LSEG.L vs. DB1.DE
Compare and contrast key facts about London Stock Exchange Group plc (LSEG.L) and Deutsche Börse AG (DB1.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSEG.L or DB1.DE.
Key characteristics
| LSEG.L | DB1.DE | |
|---|---|---|
| YTD Return | 15.72% | 14.81% |
| 1Y Return | 27.03% | 28.44% |
| 3Y Return (Ann) | 16.70% | 14.55% |
| 5Y Return (Ann) | 10.13% | 11.10% |
| 10Y Return (Ann) | 19.25% | 16.89% |
| Sharpe Ratio | 2.16 | 1.81 |
| Sortino Ratio | 3.24 | 2.38 |
| Omega Ratio | 1.38 | 1.32 |
| Calmar Ratio | 2.37 | 3.67 |
| Martin Ratio | 9.72 | 10.96 |
| Ulcer Index | 2.98% | 2.55% |
| Daily Std Dev | 13.54% | 15.31% |
| Max Drawdown | -80.59% | -76.94% |
| Current Drawdown | -2.62% | -4.03% |
Fundamentals
| LSEG.L | DB1.DE | |
|---|---|---|
| Market Cap | £57.32B | €38.49B |
| EPS | £1.38 | €10.02 |
| PE Ratio | 76.78 | 20.92 |
| PEG Ratio | 1.79 | 3.45 |
| Total Revenue (TTM) | £8.59B | €10.08B |
| Gross Profit (TTM) | £6.34B | €7.01B |
| EBITDA (TTM) | £3.45B | €4.82B |
Correlation
The correlation between LSEG.L and DB1.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LSEG.L vs. DB1.DE - Performance Comparison
In the year-to-date period, LSEG.L achieves a 15.72% return, which is significantly higher than DB1.DE's 14.81% return. Over the past 10 years, LSEG.L has outperformed DB1.DE with an annualized return of 19.25%, while DB1.DE has yielded a comparatively lower 16.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LSEG.L vs. DB1.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and Deutsche Börse AG (DB1.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.
Dividends
LSEG.L vs. DB1.DE - Dividend Comparison
LSEG.L's dividend yield for the trailing twelve months is around 1.14%, less than DB1.DE's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSEG.L London Stock Exchange Group plc | 1.14% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
DB1.DE Deutsche Börse AG | 1.81% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% | 3.55% | 3.49% |
Drawdowns
LSEG.L vs. DB1.DE - Drawdown Comparison
The maximum LSEG.L drawdown since its inception was -80.59%, roughly equal to the maximum DB1.DE drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for LSEG.L and DB1.DE. For additional features, visit the drawdowns tool.
Volatility
LSEG.L vs. DB1.DE - Volatility Comparison
London Stock Exchange Group plc (LSEG.L) has a higher volatility of 6.49% compared to Deutsche Börse AG (DB1.DE) at 5.82%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LSEG.L vs. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between London Stock Exchange Group plc and Deutsche Börse 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