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DBOEY vs. DB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBOEY and DB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DBOEY vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Boerse AG ADR (DBOEY) and Deutsche Bank Aktiengesellschaft (DB). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
627.01%
23.52%
DBOEY
DB

Key characteristics

Sharpe Ratio

DBOEY:

2.95

DB:

1.73

Sortino Ratio

DBOEY:

3.53

DB:

2.35

Omega Ratio

DBOEY:

1.52

DB:

1.32

Calmar Ratio

DBOEY:

5.53

DB:

0.75

Martin Ratio

DBOEY:

26.06

DB:

10.80

Ulcer Index

DBOEY:

2.55%

DB:

5.83%

Daily Std Dev

DBOEY:

22.26%

DB:

37.26%

Max Drawdown

DBOEY:

-56.48%

DB:

-94.18%

Current Drawdown

DBOEY:

-1.57%

DB:

-68.45%

Fundamentals

Market Cap

DBOEY:

$60.19B

DB:

$52.01B

EPS

DBOEY:

$1.22

DB:

$1.86

PE Ratio

DBOEY:

26.84

DB:

14.41

PEG Ratio

DBOEY:

4.28

DB:

3.19

PS Ratio

DBOEY:

10.11

DB:

1.80

PB Ratio

DBOEY:

4.76

DB:

0.57

Total Revenue (TTM)

DBOEY:

$8.90B

DB:

$40.44B

Gross Profit (TTM)

DBOEY:

$5.74B

DB:

$48.53B

EBITDA (TTM)

DBOEY:

$3.51B

DB:

$11.92B

Returns By Period

In the year-to-date period, DBOEY achieves a 42.03% return, which is significantly lower than DB's 60.59% return. Over the past 10 years, DBOEY has outperformed DB with an annualized return of 17.21%, while DB has yielded a comparatively lower 0.98% annualized return.


DBOEY

YTD

42.03%

1M

13.20%

6M

43.87%

1Y

65.03%

5Y*

17.80%

10Y*

17.21%

DB

YTD

60.59%

1M

24.17%

6M

64.44%

1Y

64.04%

5Y*

33.11%

10Y*

0.98%

*Annualized

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Risk-Adjusted Performance

DBOEY vs. DB — Risk-Adjusted Performance Rank

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

DBOEY
The Risk-Adjusted Performance Rank of DBOEY is 9898
Overall Rank
The Sharpe Ratio Rank of DBOEY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of DBOEY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of DBOEY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of DBOEY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of DBOEY is 9999
Martin Ratio Rank

DB
The Risk-Adjusted Performance Rank of DB is 9090
Overall Rank
The Sharpe Ratio Rank of DB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DB is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBOEY vs. DB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Boerse AG ADR (DBOEY) and Deutsche Bank Aktiengesellschaft (DB). 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.


The current DBOEY Sharpe Ratio is 2.95, which is higher than the DB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DBOEY and DB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2025FebruaryMarchAprilMay
2.95
1.73
DBOEY
DB

Dividends

DBOEY vs. DB - Dividend Comparison

DBOEY's dividend yield for the trailing twelve months is around 1.24%, less than DB's 1.79% yield.


TTM20242023202220212020201920182017201620152014
DBOEY
Deutsche Boerse AG ADR
1.24%1.76%1.93%2.05%2.13%1.86%1.96%2.53%2.16%3.22%2.56%4.08%
DB
Deutsche Bank Aktiengesellschaft
1.79%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.45%3.26%

Drawdowns

DBOEY vs. DB - Drawdown Comparison

The maximum DBOEY drawdown since its inception was -56.48%, smaller than the maximum DB drawdown of -94.18%. Use the drawdown chart below to compare losses from any high point for DBOEY and DB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-1.57%
-45.70%
DBOEY
DB

Volatility

DBOEY vs. DB - Volatility Comparison

The current volatility for Deutsche Boerse AG ADR (DBOEY) is 8.05%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 8.97%. This indicates that DBOEY experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
8.05%
8.97%
DBOEY
DB

Financials

DBOEY vs. DB - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Boerse AG ADR and Deutsche Bank Aktiengesellschaft. 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


0.005.00B10.00B15.00B20212022202320242025
1.87B
8.54B
(DBOEY) Total Revenue
(DB) Total Revenue
Values in USD except per share items