IOS.DE vs. BBDO

Last updated Jun 4, 2026

IOS.DE (IONOS GROUP N) and BBDO (Banco Bradesco S.A.) are both stocks. IOS.DE operates in Software - Infrastructure (Technology), while BBDO operates in Banks - Regional (Financial Services). Over the past 3 years, IOS.DE returned 29.62%/yr vs 9.90%/yr for BBDO. At a 0.05 correlation, their price movements are largely independent.

Performance

IOS.DE vs. BBDO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IONOS GROUP N (IOS.DE) and Banco Bradesco S.A. (BBDO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IOS.DE is traded in EUR, while BBDO is traded in USD. To make them comparable, the BBDO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IOS.DE having a 8.93% return and BBDO slightly higher at 9.16%.

IOS.DE

• 1D: -3.12%
• 1M: 5.81%
• YTD: 8.93%
• 6M: 10.59%
• 1Y: -30.54%
• 3Y*: 29.62%
• 5Y*: —
• 10Y*: —

BBDO

• 1D: -5.89%
• 1M: -11.37%
• YTD: 9.16%
• 6M: 0.71%
• 1Y: 23.12%
• 3Y*: 9.90%
• 5Y*: 1.14%
• 10Y*: 2.25%

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

IOS.DE vs. BBDO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IOS.DE IONOS GROUP N	8.93%	21.32%	26.29%	-0.46%
BBDO Banco Bradesco S.A.	9.16%	58.42%	-36.13%	34.69%

Correlation

The correlation between IOS.DE and BBDO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Feb 9, 2023	0.05

Return for Risk

IOS.DE vs. BBDO — Risk / Return Rank

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

IOS.DE

IOS.DE Risk / Return Rank: 16
IOS.DE Sharpe Ratio Rank: 12
IOS.DE Sortino Ratio Rank: 14
IOS.DE Omega Ratio Rank: 14
IOS.DE Calmar Ratio Rank: 19
IOS.DE Martin Ratio Rank: 21

BBDO

BBDO Risk / Return Rank: 62
BBDO Sharpe Ratio Rank: 64
BBDO Sortino Ratio Rank: 58
BBDO Omega Ratio Rank: 55
BBDO Calmar Ratio Rank: 67
BBDO Martin Ratio Rank: 67

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.

IOS.DE vs. BBDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IONOS GROUP N (IOS.DE) and Banco Bradesco S.A. (BBDO). 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.

	IOS.DE	BBDO	Difference
Sharpe ratio Return per unit of total volatility	-0.70	0.66	-1.37
Sortino ratio Return per unit of downside risk	-0.85	1.11	-1.96
Omega ratio Gain probability vs. loss probability	0.90	1.13	-0.24
Calmar ratio Return relative to maximum drawdown	-0.61	1.30	-1.91
Martin ratio Return relative to average drawdown	-1.00	3.08	-4.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOS.DE vs. BBDO - Sharpe Ratio Comparison

The current IOS.DE Sharpe Ratio is -0.70, which is lower than the BBDO Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IOS.DE and BBDO, 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

	IOS.DE	BBDO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	0.66	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.03	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.01	+0.41

Drawdowns

IOS.DE vs. BBDO - Drawdown Comparison

The maximum IOS.DE drawdown since its inception was -49.94%, smaller than the maximum BBDO drawdown of -69.22%. Use the drawdown chart below to compare losses from any high point for IOS.DE and BBDO.

Drawdown Indicators

	IOS.DE	BBDO	Difference
Max Drawdown Largest peak-to-trough decline	-49.94%	-69.22%	+19.28%
Max Drawdown (1Y) Largest decline over 1 year	-49.94%	-17.89%	-32.05%
Max Drawdown (3Y) Largest decline over 3 years	-49.94%	-38.25%	-11.69%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.22%	—
Current Drawdown Current decline from peak	-31.52%	-40.52%	+9.00%
Average Drawdown Average peak-to-trough decline	-17.81%	-34.80%	+16.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.49%	7.55%	+22.94%

Volatility

IOS.DE vs. BBDO - Volatility Comparison

IONOS GROUP N (IOS.DE) has a higher volatility of 17.38% compared to Banco Bradesco S.A. (BBDO) at 10.08%. This indicates that IOS.DE's price experiences larger fluctuations and is considered to be riskier than BBDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IOS.DE	BBDO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.38%	10.08%	+7.30%
Volatility (6M) Calculated over the trailing 6-month period	33.80%	25.31%	+8.49%
Volatility (1Y) Calculated over the trailing 1-year period	43.36%	35.01%	+8.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.95%	41.86%	-2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.95%	47.02%	-8.07%

Dividends

IOS.DE vs. BBDO - Dividend Comparison

IOS.DE has not paid dividends to shareholders, while BBDO's dividend yield for the trailing twelve months is around 8.48%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBDO Banco Bradesco S.A.	8.48%	9.76%	7.84%	9.58%	2.92%	6.00%	2.80%	5.17%	3.21%	5.12%	3.34%	5.75%
IOS.DE IONOS GROUP N	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both IOS.DE and BBDO in my portfolio?

IOS.DE and BBDO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.