EVK.DE vs. PBB.DE
EVK.DE (Evonik Industries AG) and PBB.DE (Deutsche Pfandbriefbank AG) are both stocks. EVK.DE operates in Specialty Chemicals (Basic Materials), while PBB.DE operates in Mortgage Finance (Financial Services). Over the past 10 years, EVK.DE returned -0.20%/yr vs -0.65%/yr for PBB.DE. At a 0.41 correlation, their price movements are largely independent.
Performance
EVK.DE vs. PBB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EVK.DE achieves a 25.51% return, which is significantly higher than PBB.DE's -19.88% return. Over the past 10 years, EVK.DE has outperformed PBB.DE with an annualized return of -0.20%, while PBB.DE has yielded a comparatively lower -0.65% annualized return.
EVK.DE
- 1D
- -0.13%
- 1M
- -4.01%
- YTD
- 25.51%
- 6M
- 28.99%
- 1Y
- -12.53%
- 3Y*
- 0.69%
- 5Y*
- -6.26%
- 10Y*
- -0.20%
PBB.DE
- 1D
- -2.20%
- 1M
- 3.37%
- YTD
- -19.88%
- 6M
- -26.91%
- 1Y
- -38.92%
- 3Y*
- -17.28%
- 5Y*
- -10.92%
- 10Y*
- -0.65%
EVK.DE vs. PBB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVK.DE Evonik Industries AG | 25.51% | -15.19% | -3.87% | 10.02% | -33.98% | 10.96% | 3.01% | 30.82% | -27.86% | 14.75% |
PBB.DE Deutsche Pfandbriefbank AG | -19.88% | -9.56% | -7.88% | -5.50% | -23.16% | 27.38% | -18.75% | 81.73% | -28.77% | 59.63% |
Correlation
The correlation between EVK.DE and PBB.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2015 | 0.41 |
The correlation between EVK.DE and PBB.DE shifts across timeframes, from 0.26 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVK.DE vs. PBB.DE — Risk / Return Rank
EVK.DE
PBB.DE
EVK.DE vs. PBB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evonik Industries AG (EVK.DE) and Deutsche Pfandbriefbank AG (PBB.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.
| EVK.DE | PBB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.83 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.74 | +0.40 |
| Martin ratioReturn relative to average drawdown | -0.56 | -1.38 | +0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVK.DE | PBB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.95 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.28 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | -0.02 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | -0.04 | 0.00 |
Drawdowns
EVK.DE vs. PBB.DE - Drawdown Comparison
The maximum EVK.DE drawdown since its inception was -51.49%, smaller than the maximum PBB.DE drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for EVK.DE and PBB.DE.
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Drawdown Indicators
| EVK.DE | PBB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.49% | -67.34% | +15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -51.71% | +16.83% |
Max Drawdown (3Y)Largest decline over 3 years | -39.76% | -56.20% | +16.44% |
Max Drawdown (5Y)Largest decline over 5 years | -46.47% | -65.78% | +19.31% |
Max Drawdown (10Y)Largest decline over 10 years | -50.11% | -67.34% | +17.23% |
Current DrawdownCurrent decline from peak | -28.87% | -58.14% | +29.27% |
Average DrawdownAverage peak-to-trough decline | -20.38% | -24.04% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.51% | 27.82% | -6.31% |
Volatility
EVK.DE vs. PBB.DE - Volatility Comparison
The current volatility for Evonik Industries AG (EVK.DE) is 7.93%, while Deutsche Pfandbriefbank AG (PBB.DE) has a volatility of 18.00%. This indicates that EVK.DE experiences smaller price fluctuations and is considered to be less risky than PBB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVK.DE | PBB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 18.00% | -10.07% |
Volatility (6M)Calculated over the trailing 6-month period | 20.90% | 33.68% | -12.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 40.37% | -14.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 38.26% | -12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.75% | 37.15% | -11.40% |
Dividends
EVK.DE vs. PBB.DE - Dividend Comparison
EVK.DE's dividend yield for the trailing twelve months is around 6.34%, more than PBB.DE's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVK.DE Evonik Industries AG | 6.34% | 8.76% | 6.99% | 6.32% | 6.52% | 4.04% | 4.31% | 4.23% | 5.28% | 3.67% | 4.05% | 3.27% |
PBB.DE Deutsche Pfandbriefbank AG | 4.44% | 3.56% | 19.84% | 13.35% | 16.23% | 5.49% | 19.14% | 6.87% | 12.24% | 7.86% | 4.71% | 0.00% |
Financials
EVK.DE vs. PBB.DE - Financials Comparison
This section allows you to compare key financial metrics between Evonik Industries AG and Deutsche Pfandbriefbank 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
Frequently Asked Questions
EVK.DE and PBB.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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