PAH3.DE vs. BMW.DE
Compare and contrast key facts about Porsche Automobil Holding SE (PAH3.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: PAH3.DE or BMW.DE.
Key characteristics
| PAH3.DE | BMW.DE | |
|---|---|---|
| YTD Return | -8.36% | -23.16% |
| 1Y Return | -11.08% | -19.99% |
| 3Y Return (Ann) | -17.72% | 3.94% |
| 5Y Return (Ann) | -2.85% | 8.42% |
| 10Y Return (Ann) | -1.18% | 3.03% |
| Sharpe Ratio | -0.63 | -0.92 |
| Daily Std Dev | 21.25% | 24.18% |
| Max Drawdown | -83.47% | -62.33% |
| Current Drawdown | -55.48% | -32.52% |
Fundamentals
| PAH3.DE | BMW.DE | |
|---|---|---|
| Market Cap | €12.18B | €46.36B |
| EPS | €16.07 | €16.54 |
| PE Ratio | 2.47 | 4.41 |
| PEG Ratio | 0.00 | 18.24 |
| Total Revenue (TTM) | €5.25B | €154.98B |
| Gross Profit (TTM) | €5.23B | €28.01B |
| EBITDA (TTM) | €5.26B | €25.36B |
Correlation
The correlation between PAH3.DE and BMW.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.
Performance
PAH3.DE vs. BMW.DE - Performance Comparison
In the year-to-date period, PAH3.DE achieves a -8.36% return, which is significantly higher than BMW.DE's -23.16% return. Over the past 10 years, PAH3.DE has underperformed BMW.DE with an annualized return of -1.18%, while BMW.DE has yielded a comparatively higher 3.03% 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
PAH3.DE vs. BMW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Porsche Automobil Holding SE (PAH3.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
PAH3.DE vs. BMW.DE - Dividend Comparison
PAH3.DE's dividend yield for the trailing twelve months is around 6.36%, less than BMW.DE's 8.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAH3.DE Porsche Automobil Holding SE | 6.36% | 5.53% | 5.00% | 2.65% | 9.43% | 3.32% | 3.41% | 1.45% | 1.95% | 4.02% | 2.99% | 2.66% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.23% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
Drawdowns
PAH3.DE vs. BMW.DE - Drawdown Comparison
The maximum PAH3.DE drawdown since its inception was -83.47%, which is greater than BMW.DE's maximum drawdown of -62.33%. Use the drawdown chart below to compare losses from any high point for PAH3.DE and BMW.DE. For additional features, visit the drawdowns tool.
Volatility
PAH3.DE vs. BMW.DE - Volatility Comparison
The current volatility for Porsche Automobil Holding SE (PAH3.DE) is 5.82%, while Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a volatility of 13.76%. This indicates that PAH3.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
PAH3.DE vs. BMW.DE - Financials Comparison
This section allows you to compare key financial metrics between Porsche Automobil Holding SE 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