EBS.VI vs. BG.VI

Last updated Jun 5, 2026

EBS.VI (Erste Group Bank AG) and BG.VI (BAWAG Group AG) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 5 years, EBS.VI returned 30.82%/yr vs 38.29%/yr for BG.VI. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

EBS.VI vs. BG.VI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Erste Group Bank AG (EBS.VI) and BAWAG Group AG (BG.VI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EBS.VI achieves a -1.12% return, which is significantly lower than BG.VI's 22.77% return.

EBS.VI

• 1D: 0.50%
• 1M: 6.93%
• YTD: -1.12%
• 6M: 4.35%
• 1Y: 43.71%
• 3Y*: 53.31%
• 5Y*: 30.82%
• 10Y*: 20.56%

BG.VI

• 1D: 3.05%
• 1M: 4.11%
• YTD: 22.77%
• 6M: 34.78%
• 1Y: 46.50%
• 3Y*: 62.64%
• 5Y*: 38.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EBS.VI vs. BG.VI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EBS.VI Erste Group Bank AG	-1.12%	80.13%	72.30%	30.82%	-23.53%	77.63%	-25.69%	20.51%	-16.83%	-4.33%
BG.VI BAWAG Group AG	22.77%	70.13%	84.51%	4.73%	-1.70%	56.89%	3.14%	19.38%	-18.27%	-4.39%

Correlation

The correlation between EBS.VI and BG.VI is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017	0.57

The correlation between EBS.VI and BG.VI has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

Return for Risk

EBS.VI vs. BG.VI — Risk / Return Rank

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

EBS.VI

EBS.VI Risk / Return Rank: 78
EBS.VI Sharpe Ratio Rank: 82
EBS.VI Sortino Ratio Rank: 78
EBS.VI Omega Ratio Rank: 75
EBS.VI Calmar Ratio Rank: 76
EBS.VI Martin Ratio Rank: 79

BG.VI

BG.VI Risk / Return Rank: 83
BG.VI Sharpe Ratio Rank: 85
BG.VI Sortino Ratio Rank: 81
BG.VI Omega Ratio Rank: 79
BG.VI Calmar Ratio Rank: 81
BG.VI Martin Ratio Rank: 86

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.

EBS.VI vs. BG.VI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erste Group Bank AG (EBS.VI) and BAWAG Group AG (BG.VI). 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.

	EBS.VI	BG.VI	Difference
Sharpe ratio: Return per unit of total volatility	1.54	1.75	-0.21
Sortino ratio: Return per unit of downside risk	2.19	2.42	-0.23
Omega ratio: Gain probability vs. loss probability	1.26	1.30	-0.03
Calmar ratio: Return relative to maximum drawdown	2.25	2.84	-0.59
Martin ratio: Return relative to average drawdown	6.33	9.68	-3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBS.VI vs. BG.VI - Sharpe Ratio Comparison

The current EBS.VI Sharpe Ratio is 1.54, which is comparable to the BG.VI Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EBS.VI and BG.VI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EBS.VI	BG.VI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.75	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	1.32	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.71	-0.42

Drawdowns

EBS.VI vs. BG.VI - Drawdown Comparison

The maximum EBS.VI drawdown since its inception was -88.34%, which is greater than BG.VI's maximum drawdown of -54.91%. Use the drawdown chart below to compare losses from any high point for EBS.VI and BG.VI.

Drawdown Indicators

	EBS.VI	BG.VI	Difference
Max Drawdown Largest peak-to-trough decline	-88.34%	-54.91%	-33.43%
Max Drawdown (1Y) Largest decline over 1 year	-19.36%	-16.31%	-3.05%
Max Drawdown (3Y) Largest decline over 3 years	-21.14%	-19.89%	-1.25%
Max Drawdown (5Y) Largest decline over 5 years	-49.08%	-31.03%	-18.05%
Max Drawdown (10Y) Largest decline over 10 years	-60.97%	—	—
Current Drawdown Current decline from peak	-8.17%	-2.13%	-6.04%
Average Drawdown Average peak-to-trough decline	-29.32%	-10.98%	-18.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.88%	4.79%	+2.09%

Volatility

EBS.VI vs. BG.VI - Volatility Comparison

Erste Group Bank AG (EBS.VI) and BAWAG Group AG (BG.VI) have volatilities of 7.54% and 7.40%, 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.

Volatility by Period

	EBS.VI	BG.VI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.54%	7.40%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	22.21%	21.06%	+1.15%
Volatility (1Y) Calculated over the trailing 1-year period	28.29%	26.54%	+1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.18%	28.80%	+3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.89%	32.47%	+0.42%

Dividends

EBS.VI vs. BG.VI - Dividend Comparison

EBS.VI's dividend yield for the trailing twelve months is around 0.74%, less than BG.VI's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BG.VI BAWAG Group AG	4.11%	4.26%	6.16%	7.71%	6.02%	9.55%	6.87%	5.37%	1.63%	0.00%	0.00%
EBS.VI Erste Group Bank AG	0.74%	2.92%	4.53%	5.17%	5.35%	5.44%	0.00%	4.17%	4.13%	2.77%	1.77%

Financials

Frequently Asked Questions

Can I hold both EBS.VI and BG.VI in my portfolio?

EBS.VI and BG.VI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.