PortfoliosLab logoPortfoliosLab logo
EBO.DE vs. EXV1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBO.DE vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Erste Group Bank AG (EBO.DE) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EBO.DE vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBO.DE
Erste Group Bank AG
-7.25%81.09%71.73%30.14%-23.21%76.19%-25.39%21.05%-17.60%34.09%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
-2.05%77.02%32.97%26.28%1.84%37.98%-24.54%15.17%-25.82%11.63%

Returns By Period

In the year-to-date period, EBO.DE achieves a -7.25% return, which is significantly lower than EXV1.DE's -2.05% return. Over the past 10 years, EBO.DE has outperformed EXV1.DE with an annualized return of 19.37%, while EXV1.DE has yielded a comparatively lower 13.82% annualized return.


EBO.DE

1D
3.19%
1M
-3.05%
YTD
-7.25%
6M
12.51%
1Y
52.95%
3Y*
54.39%
5Y*
33.56%
10Y*
19.37%

EXV1.DE

1D
4.66%
1M
-2.70%
YTD
-2.05%
6M
11.62%
1Y
37.75%
3Y*
40.45%
5Y*
27.91%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EBO.DE vs. EXV1.DE — Risk / Return Rank

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

EBO.DE
EBO.DE Risk / Return Rank: 8686
Overall Rank
EBO.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EBO.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EBO.DE Omega Ratio Rank: 8484
Omega Ratio Rank
EBO.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EBO.DE Martin Ratio Rank: 8888
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 7676
Overall Rank
EXV1.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 7575
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.

EBO.DE vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erste Group Bank AG (EBO.DE) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.


EBO.DEEXV1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.53

+0.29

Sortino ratio

Return per unit of downside risk

2.53

1.98

+0.55

Omega ratio

Gain probability vs. loss probability

1.32

1.28

+0.05

Calmar ratio

Return relative to maximum drawdown

2.97

2.38

+0.58

Martin ratio

Return relative to average drawdown

9.64

8.39

+1.25

EBO.DE vs. EXV1.DE - Sharpe Ratio Comparison

The current EBO.DE Sharpe Ratio is 1.83, which is comparable to the EXV1.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of EBO.DE and EXV1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EBO.DEEXV1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.53

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.22

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.09

+0.19

Correlation

The correlation between EBO.DE and EXV1.DE is 0.56, 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.


Dividends

EBO.DE vs. EXV1.DE - Dividend Comparison

EBO.DE's dividend yield for the trailing twelve months is around 3.15%, less than EXV1.DE's 3.96% yield.


TTM20252024202320222021202020192018201720162015
EBO.DE
Erste Group Bank AG
3.15%2.92%4.55%5.19%5.34%5.45%0.00%4.16%4.14%2.75%1.79%0.00%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.96%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Drawdowns

EBO.DE vs. EXV1.DE - Drawdown Comparison

The maximum EBO.DE drawdown since its inception was -88.21%, which is greater than EXV1.DE's maximum drawdown of -82.30%. Use the drawdown chart below to compare losses from any high point for EBO.DE and EXV1.DE.


Loading graphics...

Drawdown Indicators


EBO.DEEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-88.21%

-82.30%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.58%

-17.09%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-48.75%

-28.12%

-20.63%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-56.14%

-5.31%

Current Drawdown

Current decline from peak

-13.79%

-9.61%

-4.18%

Average Drawdown

Average peak-to-trough decline

-35.35%

-44.93%

+9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

4.55%

+1.17%

Volatility

EBO.DE vs. EXV1.DE - Volatility Comparison

Erste Group Bank AG (EBO.DE) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) have volatilities of 9.45% and 9.55%, 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.


Loading graphics...

Volatility by Period


EBO.DEEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

9.55%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.18%

16.40%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

28.92%

24.53%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.25%

22.61%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.52%

25.10%

+8.42%