DBK.DE vs. BTC-USD
DBK.DE (Deutsche Bank Aktiengesellschaft) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DBK.DE returned 9.52%/yr vs 59.35%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
DBK.DE vs. BTC-USD - Performance Comparison
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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 -13.18% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, DBK.DE has underperformed BTC-USD with an annualized return of 9.52%, while BTC-USD has yielded a comparatively higher 59.35% annualized return.
DBK.DE
- 1D
- 2.99%
- 1M
- 9.58%
- YTD
- -13.18%
- 6M
- -7.22%
- 1Y
- 19.58%
- 3Y*
- 46.38%
- 5Y*
- 20.97%
- 10Y*
- 9.52%
BTC-USD
- 1D
- -1.22%
- 1M
- -21.18%
- YTD
- -26.78%
- 6M
- -31.03%
- 1Y
- -40.54%
- 3Y*
- 31.42%
- 5Y*
- 12.48%
- 10Y*
- 59.35%
DBK.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBK.DE Deutsche Bank Aktiengesellschaft | -13.18% | 104.51% | 38.52% | 20.50% | -1.83% | 23.12% | 29.38% | 1.00% | -55.64% | 4.29% |
BTC-USD Bitcoin | -26.78% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between DBK.DE and BTC-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.06 |
The correlation between DBK.DE and BTC-USD shifts across timeframes, from 0.06 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DBK.DE vs. BTC-USD — Risk / Return Rank
DBK.DE
BTC-USD
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 ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.86 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.81 | +1.54 |
| Martin ratioReturn relative to average drawdown | 1.74 | -1.44 | +3.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBK.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.95 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.23 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.88 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.13 | -1.08 |
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.
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Drawdown Indicators
| DBK.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.61% | -83.05% | -9.56% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -49.93% | +23.16% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -49.93% | +23.16% |
Max Drawdown (5Y)Largest decline over 5 years | -46.36% | -73.60% | +27.24% |
Max Drawdown (10Y)Largest decline over 10 years | -71.17% | -82.51% | +11.34% |
Current DrawdownCurrent decline from peak | -51.37% | -48.78% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -48.73% | -39.96% | -8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 33.68% | -22.46% |
Volatility
DBK.DE vs. BTC-USD - Volatility Comparison
The current volatility for Deutsche Bank Aktiengesellschaft (DBK.DE) is 9.08%, while Bitcoin (BTC-USD) has a volatility of 10.14%. 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.
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Volatility by Period
| DBK.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 10.14% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 23.67% | 34.46% | -10.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.04% | 35.39% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.49% | 45.05% | -9.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.39% | 55.99% | -17.60% |
Frequently Asked Questions
DBK.DE and BTC-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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