DTG.DE vs. MBG.DE
Compare and contrast key facts about Daimler Truck Holding AG (DTG.DE) and Mercedes-Benz Group AG (MBG.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTG.DE or MBG.DE.
Key characteristics
| DTG.DE | MBG.DE | |
|---|---|---|
| YTD Return | 12.98% | -9.55% |
| 1Y Return | 30.69% | -3.60% |
| Sharpe Ratio | 1.00 | -0.18 |
| Sortino Ratio | 1.75 | -0.09 |
| Omega Ratio | 1.22 | 0.99 |
| Calmar Ratio | 0.89 | -0.05 |
| Martin Ratio | 1.90 | -0.35 |
| Ulcer Index | 16.21% | 11.57% |
| Daily Std Dev | 30.87% | 22.26% |
| Max Drawdown | -37.82% | -97.50% |
| Current Drawdown | -19.32% | -79.49% |
Fundamentals
| DTG.DE | MBG.DE | |
|---|---|---|
| Market Cap | €31.26B | €55.70B |
| EPS | €4.53 | €10.61 |
| PE Ratio | 8.20 | 4.91 |
| Total Revenue (TTM) | €41.54B | €147.41B |
| Gross Profit (TTM) | €8.81B | €29.12B |
| EBITDA (TTM) | €4.46B | €19.76B |
Correlation
The correlation between DTG.DE and MBG.DE is 0.66, 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
DTG.DE vs. MBG.DE - Performance Comparison
In the year-to-date period, DTG.DE achieves a 12.98% return, which is significantly higher than MBG.DE's -9.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTG.DE vs. MBG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Daimler Truck Holding AG (DTG.DE) and Mercedes-Benz Group AG (MBG.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.
Dividends
DTG.DE vs. MBG.DE - Dividend Comparison
DTG.DE's dividend yield for the trailing twelve months is around 5.18%, less than MBG.DE's 10.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTG.DE Daimler Truck Holding AG | 5.18% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBG.DE Mercedes-Benz Group AG | 10.04% | 8.31% | 8.14% | 2.00% | 1.87% | 7.91% | 9.56% | 5.52% | 5.53% | 3.80% | 3.92% | 4.21% |
Drawdowns
DTG.DE vs. MBG.DE - Drawdown Comparison
The maximum DTG.DE drawdown since its inception was -37.82%, smaller than the maximum MBG.DE drawdown of -97.50%. Use the drawdown chart below to compare losses from any high point for DTG.DE and MBG.DE. For additional features, visit the drawdowns tool.
Volatility
DTG.DE vs. MBG.DE - Volatility Comparison
Daimler Truck Holding AG (DTG.DE) has a higher volatility of 12.01% compared to Mercedes-Benz Group AG (MBG.DE) at 10.82%. This indicates that DTG.DE's price experiences larger fluctuations and is considered to be riskier than MBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DTG.DE vs. MBG.DE - Financials Comparison
This section allows you to compare key financial metrics between Daimler Truck Holding AG and Mercedes-Benz Group AG. 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