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EBKDY vs. DB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EBKDY vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erste Group Bank AG PK (EBKDY) and Deutsche Bank Aktiengesellschaft (DB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBKDY achieves a 12.74% return, which is significantly higher than DB's -3.61% return. Over the past 10 years, EBKDY has outperformed DB with an annualized return of 25.00%, while DB has yielded a comparatively lower 13.23% annualized return.


EBKDY

1D
2.62%
1M
12.93%
6M
12.74%
YTD
12.74%
1Y
59.36%
3Y*
62.01%
5Y*
35.93%
10Y*
25.00%

DB

1D
5.91%
1M
10.95%
6M
-3.61%
YTD
-3.61%
1Y
27.77%
3Y*
54.41%
5Y*
26.09%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBKDY vs. DB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBKDY
Erste Group Bank AG PK
12.74%104.70%59.56%36.72%-29.48%68.00%-19.19%18.27%-21.60%58.26%
DB
Deutsche Bank Aktiengesellschaft
-3.61%132.42%29.52%21.34%-5.86%14.68%40.10%-2.89%-56.72%18.96%

Correlation

The correlation between EBKDY and DB is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.59

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

0.63

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.56

The correlation between EBKDY and DB shifts across timeframes, from 0.56 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EBKDY:

$105.30B

DB:

$68.61B

EPS

EBKDY:

€2.23

DB:

€4.90

PE Ratio

EBKDY:

26.42

DB:

6.43

PEG Ratio

EBKDY:

7.03

DB:

0.11

PS Ratio

EBKDY:

4.90

DB:

0.86

Total Revenue (TTM)

EBKDY:

€19.70B

DB:

€53.12B

Gross Profit (TTM)

EBKDY:

€12.66B

DB:

€30.48B

EBITDA (TTM)

EBKDY:

€5.91B

DB:

€9.93B

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Return for Risk

EBKDY vs. DB — Risk / Return Rank

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

EBKDY
EBKDY Risk / Return Rank: 8787
Overall Rank
EBKDY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EBKDY Sortino Ratio Rank: 8989
Sortino Ratio Rank
EBKDY Omega Ratio Rank: 8686
Omega Ratio Rank
EBKDY Calmar Ratio Rank: 8484
Calmar Ratio Rank
EBKDY Martin Ratio Rank: 8585
Martin Ratio Rank

DB
DB Risk / Return Rank: 6666
Overall Rank
DB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DB Sortino Ratio Rank: 6666
Sortino Ratio Rank
DB Omega Ratio Rank: 6363
Omega Ratio Rank
DB Calmar Ratio Rank: 6464
Calmar Ratio Rank
DB Martin Ratio Rank: 6565
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.

EBKDY vs. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erste Group Bank AG PK (EBKDY) and Deutsche Bank Aktiengesellschaft (DB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EBKDYDBDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.34

1.16

+0.18

Calmar ratioReturn relative to maximum drawdown

2.70

0.94

+1.76

Martin ratioReturn relative to average drawdown

7.22

2.16

+5.06

EBKDY vs. DB - Sharpe Ratio Comparison

The current EBKDY Sharpe Ratio is 2.07, which is higher than the DB Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EBKDY and DB, 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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Drawdowns

EBKDY vs. DB - Drawdown Comparison

The maximum EBKDY drawdown since its inception was -89.42%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for EBKDY and DB.


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Drawdown Indicators


EBKDYDBDifference

Max Drawdown

Largest peak-to-trough decline

-89.42%

-94.73%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-22.06%

-29.66%

+7.60%

Max Drawdown (3Y)

Largest decline over 3 years

-22.06%

-29.66%

+7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

-54.19%

-1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-64.08%

-71.97%

+7.89%

Current Drawdown

Current decline from peak

0.00%

-60.15%

+60.15%

Average Drawdown

Average peak-to-trough decline

-43.98%

-53.68%

+9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

12.86%

-4.62%

Volatility

EBKDY vs. DB - Volatility Comparison

The current volatility for Erste Group Bank AG PK (EBKDY) is 8.35%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 11.96%. This indicates that EBKDY experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBKDYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

11.96%

-3.61%

Volatility (6M)

Calculated over the trailing 6-month period

23.55%

26.61%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

33.44%

-4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

37.61%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.43%

39.77%

-3.34%

Dividends

EBKDY vs. DB - Dividend Comparison

EBKDY's dividend yield for the trailing twelve months is around 0.65%, less than DB's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
DB
Deutsche Bank Aktiengesellschaft
3.25%1.99%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.00%0.00%3.11%
EBKDY
Erste Group Bank AG PK
0.65%2.80%4.77%5.11%5.28%5.09%0.00%4.07%4.26%4.99%3.83%0.00%

Financials

EBKDY vs. DB - Financials Comparison

This section allows you to compare key financial metrics between Erste Group Bank AG PK 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


0.005.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
6.37B
15.29B
(EBKDY) Total Revenue
(DB) Total Revenue
Values in EUR except per share items

EBKDY vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between Erste Group Bank AG PK and Deutsche Bank Aktiengesellschaft over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
59.7%
53.3%
Portfolio components
EBKDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported a gross profit of 3.80B and revenue of 6.37B. Therefore, the gross margin over that period was 59.7%.

DB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.

EBKDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported an operating income of 1.56B and revenue of 6.37B, resulting in an operating margin of 24.5%.

DB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.

EBKDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported a net income of 892.44M and revenue of 6.37B, resulting in a net margin of 14.0%.

DB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.


Frequently Asked Questions


EBKDY and DB have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DB has higher volatility (11.96%) compared to EBKDY (8.35%). In terms of maximum drawdown, EBKDY dropped -89.42% vs DB's -94.73%.

EBKDY currently has the higher Sharpe Ratio (2.07 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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