PBB.DE vs. MRK.DE
PBB.DE (Deutsche Pfandbriefbank AG) and MRK.DE (Merck & Company Inc) are both stocks. PBB.DE operates in Mortgage Finance (Financial Services), while MRK.DE operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 10 years, PBB.DE returned -0.65%/yr vs 6.06%/yr for MRK.DE. At a 0.24 correlation, their price movements are largely independent.
Performance
PBB.DE vs. MRK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PBB.DE achieves a -19.88% return, which is significantly lower than MRK.DE's 16.07% return. Over the past 10 years, PBB.DE has underperformed MRK.DE with an annualized return of -0.65%, while MRK.DE has yielded a comparatively higher 6.06% 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%
MRK.DE
- 1D
- 4.49%
- 1M
- 22.69%
- YTD
- 16.07%
- 6M
- 17.94%
- 1Y
- 23.31%
- 3Y*
- -4.41%
- 5Y*
- 0.58%
- 10Y*
- 6.06%
PBB.DE vs. MRK.DE - 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% |
MRK.DE Merck & Company Inc | 16.07% | -10.75% | -1.49% | -19.25% | -19.46% | 63.33% | 36.58% | 18.63% | 1.79% | -8.46% |
Correlation
The correlation between PBB.DE and MRK.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2015 | 0.24 |
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Return for Risk
PBB.DE vs. MRK.DE — Risk / Return Rank
PBB.DE
MRK.DE
PBB.DE vs. MRK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Pfandbriefbank AG (PBB.DE) and Merck & Company Inc (MRK.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.
| PBB.DE | MRK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.15 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 1.03 | -1.77 |
| Martin ratioReturn relative to average drawdown | -1.38 | 2.77 | -4.15 |
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 | MRK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.76 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.02 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.24 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.32 | -0.35 |
Drawdowns
PBB.DE vs. MRK.DE - Drawdown Comparison
The maximum PBB.DE drawdown since its inception was -67.34%, which is greater than MRK.DE's maximum drawdown of -62.49%. Use the drawdown chart below to compare losses from any high point for PBB.DE and MRK.DE.
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Drawdown Indicators
| PBB.DE | MRK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -62.49% | -4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -51.71% | -21.68% | -30.03% |
Max Drawdown (3Y)Largest decline over 3 years | -56.20% | -40.46% | -15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -65.78% | -52.55% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -67.34% | -52.55% | -14.79% |
Current DrawdownCurrent decline from peak | -58.14% | -34.32% | -23.82% |
Average DrawdownAverage peak-to-trough decline | -24.04% | -19.37% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.82% | 8.04% | +19.78% |
Volatility
PBB.DE vs. MRK.DE - Volatility Comparison
Deutsche Pfandbriefbank AG (PBB.DE) has a higher volatility of 18.00% compared to Merck & Company Inc (MRK.DE) at 9.65%. This indicates that PBB.DE's price experiences larger fluctuations and is considered to be riskier than MRK.DE 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 | MRK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.00% | 9.65% | +8.35% |
Volatility (6M)Calculated over the trailing 6-month period | 33.68% | 21.71% | +11.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.37% | 29.32% | +11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.26% | 28.20% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.15% | 25.44% | +11.71% |
Dividends
PBB.DE vs. MRK.DE - Dividend Comparison
PBB.DE's dividend yield for the trailing twelve months is around 4.44%, more than MRK.DE's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK.DE Merck & Company Inc | 1.58% | 1.79% | 1.57% | 1.53% | 1.02% | 0.62% | 1.85% | 1.19% | 1.39% | 1.34% | 1.06% | 1.12% |
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. MRK.DE - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Pfandbriefbank AG and Merck & Company 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 MRK.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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