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KHNGY vs. CBK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

KHNGY vs. CBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kuehne & Nagel International AG ADR (KHNGY) and Commerzbank AG (CBK.DE). The values are adjusted to include any dividend payments, if applicable.

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KHNGY vs. CBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KHNGY
Kuehne & Nagel International AG ADR
6.32%-0.52%-30.65%55.49%-23.32%41.24%35.81%36.78%-26.58%41.76%
CBK.DE
Commerzbank AG
-11.85%165.91%41.33%28.35%24.82%17.00%11.73%-3.91%-55.93%96.98%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, KHNGY achieves a 6.32% return, which is significantly higher than CBK.DE's -11.85% return. Over the past 10 years, KHNGY has underperformed CBK.DE with an annualized return of 9.12%, while CBK.DE has yielded a comparatively higher 18.00% annualized return.


KHNGY

1D
1.65%
1M
-0.75%
YTD
6.32%
6M
22.76%
1Y
6.33%
3Y*
-3.84%
5Y*
-0.71%
10Y*
9.12%

CBK.DE

1D
5.09%
1M
-3.94%
YTD
-11.85%
6M
-1.95%
1Y
57.81%
3Y*
56.34%
5Y*
45.47%
10Y*
18.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KHNGY vs. CBK.DE — Risk / Return Rank

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

KHNGY
KHNGY Risk / Return Rank: 4444
Overall Rank
KHNGY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
KHNGY Sortino Ratio Rank: 4040
Sortino Ratio Rank
KHNGY Omega Ratio Rank: 4141
Omega Ratio Rank
KHNGY Calmar Ratio Rank: 4747
Calmar Ratio Rank
KHNGY Martin Ratio Rank: 4646
Martin Ratio Rank

CBK.DE
CBK.DE Risk / Return Rank: 7474
Overall Rank
CBK.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CBK.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CBK.DE Omega Ratio Rank: 6969
Omega Ratio Rank
CBK.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
CBK.DE Martin Ratio Rank: 7373
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.

KHNGY vs. CBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kuehne & Nagel International AG ADR (KHNGY) and Commerzbank AG (CBK.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.


KHNGYCBK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.47

-1.25

Sortino ratio

Return per unit of downside risk

0.46

2.02

-1.56

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.26

2.43

-2.16

Martin ratio

Return relative to average drawdown

0.52

5.41

-4.89

KHNGY vs. CBK.DE - Sharpe Ratio Comparison

The current KHNGY Sharpe Ratio is 0.21, which is lower than the CBK.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of KHNGY and CBK.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.


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Sharpe Ratios by Period


KHNGYCBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.47

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

1.07

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.41

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.16

+0.40

Correlation

The correlation between KHNGY and CBK.DE is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KHNGY vs. CBK.DE - Dividend Comparison

KHNGY's dividend yield for the trailing twelve months is around 4.34%, more than CBK.DE's 2.02% yield.


TTM20252024202320222021202020192018201720162015
KHNGY
Kuehne & Nagel International AG ADR
4.34%4.61%4.79%4.55%4.49%1.55%1.16%2.13%2.86%5.00%6.13%3.32%
CBK.DE
Commerzbank AG
2.02%1.80%2.23%1.86%0.00%0.00%3.80%3.63%0.00%0.00%2.76%0.00%

Drawdowns

KHNGY vs. CBK.DE - Drawdown Comparison

The maximum KHNGY drawdown since its inception was -47.12%, smaller than the maximum CBK.DE drawdown of -98.80%. Use the drawdown chart below to compare losses from any high point for KHNGY and CBK.DE.


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Drawdown Indicators


KHNGYCBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-98.50%

+51.38%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-21.91%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-47.12%

-38.73%

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-47.12%

-77.53%

+30.41%

Current Drawdown

Current decline from peak

-29.49%

-81.49%

+52.00%

Average Drawdown

Average peak-to-trough decline

-15.36%

-64.02%

+48.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.05%

10.65%

+0.40%

Volatility

KHNGY vs. CBK.DE - Volatility Comparison

The current volatility for Kuehne & Nagel International AG ADR (KHNGY) is 9.50%, while Commerzbank AG (CBK.DE) has a volatility of 16.33%. This indicates that KHNGY experiences smaller price fluctuations and is considered to be less risky than CBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KHNGYCBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

16.33%

-6.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.97%

27.45%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

39.83%

-9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

42.04%

-13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.90%

43.16%

-15.26%

Financials

KHNGY vs. CBK.DE - Financials Comparison

This section allows you to compare key financial metrics between Kuehne & Nagel International AG ADR and Commerzbank 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. KHNGY values in USD, CBK.DE values in EUR