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PGY vs. DB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PGY vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pagaya Technologies Ltd. (PGY) and Deutsche Bank Aktiengesellschaft (DB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGY achieves a -26.22% return, which is significantly lower than DB's -10.46% return.


PGY

1D
-2.10%
1M
13.88%
YTD
-26.22%
6M
-32.07%
1Y
-14.05%
3Y*
1.47%
5Y*
10Y*

DB

1D
3.42%
1M
11.73%
YTD
-10.46%
6M
-7.47%
1Y
25.36%
3Y*
50.89%
5Y*
22.12%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGY vs. DB - Yearly Performance Comparison


2026 (YTD)2025202420232022
PGY
Pagaya Technologies Ltd.
-26.22%124.97%-43.90%11.29%-82.29%
DB
Deutsche Bank Aktiengesellschaft
-10.46%132.42%29.52%21.34%12.72%

Correlation

The correlation between PGY and DB is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2022

0.25

Fundamentals

EPS

PGY:

$1.06

DB:

€4.47

PE Ratio

PGY:

14.50

DB:

6.45

PS Ratio

PGY:

1.10

DB:

0.86

Total Revenue (TTM)

PGY:

$1.30B

DB:

€53.12B

Gross Profit (TTM)

PGY:

$396.55M

DB:

€30.48B

EBITDA (TTM)

PGY:

$180.28M

DB:

€9.93B

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Return for Risk

PGY vs. DB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PGY
PGY Risk / Return Rank: 3737
Overall Rank
PGY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PGY Sortino Ratio Rank: 3838
Sortino Ratio Rank
PGY Omega Ratio Rank: 3737
Omega Ratio Rank
PGY Calmar Ratio Rank: 3636
Calmar Ratio Rank
PGY Martin Ratio Rank: 3737
Martin Ratio Rank

DB
DB Risk / Return Rank: 6060
Overall Rank
DB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DB Sortino Ratio Rank: 6060
Sortino Ratio Rank
DB Omega Ratio Rank: 5757
Omega Ratio Rank
DB Calmar Ratio Rank: 5959
Calmar Ratio Rank
DB Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PGY vs. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) and Deutsche Bank Aktiengesellschaft (DB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGYDBDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.03

1.14

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.22

0.76

-0.98

Martin ratioReturn relative to average drawdown

-0.33

1.77

-2.11

PGY vs. DB - Sharpe Ratio Comparison

The current PGY Sharpe Ratio is -0.21, which is lower than the DB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PGY and DB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PGY vs. DB - Drawdown Comparison

The maximum PGY drawdown since its inception was -98.09%, roughly equal to the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for PGY and DB.


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Drawdown Indicators


PGYDBDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-94.73%

-3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-75.71%

-29.66%

-46.05%

Max Drawdown (3Y)

Largest decline over 3 years

-75.71%

-29.66%

-46.05%

Max Drawdown (5Y)

Largest decline over 5 years

-54.19%

Max Drawdown (10Y)

Largest decline over 10 years

-71.97%

Current Drawdown

Current decline from peak

-95.71%

-62.98%

-32.73%

Average Drawdown

Average peak-to-trough decline

-92.10%

-53.67%

-38.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.48%

12.63%

+36.85%

Volatility

PGY vs. DB - Volatility Comparison

Pagaya Technologies Ltd. (PGY) has a higher volatility of 23.48% compared to Deutsche Bank Aktiengesellschaft (DB) at 11.24%. This indicates that PGY's price experiences larger fluctuations and is considered to be riskier than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.48%

11.24%

+12.24%

Volatility (6M)

Calculated over the trailing 6-month period

56.92%

25.84%

+31.08%

Volatility (1Y)

Calculated over the trailing 1-year period

80.20%

33.34%

+46.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

144.65%

37.49%

+107.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.65%

40.23%

+104.42%

Dividends

PGY vs. DB - Dividend Comparison

PGY has not paid dividends to shareholders, while DB's dividend yield for the trailing twelve months is around 3.50%.


PositionTTM20252024202320222021202020192018201720162015
DB
Deutsche Bank Aktiengesellschaft
3.50%1.99%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.00%0.00%3.11%
PGY
Pagaya Technologies Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PGY vs. DB - Financials Comparison

This section allows you to compare key financial metrics between Pagaya Technologies Ltd. and Deutsche Bank 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
317.94M
15.29B
(PGY) Total Revenue
(DB) Total Revenue
Please note, different currencies. PGY values in USD, DB values in EUR

PGY vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between Pagaya Technologies Ltd. and Deutsche Bank Aktiengesellschaft over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
53.3%
Portfolio components
PGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a gross profit of 0.00 and revenue of 317.94M. Therefore, the gross margin over that period was 0.0%.

DB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.

PGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported an operating income of 80.01M and revenue of 317.94M, resulting in an operating margin of 25.2%.

DB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.

PGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a net income of 24.69M and revenue of 317.94M, resulting in a net margin of 7.8%.

DB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.


Frequently Asked Questions


PGY and DB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGY has higher volatility (23.48%) compared to DB (11.24%). In terms of maximum drawdown, PGY dropped -98.09% vs DB's -94.73%.

DB currently has the higher Sharpe Ratio (0.67 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PGY and DB

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