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

Performance

DUE.DE vs. DBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dürr Aktiengesellschaft (DUE.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, DUE.DE achieves a -4.66% return, which is significantly higher than DBK.DE's -13.18% return. Over the past 10 years, DUE.DE has underperformed DBK.DE with an annualized return of -1.94%, while DBK.DE has yielded a comparatively higher 9.52% annualized return.


DUE.DE

1D
0.24%
1M
-0.24%
YTD
-4.66%
6M
7.60%
1Y
-5.92%
3Y*
-7.02%
5Y*
-7.05%
10Y*
-1.94%

DBK.DE

1D
2.99%
1M
9.58%
YTD
-13.18%
6M
-7.22%
1Y
19.58%
3Y*
46.38%
5Y*
20.97%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DUE.DE
Dürr Aktiengesellschaft
-4.66%8.48%3.19%-30.49%-19.86%21.16%13.91%2.32%-38.40%42.78%
DBK.DE
Deutsche Bank Aktiengesellschaft
-13.18%104.51%38.52%20.50%-1.83%23.12%29.38%1.00%-55.64%4.29%

Correlation

The correlation between DUE.DE and DBK.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 2, 1994

0.32

The correlation between DUE.DE and DBK.DE shifts across timeframes, from 0.32 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

DUE.DE
DUE.DE Risk / Return Rank: 3333
Overall Rank
DUE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DUE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
DUE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
DUE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
DUE.DE Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for Dürr Aktiengesellschaft (DUE.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.


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

-0.77

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.00

1.13

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.21

0.73

-0.94

Martin ratioReturn relative to average drawdown

-0.43

1.74

-2.17

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

The current DUE.DE Sharpe Ratio is -0.16, which is lower than the DBK.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DUE.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


DUE.DEDBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.61

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.58

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.25

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.05

+0.13

Drawdowns

DUE.DE vs. DBK.DE - Drawdown Comparison

The maximum DUE.DE drawdown since its inception was -78.78%, smaller than the maximum DBK.DE drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for DUE.DE and DBK.DE.


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Drawdown Indicators


DUE.DEDBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.78%

-92.61%

+13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-28.21%

-26.77%

-1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-42.81%

-26.77%

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.88%

-46.36%

-10.52%

Max Drawdown (10Y)

Largest decline over 10 years

-69.05%

-71.17%

+2.12%

Current Drawdown

Current decline from peak

-53.57%

-51.37%

-2.20%

Average Drawdown

Average peak-to-trough decline

-33.02%

-48.73%

+15.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

11.22%

+2.52%

Volatility

DUE.DE vs. DBK.DE - Volatility Comparison

Dürr Aktiengesellschaft (DUE.DE) has a higher volatility of 9.74% compared to Deutsche Bank Aktiengesellschaft (DBK.DE) at 9.08%. This indicates that DUE.DE's price experiences larger fluctuations and is considered to be riskier than DBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUE.DEDBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

9.08%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

29.77%

23.67%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

36.75%

32.04%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.66%

35.49%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.18%

38.39%

-2.21%

Dividends

DUE.DE vs. DBK.DE - Dividend Comparison

DUE.DE's dividend yield for the trailing twelve months is around 3.86%, 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%
DUE.DE
Dürr Aktiengesellschaft
3.86%3.10%3.26%3.27%1.59%0.75%2.40%3.29%9.88%1.97%7.14%6.73%

Financials

DUE.DE vs. DBK.DE - Financials Comparison

This section allows you to compare key financial metrics between Dürr Aktiengesellschaft 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


DUE.DE and DBK.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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