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

Performance

DTG.DE vs. DBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Daimler Truck Holding AG (DTG.DE) and Deutsche Bank Aktiengesellschaft (DBK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTG.DE achieves a 17.27% return, which is significantly higher than DBK.DE's -13.18% return.


DTG.DE

1D
-1.25%
1M
-0.24%
YTD
17.27%
6M
16.24%
1Y
17.24%
3Y*
19.53%
5Y*
10Y*

DBK.DE

1D
2.99%
1M
5.49%
YTD
-13.18%
6M
-7.61%
1Y
17.22%
3Y*
46.38%
5Y*
20.97%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTG.DE vs. DBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DTG.DE
Daimler Truck Holding AG
17.27%6.37%13.57%22.56%-10.36%-2.03%
DBK.DE
Deutsche Bank Aktiengesellschaft
-13.18%104.51%38.52%20.50%-1.83%1.96%

Correlation

The correlation between DTG.DE and DBK.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.40

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Return for Risk

DTG.DE vs. DBK.DE — Risk / Return Rank

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

DTG.DE
DTG.DE Risk / Return Rank: 5656
Overall Rank
DTG.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DTG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
DTG.DE Omega Ratio Rank: 5353
Omega Ratio Rank
DTG.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DTG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

DBK.DE
DBK.DE Risk / Return Rank: 5757
Overall Rank
DBK.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
DBK.DE Omega Ratio Rank: 5454
Omega Ratio Rank
DBK.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBK.DE Martin Ratio Rank: 5959
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.

DTG.DE vs. DBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daimler Truck Holding AG (DTG.DE) and Deutsche Bank Aktiengesellschaft (DBK.DE). 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.


DTG.DEDBK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.71

0.73

-0.02

Martin ratioReturn relative to average drawdown

1.43

1.74

-0.32

DTG.DE vs. DBK.DE - Sharpe Ratio Comparison

The current DTG.DE Sharpe Ratio is 0.53, which is comparable to the DBK.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DTG.DE and DBK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DTG.DEDBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.61

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.05

+0.25

Drawdowns

DTG.DE vs. DBK.DE - Drawdown Comparison

The maximum DTG.DE drawdown since its inception was -37.82%, smaller than the maximum DBK.DE drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for DTG.DE and DBK.DE.


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Drawdown Indicators


DTG.DEDBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.82%

-92.61%

+54.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.71%

-26.77%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

-26.77%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-46.36%

Max Drawdown (10Y)

Largest decline over 10 years

-71.17%

Current Drawdown

Current decline from peak

-2.74%

-51.37%

+48.63%

Average Drawdown

Average peak-to-trough decline

-14.32%

-48.73%

+34.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

11.22%

+0.60%

Volatility

DTG.DE vs. DBK.DE - Volatility Comparison

Daimler Truck Holding AG (DTG.DE) and Deutsche Bank Aktiengesellschaft (DBK.DE) have volatilities of 9.18% and 9.08%, 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.


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Volatility by Period


DTG.DEDBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

9.08%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

23.29%

23.67%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.60%

32.04%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

35.49%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

38.39%

-6.23%

Dividends

DTG.DE vs. DBK.DE - Dividend Comparison

DTG.DE's dividend yield for the trailing twelve months is around 4.54%, more than DBK.DE's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
DBK.DE
Deutsche Bank Aktiengesellschaft
3.61%2.05%2.70%2.43%1.89%0.00%0.00%1.59%1.58%1.20%0.00%3.33%
DTG.DE
Daimler Truck Holding AG
4.54%5.09%5.16%3.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DTG.DE vs. DBK.DE - Financials Comparison

This section allows you to compare key financial metrics between Daimler Truck Holding AG 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


Values in EUR except per share items

Frequently Asked Questions


DTG.DE and DBK.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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