DBK.DE vs. META
DBK.DE (Deutsche Bank Aktiengesellschaft) and META (Meta Platforms, Inc.) are both stocks. DBK.DE operates in Banks - Regional (Financial Services), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, DBK.DE returned 9.23%/yr vs 17.90%/yr for META. At a 0.16 correlation, their price movements are largely independent.
Performance
DBK.DE vs. META - Performance Comparison
Loading charts...
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 -15.70% return, which is significantly lower than META's -4.41% return. Over the past 10 years, DBK.DE has underperformed META with an annualized return of 9.23%, while META has yielded a comparatively higher 17.90% annualized return.
DBK.DE
- 1D
- -3.65%
- 1M
- 7.56%
- YTD
- -15.70%
- 6M
- -8.80%
- 1Y
- 14.19%
- 3Y*
- 44.13%
- 5Y*
- 20.26%
- 10Y*
- 9.23%
META
- 1D
- 4.47%
- 1M
- 2.79%
- YTD
- -4.41%
- 6M
- -1.90%
- 1Y
- -8.15%
- 3Y*
- 28.56%
- 5Y*
- 14.77%
- 10Y*
- 17.90%
DBK.DE vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBK.DE Deutsche Bank Aktiengesellschaft | -15.70% | 104.51% | 38.52% | 20.50% | -1.83% | 23.12% | 29.38% | 1.00% | -55.64% | 4.29% |
META Meta Platforms, Inc. | -4.41% | -0.33% | 77.01% | 185.31% | -62.00% | 32.34% | 22.12% | 60.11% | -22.22% | 34.53% |
Correlation
The correlation between DBK.DE and META is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.16 |
The correlation between DBK.DE and META shifts across timeframes, from 0.15 (10 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBK.DE vs. META — Risk / Return Rank
DBK.DE
META
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.DE | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.25 | +0.78 |
| Martin ratioReturn relative to average drawdown | 1.27 | -0.53 | +1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DBK.DE | META | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.23 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.34 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.46 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.57 | -0.52 |
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.
Loading charts...
Drawdown Indicators
| DBK.DE | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.61% | -71.76% | -20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -32.44% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -39.99% | +13.22% |
Max Drawdown (5Y)Largest decline over 5 years | -46.36% | -71.76% | +25.40% |
Max Drawdown (10Y)Largest decline over 10 years | -71.17% | -71.76% | +0.59% |
Current DrawdownCurrent decline from peak | -52.78% | -23.26% | -29.52% |
Average DrawdownAverage peak-to-trough decline | -48.73% | -14.52% | -34.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.18% | 15.55% | -4.37% |
Volatility
DBK.DE vs. META - Volatility Comparison
Deutsche Bank Aktiengesellschaft (DBK.DE) and Meta Platforms, Inc. (META) have volatilities of 9.37% and 9.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBK.DE | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 9.01% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 23.48% | 26.14% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.92% | 34.93% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.48% | 43.82% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.39% | 38.88% | -0.49% |
Dividends
DBK.DE vs. META - Dividend Comparison
DBK.DE's dividend yield for the trailing twelve months is around 3.71%, more than META's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBK.DE Deutsche Bank Aktiengesellschaft | 3.71% | 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. | 0.34% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DBK.DE and META have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DBK.DE and META
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer