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INN1.DE vs. DBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INN1.DE vs. DBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ING Groep NV (INN1.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, INN1.DE achieves a 13.28% return, which is significantly higher than DBK.DE's -13.18% return. Over the past 10 years, INN1.DE has outperformed DBK.DE with an annualized return of 16.55%, while DBK.DE has yielded a comparatively lower 9.52% annualized return.


INN1.DE

1D
0.06%
1M
8.10%
YTD
13.28%
6M
20.12%
1Y
49.92%
3Y*
39.77%
5Y*
27.48%
10Y*
16.55%

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)

INN1.DE vs. DBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INN1.DE
ING Groep NV
13.28%71.33%19.67%26.46%1.99%67.01%-22.49%22.77%-36.23%21.28%
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 INN1.DE and DBK.DE is 0.79, 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

0.79

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

0.66

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

0.68

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

0.68

Correlation (All Time)
Calculated using the full available price history since Sep 5, 1997

0.65

The correlation between INN1.DE and DBK.DE shifts across timeframes, from 0.65 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

INN1.DE vs. DBK.DE — Risk / Return Rank

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

INN1.DE
INN1.DE Risk / Return Rank: 8686
Overall Rank
INN1.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
INN1.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
INN1.DE Omega Ratio Rank: 8585
Omega Ratio Rank
INN1.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
INN1.DE Martin Ratio Rank: 8686
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.

INN1.DE vs. DBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep NV (INN1.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.


INN1.DEDBK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.36

1.13

+0.23

Calmar ratioReturn relative to maximum drawdown

2.94

0.73

+2.21

Martin ratioReturn relative to average drawdown

9.41

1.74

+7.67

INN1.DE vs. DBK.DE - Sharpe Ratio Comparison

The current INN1.DE Sharpe Ratio is 2.08, which is higher than the DBK.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of INN1.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


INN1.DEDBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.61

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.58

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.25

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.05

+0.09

Drawdowns

INN1.DE vs. DBK.DE - Drawdown Comparison

The maximum INN1.DE drawdown since its inception was -92.10%, roughly equal to the maximum DBK.DE drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for INN1.DE and DBK.DE.


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Drawdown Indicators


INN1.DEDBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.10%

-92.61%

+0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-26.77%

+9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-19.96%

-26.77%

+6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-46.36%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-71.40%

-71.17%

-0.23%

Current Drawdown

Current decline from peak

-3.04%

-51.37%

+48.33%

Average Drawdown

Average peak-to-trough decline

-38.64%

-48.73%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

11.22%

-5.93%

Volatility

INN1.DE vs. DBK.DE - Volatility Comparison

The current volatility for ING Groep NV (INN1.DE) is 6.48%, while Deutsche Bank Aktiengesellschaft (DBK.DE) has a volatility of 9.08%. This indicates that INN1.DE experiences smaller price fluctuations and is considered to be less risky 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


INN1.DEDBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

9.08%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

19.00%

23.67%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

32.04%

-8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.07%

35.49%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.49%

38.39%

-5.90%

Dividends

INN1.DE vs. DBK.DE - Dividend Comparison

INN1.DE's dividend yield for the trailing twelve months is around 4.78%, 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%
INN1.DE
ING Groep NV
4.78%5.07%7.34%6.06%7.09%4.88%5.05%6.30%7.15%4.28%4.89%2.85%

Financials

INN1.DE vs. DBK.DE - Financials Comparison

This section allows you to compare key financial metrics between ING Groep NV 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


INN1.DE and DBK.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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