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DB1.DE vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DB1.DE and SPGI is 0.30, 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 chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Börse AG (DB1.DE) and S&P Global Inc. (SPGI). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
3,436.89%
2,316.28%
DB1.DE
SPGI

Key characteristics

Sharpe Ratio

DB1.DE:

2.86

SPGI:

0.88

Sortino Ratio

DB1.DE:

3.42

SPGI:

1.34

Omega Ratio

DB1.DE:

1.51

SPGI:

1.19

Calmar Ratio

DB1.DE:

4.76

SPGI:

1.05

Martin Ratio

DB1.DE:

24.70

SPGI:

3.64

Ulcer Index

DB1.DE:

2.26%

SPGI:

5.53%

Daily Std Dev

DB1.DE:

19.79%

SPGI:

21.95%

Max Drawdown

DB1.DE:

-76.94%

SPGI:

-74.67%

Current Drawdown

DB1.DE:

-2.05%

SPGI:

-6.48%

Fundamentals

Market Cap

DB1.DE:

€53.85B

SPGI:

$155.37B

EPS

DB1.DE:

€10.74

SPGI:

$12.72

PE Ratio

DB1.DE:

27.28

SPGI:

39.83

PEG Ratio

DB1.DE:

4.29

SPGI:

2.20

PS Ratio

DB1.DE:

9.04

SPGI:

10.72

PB Ratio

DB1.DE:

4.77

SPGI:

4.66

Total Revenue (TTM)

DB1.DE:

€8.90B

SPGI:

$14.49B

Gross Profit (TTM)

DB1.DE:

€5.74B

SPGI:

$9.78B

EBITDA (TTM)

DB1.DE:

€3.35B

SPGI:

$6.96B

Returns By Period

In the year-to-date period, DB1.DE achieves a 29.05% return, which is significantly higher than SPGI's 2.11% return. Over the past 10 years, DB1.DE has underperformed SPGI with an annualized return of 16.73%, while SPGI has yielded a comparatively higher 17.99% annualized return.


DB1.DE

YTD

29.05%

1M

10.51%

6M

35.38%

1Y

56.91%

5Y*

16.27%

10Y*

16.73%

SPGI

YTD

2.11%

1M

14.97%

6M

2.48%

1Y

19.15%

5Y*

12.25%

10Y*

17.99%

*Annualized

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Risk-Adjusted Performance

DB1.DE vs. SPGI — Risk-Adjusted Performance Rank

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

DB1.DE
The Risk-Adjusted Performance Rank of DB1.DE is 9898
Overall Rank
The Sharpe Ratio Rank of DB1.DE is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of DB1.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of DB1.DE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of DB1.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of DB1.DE is 9999
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7979
Overall Rank
The Sharpe Ratio Rank of SPGI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DB1.DE Sharpe Ratio is 2.86, which is higher than the SPGI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DB1.DE and SPGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
2.78
0.86
DB1.DE
SPGI

Dividends

DB1.DE vs. SPGI - Dividend Comparison

DB1.DE's dividend yield for the trailing twelve months is around 1.32%, more than SPGI's 0.73% yield.


TTM20242023202220212020201920182017201620152014
DB1.DE
Deutsche Börse AG
1.32%1.71%1.93%1.98%2.04%2.08%1.93%2.33%2.43%2.94%2.58%3.55%
SPGI
S&P Global Inc.
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

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 -74.67%. Use the drawdown chart below to compare losses from any high point for DB1.DE and SPGI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.78%
-6.48%
DB1.DE
SPGI

Volatility

DB1.DE vs. SPGI - Volatility Comparison

The current volatility for Deutsche Börse AG (DB1.DE) is 9.30%, while S&P Global Inc. (SPGI) has a volatility of 10.40%. This indicates that DB1.DE experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.30%
10.40%
DB1.DE
SPGI

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
1.87B
3.78B
(DB1.DE) Total Revenue
(SPGI) Total Revenue
Please note, different currencies. DB1.DE values in EUR, SPGI values in USD

DB1.DE vs. SPGI - Profitability Comparison

The chart below illustrates the profitability comparison between Deutsche Börse AG and S&P Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
57.4%
69.5%
(DB1.DE) Gross Margin
(SPGI) Gross Margin
DB1.DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Deutsche Börse AG reported a gross profit of 1.07B and revenue of 1.87B. Therefore, the gross margin over that period was 57.4%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a gross profit of 2.62B and revenue of 3.78B. Therefore, the gross margin over that period was 69.5%.

DB1.DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Deutsche Börse AG reported an operating income of 780.20M and revenue of 1.87B, resulting in an operating margin of 41.8%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported an operating income of 1.58B and revenue of 3.78B, resulting in an operating margin of 41.8%.

DB1.DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Deutsche Börse AG reported a net income of 524.90M and revenue of 1.87B, resulting in a net margin of 28.1%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a net income of 1.09B and revenue of 3.78B, resulting in a net margin of 28.9%.