DNBBY vs. BMPS.MI

Last updated Apr 2, 2026

Compare and contrast key facts about DNB Bank ASA (DNBBY) and Banca Monte dei Paschi di Siena SpA (BMPS.MI).

Performance

DNBBY vs. BMPS.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DNB Bank ASA (DNBBY) and Banca Monte dei Paschi di Siena SpA (BMPS.MI). The values are adjusted to include any dividend payments, if applicable.

DNBBY vs. BMPS.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DNBBY DNB Bank ASA	12.03%	48.33%	1.86%	15.07%	-9.28%	9.76%
BMPS.MI Banca Monte dei Paschi di Siena SpA	-17.77%	69.49%	121.10%	63.27%	-90.22%	-24.63%

Different Trading Currencies

DNBBY is traded in USD, while BMPS.MI is traded in EUR. To make them comparable, the BMPS.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DNBBY achieves a 12.03% return, which is significantly higher than BMPS.MI's -17.77% return.

DNBBY

• 1D: -0.60%
• 1M: -0.86%
• YTD: 12.03%
• 6M: 14.40%
• 1Y: 25.88%
• 3Y*: 29.06%
• 5Y*: —
• 10Y*: —

BMPS.MI

• 1D: 2.78%
• 1M: -6.97%
• YTD: -17.77%
• 6M: -3.13%
• 1Y: 22.99%
• 3Y*: 68.27%
• 5Y*: -18.65%
• 10Y*: -37.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DNBBY vs. BMPS.MI — Risk / Return Rank

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

DNBBY

DNBBY Risk / Return Rank: 69
DNBBY Sharpe Ratio Rank: 73
DNBBY Sortino Ratio Rank: 63
DNBBY Omega Ratio Rank: 67
DNBBY Calmar Ratio Rank: 71
DNBBY Martin Ratio Rank: 73

BMPS.MI

BMPS.MI Risk / Return Rank: 52
BMPS.MI Sharpe Ratio Rank: 55
BMPS.MI Sortino Ratio Rank: 49
BMPS.MI Omega Ratio Rank: 47
BMPS.MI Calmar Ratio Rank: 54
BMPS.MI Martin Ratio Rank: 56

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.

DNBBY vs. BMPS.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DNB Bank ASA (DNBBY) and Banca Monte dei Paschi di Siena SpA (BMPS.MI). 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.

	DNBBY	BMPS.MI	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.61	+0.38
Sortino ratio Return per unit of downside risk	1.34	1.07	+0.27
Omega ratio Gain probability vs. loss probability	1.20	1.13	+0.07
Calmar ratio Return relative to maximum drawdown	1.54	0.87	+0.67
Martin ratio Return relative to average drawdown	4.31	2.38	+1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNBBY vs. BMPS.MI - Sharpe Ratio Comparison

The current DNBBY Sharpe Ratio is 0.99, which is higher than the BMPS.MI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DNBBY and BMPS.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DNBBY	BMPS.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	0.61	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.36	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	-0.59	+1.16

Correlation

The correlation between DNBBY and BMPS.MI is 0.32, 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

DNBBY vs. BMPS.MI - Dividend Comparison

DNBBY's dividend yield for the trailing twelve months is around 4.78%, less than BMPS.MI's 11.31% yield.

	TTM	2025	2024	2023	2022	2021
DNBBY DNB Bank ASA	4.78%	5.35%	7.71%	5.70%	5.52%	4.71%
BMPS.MI Banca Monte dei Paschi di Siena SpA	11.31%	9.42%	3.67%	0.00%	0.00%	0.00%

Drawdowns

DNBBY vs. BMPS.MI - Drawdown Comparison

The maximum DNBBY drawdown since its inception was -34.47%, smaller than the maximum BMPS.MI drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DNBBY and BMPS.MI.

Drawdown Indicators

	DNBBY	BMPS.MI	Difference
Max Drawdown Largest peak-to-trough decline	-34.47%	-100.00%	+65.53%
Max Drawdown (1Y) Largest decline over 1 year	-16.45%	-25.49%	+9.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-93.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.89%	—
Current Drawdown Current decline from peak	-2.53%	-100.00%	+97.47%
Average Drawdown Average peak-to-trough decline	-10.81%	-72.19%	+61.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	9.69%	-3.79%

Volatility

DNBBY vs. BMPS.MI - Volatility Comparison

The current volatility for DNB Bank ASA (DNBBY) is 7.77%, while Banca Monte dei Paschi di Siena SpA (BMPS.MI) has a volatility of 11.35%. This indicates that DNBBY experiences smaller price fluctuations and is considered to be less risky than BMPS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DNBBY	BMPS.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.77%	11.35%	-3.58%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	25.29%	-10.16%
Volatility (1Y) Calculated over the trailing 1-year period	26.29%	37.57%	-11.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.76%	51.89%	-25.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.76%	59.11%	-32.35%

Financials