P911.DE vs. BMW3.DE
Compare and contrast key facts about Porsche AG (P911.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE).
Performance
P911.DE vs. BMW3.DE - Performance Comparison
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P911.DE vs. BMW3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
P911.DE Porsche AG | -13.13% | -17.78% | -24.57% | -14.89% | 14.85% |
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | -13.93% | 33.73% | -14.28% | 23.06% | 21.64% |
Returns By Period
In the year-to-date period, P911.DE achieves a -13.13% return, which is significantly higher than BMW3.DE's -13.93% return.
P911.DE
- 1D
- 2.32%
- 1M
- -1.59%
- YTD
- -13.13%
- 6M
- -4.00%
- 1Y
- -8.58%
- 3Y*
- -28.33%
- 5Y*
- —
- 10Y*
- —
BMW3.DE
- 1D
- 1.16%
- 1M
- -7.24%
- YTD
- -13.93%
- 6M
- -0.76%
- 1Y
- 19.47%
- 3Y*
- 0.80%
- 5Y*
- 9.41%
- 10Y*
- 7.56%
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Return for Risk
P911.DE vs. BMW3.DE — Risk / Return Rank
P911.DE
BMW3.DE
P911.DE vs. BMW3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Porsche AG (P911.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW3.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.
| P911.DE | BMW3.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 0.71 | -0.99 |
Sortino ratioReturn per unit of downside risk | -0.19 | 1.16 | -1.35 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.02 | -1.41 |
Martin ratioReturn relative to average drawdown | -0.94 | 2.82 | -3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| P911.DE | BMW3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.71 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.34 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.55 | 0.33 | -0.88 |
Correlation
The correlation between P911.DE and BMW3.DE is 0.58, 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.
Dividends
P911.DE vs. BMW3.DE - Dividend Comparison
P911.DE's dividend yield for the trailing twelve months is around 5.83%, more than BMW3.DE's 5.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
P911.DE Porsche AG | 5.83% | 5.06% | 3.95% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | 5.49% | 4.72% | 8.31% | 9.47% | 7.32% | 2.62% | 4.57% | 6.39% | 6.47% | 4.72% | 4.43% | 3.77% |
Drawdowns
P911.DE vs. BMW3.DE - Drawdown Comparison
The maximum P911.DE drawdown since its inception was -66.92%, smaller than the maximum BMW3.DE drawdown of -75.50%. Use the drawdown chart below to compare losses from any high point for P911.DE and BMW3.DE.
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Drawdown Indicators
| P911.DE | BMW3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -75.50% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -25.26% | -19.80% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.16% | — |
Current DrawdownCurrent decline from peak | -63.90% | -16.84% | -47.06% |
Average DrawdownAverage peak-to-trough decline | -35.28% | -18.30% | -16.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.61% | 7.16% | +3.45% |
Volatility
P911.DE vs. BMW3.DE - Volatility Comparison
Porsche AG (P911.DE) has a higher volatility of 8.64% compared to Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) at 6.96%. This indicates that P911.DE's price experiences larger fluctuations and is considered to be riskier than BMW3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| P911.DE | BMW3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 6.96% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 21.03% | 20.07% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.96% | 27.34% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 27.07% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.06% | 27.41% | +2.65% |
Financials
P911.DE vs. BMW3.DE - Financials Comparison
This section allows you to compare key financial metrics between Porsche 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