DBK.DE vs. BTC-USD
Compare and contrast key facts about Deutsche Bank Aktiengesellschaft (DBK.DE) and Bitcoin (BTC-USD).
Performance
DBK.DE vs. BTC-USD - Performance Comparison
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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%
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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 | 0.51 | -0.51 | +1.02 |
Sortino ratioReturn per unit of downside risk | 0.92 | -0.49 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.94 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | -1.08 | +2.08 |
Martin ratioReturn 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. | |||
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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.
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Drawdown Indicators
| DBK.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -56.57% | -46.47% | -10.10% |
Average DrawdownAverage peak-to-trough decline | -48.71% | -42.00% | -6.71% |
Ulcer IndexDepth 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.
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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% |