PBB.DE vs. GS
PBB.DE (Deutsche Pfandbriefbank AG) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — PBB.DE in Mortgage Finance, GS in Capital Markets. Over the past 10 years, PBB.DE returned -0.65%/yr vs 23.28%/yr for GS. At a 0.31 correlation, their price movements are largely independent.
Performance
PBB.DE vs. GS - Performance Comparison
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Different Trading Currencies
PBB.DE is traded in EUR, while GS is traded in USD. To make them comparable, the GS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PBB.DE achieves a -19.88% return, which is significantly lower than GS's 21.65% return. Over the past 10 years, PBB.DE has underperformed GS with an annualized return of -0.65%, while GS has yielded a comparatively higher 23.28% annualized return.
PBB.DE
- 1D
- -2.20%
- 1M
- 3.37%
- YTD
- -19.88%
- 6M
- -26.91%
- 1Y
- -38.92%
- 3Y*
- -17.28%
- 5Y*
- -10.92%
- 10Y*
- -0.65%
GS
- 1D
- -4.17%
- 1M
- 13.50%
- YTD
- 21.65%
- 6M
- 24.01%
- 1Y
- 73.72%
- 3Y*
- 46.82%
- 5Y*
- 25.89%
- 10Y*
- 23.28%
PBB.DE vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBB.DE Deutsche Pfandbriefbank AG | -19.88% | -9.56% | -7.88% | -5.50% | -23.16% | 27.38% | -18.75% | 81.73% | -28.77% | 59.63% |
GS The Goldman Sachs Group, Inc. | 21.65% | 38.05% | 62.07% | 12.43% | -2.16% | 58.65% | 7.77% | 43.65% | -30.40% | -5.51% |
Correlation
The correlation between PBB.DE and GS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2015 | 0.31 |
The correlation between PBB.DE and GS shifts across timeframes, from 0.18 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PBB.DE vs. GS — Risk / Return Rank
PBB.DE
GS
PBB.DE vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Pfandbriefbank AG (PBB.DE) and The Goldman Sachs Group, Inc. (GS). 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.
| PBB.DE | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.62 | ||
| Sortino ratioReturn per unit of downside risk | -4.58 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.42 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 4.07 | -4.81 |
| Martin ratioReturn relative to average drawdown | -1.38 | 12.45 | -13.83 |
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
| PBB.DE | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.67 | -3.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.94 | -1.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.78 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.37 | -0.40 |
Drawdowns
PBB.DE vs. GS - Drawdown Comparison
The maximum PBB.DE drawdown since its inception was -67.34%, smaller than the maximum GS drawdown of -75.40%. Use the drawdown chart below to compare losses from any high point for PBB.DE and GS.
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Drawdown Indicators
| PBB.DE | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -75.40% | +8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -51.71% | -18.21% | -33.50% |
Max Drawdown (3Y)Largest decline over 3 years | -56.20% | -34.11% | -22.09% |
Max Drawdown (5Y)Largest decline over 5 years | -65.78% | -34.11% | -31.67% |
Max Drawdown (10Y)Largest decline over 10 years | -67.34% | -44.78% | -22.56% |
Current DrawdownCurrent decline from peak | -58.14% | -4.17% | -53.97% |
Average DrawdownAverage peak-to-trough decline | -24.04% | -20.91% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.82% | 5.94% | +21.88% |
Volatility
PBB.DE vs. GS - Volatility Comparison
Deutsche Pfandbriefbank AG (PBB.DE) has a higher volatility of 18.00% compared to The Goldman Sachs Group, Inc. (GS) at 9.96%. This indicates that PBB.DE's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBB.DE | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.00% | 9.96% | +8.04% |
Volatility (6M)Calculated over the trailing 6-month period | 33.68% | 22.53% | +11.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.37% | 27.77% | +12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.26% | 27.80% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.15% | 30.10% | +7.05% |
Dividends
PBB.DE vs. GS - Dividend Comparison
PBB.DE's dividend yield for the trailing twelve months is around 4.44%, more than GS's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.64% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
PBB.DE Deutsche Pfandbriefbank AG | 4.44% | 3.56% | 19.84% | 13.35% | 16.23% | 5.49% | 19.14% | 6.87% | 12.24% | 7.86% | 4.71% | 0.00% |
Financials
PBB.DE vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Pfandbriefbank AG and The Goldman Sachs Group, Inc.. 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
Frequently Asked Questions
PBB.DE and GS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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