MBG.DE vs. BMW.DE
Compare and contrast key facts about Mercedes-Benz Group AG (MBG.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBG.DE or BMW.DE.
Key characteristics
| MBG.DE | BMW.DE | |
|---|---|---|
| YTD Return | 14.44% | 1.71% |
| 1Y Return | 10.02% | 7.15% |
| 3Y Return (Ann) | 11.07% | 14.15% |
| 5Y Return (Ann) | 15.00% | 12.34% |
| 10Y Return (Ann) | 8.45% | 6.32% |
| Sharpe Ratio | 0.33 | 0.11 |
| Daily Std Dev | 19.91% | 21.85% |
| Max Drawdown | -76.51% | -64.55% |
| Current Drawdown | -6.57% | -10.68% |
Fundamentals
| MBG.DE | BMW.DE | |
|---|---|---|
| Market Cap | €76.58B | €65.14B |
| EPS | €12.75 | €17.76 |
| PE Ratio | 5.61 | 5.77 |
| PEG Ratio | 53.19 | 21.40 |
| Revenue (TTM) | €151.58B | €155.50B |
| Gross Profit (TTM) | €32.58B | €23.00B |
| EBITDA (TTM) | €19.58B | €24.12B |
Correlation
The correlation between MBG.DE and BMW.DE is 0.69, 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
MBG.DE vs. BMW.DE - Performance Comparison
In the year-to-date period, MBG.DE achieves a 14.44% return, which is significantly higher than BMW.DE's 1.71% return. Over the past 10 years, MBG.DE has outperformed BMW.DE with an annualized return of 8.45%, while BMW.DE has yielded a comparatively lower 6.32% 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
MBG.DE vs. BMW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW.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
MBG.DE vs. BMW.DE - Dividend Comparison
MBG.DE has not paid dividends to shareholders, while BMW.DE's dividend yield for the trailing twelve months is around 8.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | 0.00% | 8.31% | 8.14% | 2.00% | 1.56% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% | 3.26% | 3.50% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.29% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
Drawdowns
MBG.DE vs. BMW.DE - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.51%, which is greater than BMW.DE's maximum drawdown of -64.55%. Use the drawdown chart below to compare losses from any high point for MBG.DE and BMW.DE. For additional features, visit the drawdowns tool.
Volatility
MBG.DE vs. BMW.DE - Volatility Comparison
The current volatility for Mercedes-Benz Group AG (MBG.DE) is 7.89%, while Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a volatility of 8.36%. This indicates that MBG.DE experiences smaller price fluctuations and is considered to be less risky than BMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MBG.DE vs. BMW.DE - Financials Comparison
This section allows you to compare key financial metrics between Mercedes-Benz Group AG and Bayerische Motoren Werke 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.
Total Revenue: Total amount of money received from sales and other business activities