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DBK.DE vs. META
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DBK.DE vs. META - Performance Comparison

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

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DBK.DE vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBK.DE
Deutsche Bank Aktiengesellschaft
-24.15%104.51%38.52%20.50%-1.83%23.12%29.38%1.00%-55.64%4.29%
META
Meta Platforms, Inc.
-11.88%-0.33%77.01%185.31%-62.00%32.34%22.12%60.11%-22.22%34.53%
Different Trading Currencies

DBK.DE is traded in EUR, while META is traded in USD. To make them comparable, the META 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 -24.15% return, which is significantly lower than META's -11.88% return. Over the past 10 years, DBK.DE has underperformed META with an annualized return of 8.15%, while META has yielded a comparatively higher 17.22% annualized return.


DBK.DE

1D
0.42%
1M
-17.10%
YTD
-24.15%
6M
-16.14%
1Y
18.30%
3Y*
43.10%
5Y*
22.22%
10Y*
8.15%

META

1D
5.74%
1M
-9.67%
YTD
-11.88%
6M
-20.81%
1Y
-6.84%
3Y*
36.64%
5Y*
14.48%
10Y*
17.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DBK.DE vs. META — 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: 5757
Overall Rank
DBK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DBK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBK.DE Omega Ratio Rank: 5353
Omega Ratio Rank
DBK.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
DBK.DE Martin Ratio Rank: 6161
Martin Ratio Rank

META
META Risk / Return Rank: 4040
Overall Rank
META Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
META Sortino Ratio Rank: 3838
Sortino Ratio Rank
META Omega Ratio Rank: 3737
Omega Ratio Rank
META Calmar Ratio Rank: 4242
Calmar Ratio Rank
META Martin Ratio Rank: 4141
Martin Ratio Rank
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DBK.DE) and Meta Platforms, Inc. (META). 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.DEMETADifference

Sharpe ratio

Return per unit of total volatility

0.53

-0.17

+0.70

Sortino ratio

Return per unit of downside risk

0.93

0.05

+0.89

Omega ratio

Gain probability vs. loss probability

1.12

1.01

+0.11

Calmar ratio

Return relative to maximum drawdown

0.60

-0.21

+0.81

Martin ratio

Return relative to average drawdown

1.87

-0.50

+2.37

DBK.DE vs. META - Sharpe Ratio Comparison

The current DBK.DE Sharpe Ratio is 0.53, which is higher than the META Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of DBK.DE and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBK.DEMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.17

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.33

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.45

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.56

-0.52

Correlation

The correlation between DBK.DE and META is 0.16, 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.


Dividends

DBK.DE vs. META - Dividend Comparison

DBK.DE's dividend yield for the trailing twelve months is around 2.71%, more than META's 0.37% yield.


TTM20252024202320222021202020192018201720162015
DBK.DE
Deutsche Bank Aktiengesellschaft
2.71%2.05%2.70%2.43%1.89%0.00%0.00%1.59%1.58%1.20%0.00%3.33%
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBK.DE vs. META - Drawdown Comparison

The maximum DBK.DE drawdown since its inception was -92.61%, which is greater than META's maximum drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for DBK.DE and META.


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Drawdown Indicators


DBK.DEMETADifference

Max Drawdown

Largest peak-to-trough decline

-92.61%

-76.74%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-33.30%

+6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-46.36%

-76.74%

+30.38%

Max Drawdown (10Y)

Largest decline over 10 years

-71.17%

-76.74%

+5.57%

Current Drawdown

Current decline from peak

-57.51%

-27.41%

-30.10%

Average Drawdown

Average peak-to-trough decline

-48.71%

-15.19%

-33.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

13.13%

-4.57%

Volatility

DBK.DE vs. META - Volatility Comparison

The current volatility for Deutsche Bank Aktiengesellschaft (DBK.DE) is 10.60%, while Meta Platforms, Inc. (META) has a volatility of 12.87%. This indicates that DBK.DE experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBK.DEMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

12.87%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

22.44%

26.33%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

34.39%

41.26%

-6.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.48%

43.58%

-8.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.57%

38.71%

-0.14%

Financials

DBK.DE vs. META - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft and Meta Platforms, 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


Please note, different currencies. DBK.DE values in EUR, META values in USD