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

Correlation

The correlation between DBOEY and NDAQ is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DBOEY vs. NDAQ - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
582.55%
768.73%
DBOEY
NDAQ

Key characteristics

Sharpe Ratio

DBOEY:

2.73

NDAQ:

0.93

Sortino Ratio

DBOEY:

3.24

NDAQ:

1.38

Omega Ratio

DBOEY:

1.49

NDAQ:

1.19

Calmar Ratio

DBOEY:

4.92

NDAQ:

1.07

Martin Ratio

DBOEY:

22.83

NDAQ:

4.20

Ulcer Index

DBOEY:

2.59%

NDAQ:

5.22%

Daily Std Dev

DBOEY:

21.61%

NDAQ:

23.61%

Max Drawdown

DBOEY:

-56.48%

NDAQ:

-68.48%

Current Drawdown

DBOEY:

0.00%

NDAQ:

-13.54%

Fundamentals

Market Cap

DBOEY:

$56.71B

NDAQ:

$41.51B

EPS

DBOEY:

$1.19

NDAQ:

$1.93

PE Ratio

DBOEY:

25.93

NDAQ:

37.40

PEG Ratio

DBOEY:

4.05

NDAQ:

1.47

PS Ratio

DBOEY:

9.77

NDAQ:

5.61

PB Ratio

DBOEY:

4.66

NDAQ:

3.71

Total Revenue (TTM)

DBOEY:

$7.04B

NDAQ:

$5.72B

Gross Profit (TTM)

DBOEY:

$4.67B

NDAQ:

$2.55B

EBITDA (TTM)

DBOEY:

$2.60B

NDAQ:

$1.98B

Returns By Period

In the year-to-date period, DBOEY achieves a 34.12% return, which is significantly higher than NDAQ's -6.32% return. Over the past 10 years, DBOEY has underperformed NDAQ with an annualized return of 16.85%, while NDAQ has yielded a comparatively higher 18.08% annualized return.


DBOEY

YTD

34.12%

1M

4.29%

6M

30.49%

1Y

58.19%

5Y*

17.65%

10Y*

16.85%

NDAQ

YTD

-6.32%

1M

-5.75%

6M

-3.04%

1Y

21.81%

5Y*

15.92%

10Y*

18.08%

*Annualized

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Risk-Adjusted Performance

DBOEY vs. NDAQ — 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 9696
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

NDAQ
The Risk-Adjusted Performance Rank of NDAQ is 8282
Overall Rank
The Sharpe Ratio Rank of NDAQ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NDAQ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of NDAQ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NDAQ is 8686
Calmar Ratio Rank
The Martin Ratio Rank of NDAQ is 8585
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. NDAQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Boerse AG ADR (DBOEY) and Nasdaq, Inc. (NDAQ). 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.


Sharpe ratio
The chart of Sharpe ratio for DBOEY, currently valued at 2.73, compared to the broader market-2.00-1.000.001.002.003.00
DBOEY: 2.73
NDAQ: 0.93
The chart of Sortino ratio for DBOEY, currently valued at 3.24, compared to the broader market-6.00-4.00-2.000.002.004.00
DBOEY: 3.24
NDAQ: 1.38
The chart of Omega ratio for DBOEY, currently valued at 1.49, compared to the broader market0.501.001.502.00
DBOEY: 1.49
NDAQ: 1.19
The chart of Calmar ratio for DBOEY, currently valued at 4.92, compared to the broader market0.001.002.003.004.00
DBOEY: 4.92
NDAQ: 1.07
The chart of Martin ratio for DBOEY, currently valued at 22.83, compared to the broader market-5.000.005.0010.0015.0020.00
DBOEY: 22.83
NDAQ: 4.20

The current DBOEY Sharpe Ratio is 2.73, which is higher than the NDAQ Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DBOEY and NDAQ, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
2.73
0.93
DBOEY
NDAQ

Dividends

DBOEY vs. NDAQ - Dividend Comparison

DBOEY's dividend yield for the trailing twelve months is around 1.31%, less than NDAQ's 1.33% yield.


TTM20242023202220212020201920182017201620152014
DBOEY
Deutsche Boerse AG ADR
1.31%1.76%1.92%2.04%2.12%1.84%1.94%2.52%2.14%3.18%2.53%4.03%
NDAQ
Nasdaq, Inc.
1.33%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%

Drawdowns

DBOEY vs. NDAQ - Drawdown Comparison

The maximum DBOEY drawdown since its inception was -56.48%, smaller than the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for DBOEY and NDAQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-13.54%
DBOEY
NDAQ

Volatility

DBOEY vs. NDAQ - Volatility Comparison

The current volatility for Deutsche Boerse AG ADR (DBOEY) is 12.66%, while Nasdaq, Inc. (NDAQ) has a volatility of 14.73%. This indicates that DBOEY experiences smaller price fluctuations and is considered to be less risky than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.66%
14.73%
DBOEY
NDAQ

Financials

DBOEY vs. NDAQ - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Boerse AG ADR and Nasdaq, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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