown chart below to compare losses from any high point for DB1.DE and SPGI. For additional features, visit the drawdowns tool.
Volatility
DB1.DE vs. SPGI - Volatility Comparison
Deutsche Börse AG (DB1.DE) has a higher volatility of 5.82% compared to S&P Global Inc. (SPGI) at 5.46%. This indicates that DB1.DE's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DB1.DE vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Börse AG and S&P Global 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