DBK.DE vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Deutsche Bank Aktiengesellschaft (DBK.DE) and Bitcoin (BTC-USD).

Performance

DBK.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Bank Aktiengesellschaft (DBK.DE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

DBK.DE vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBK.DE Deutsche Bank Aktiengesellschaft	-22.46%	104.51%	38.52%	20.50%	-1.83%	23.12%	29.38%	1.00%	-55.64%	4.29%
BTC-USD Bitcoin	-22.32%	-17.40%	136.59%	145.80%	-61.85%	71.33%	271.22%	98.48%	-73.46%	1,229.62%

Different Trading Currencies

DBK.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBK.DE achieves a -22.46% return, which is significantly lower than BTC-USD's -20.96% return. Over the past 10 years, DBK.DE has underperformed BTC-USD with an annualized return of 8.47%, while BTC-USD has yielded a comparatively higher 66.10% annualized return.

DBK.DE

• 1D: -2.62%
• 1M: -8.27%
• YTD: -22.46%
• 6M: -14.54%
• 1Y: 17.94%
• 3Y*: 43.60%
• 5Y*: 22.76%
• 10Y*: 8.47%

BTC-USD

• 1D: 0.00%
• 1M: 0.05%
• YTD: -20.96%
• 6M: -42.79%
• 1Y: -22.71%
• 3Y*: 32.15%
• 5Y*: 3.26%
• 10Y*: 66.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DBK.DE vs. BTC-USD — Risk / Return Rank

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

DBK.DE

DBK.DE Risk / Return Rank: 58
DBK.DE Sharpe Ratio Rank: 58
DBK.DE Sortino Ratio Rank: 51
DBK.DE Omega Ratio Rank: 51
DBK.DE Calmar Ratio Rank: 61
DBK.DE Martin Ratio Rank: 66

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

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.

DBK.DE vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DBK.DE) and Bitcoin (BTC-USD). 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.

	DBK.DE	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.51	-0.51	+1.02
Sortino ratio Return per unit of downside risk	0.92	-0.49	+1.41
Omega ratio Gain probability vs. loss probability	1.12	0.94	+0.17
Calmar ratio Return relative to maximum drawdown	1.00	-1.08	+2.08
Martin ratio Return relative to average drawdown	3.20	-1.96	+5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBK.DE vs. BTC-USD - Sharpe Ratio Comparison

The current DBK.DE Sharpe Ratio is 0.51, which is higher than the BTC-USD Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of DBK.DE and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBK.DE	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	-0.51	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.06	+0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.98	-0.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	1.19	-1.15

Correlation

The correlation between DBK.DE and BTC-USD is 0.06, 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.

Drawdowns

DBK.DE vs. BTC-USD - Drawdown Comparison

The maximum DBK.DE drawdown since its inception was -92.61%, which is greater than BTC-USD's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for DBK.DE and BTC-USD.

Drawdown Indicators

	DBK.DE	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-92.61%	-85.30%	-7.31%
Max Drawdown (1Y) Largest decline over 1 year	-26.77%	-49.65%	+22.88%
Max Drawdown (5Y) Largest decline over 5 years	-46.36%	-76.67%	+30.31%
Max Drawdown (10Y) Largest decline over 10 years	-71.17%	-83.80%	+12.63%
Current Drawdown Current decline from peak	-56.57%	-46.47%	-10.10%
Average Drawdown Average peak-to-trough decline	-48.71%	-42.00%	-6.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.35%	27.75%	-19.40%

Volatility

DBK.DE vs. BTC-USD - Volatility Comparison

The current volatility for Deutsche Bank Aktiengesellschaft (DBK.DE) is 11.18%, while Bitcoin (BTC-USD) has a volatility of 13.23%. This indicates that DBK.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBK.DE	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.18%	13.23%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	23.12%	35.96%	-12.84%
Volatility (1Y) Calculated over the trailing 1-year period	34.75%	37.05%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.55%	46.68%	-11.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.59%	56.03%	-17.44%