PRG.DE vs. BEI.DE
PRG.DE (The Procter & Gamble Company) and BEI.DE (Beiersdorf Aktiengesellschaft) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, PRG.DE returned 7.71%/yr vs -1.28%/yr for BEI.DE. At a 0.20 correlation, their price movements are largely independent.
Performance
PRG.DE vs. BEI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRG.DE achieves a -0.74% return, which is significantly higher than BEI.DE's -26.90% return. Over the past 10 years, PRG.DE has outperformed BEI.DE with an annualized return of 7.71%, while BEI.DE has yielded a comparatively lower -1.28% annualized return.
PRG.DE
- 1D
- -1.13%
- 1M
- -3.19%
- YTD
- -0.74%
- 6M
- -2.20%
- 1Y
- -13.75%
- 3Y*
- -1.93%
- 5Y*
- 3.74%
- 10Y*
- 7.71%
BEI.DE
- 1D
- 0.39%
- 1M
- -6.56%
- YTD
- -26.90%
- 6M
- -24.56%
- 1Y
- -42.26%
- 3Y*
- -16.46%
- 5Y*
- -6.82%
- 10Y*
- -1.28%
PRG.DE vs. BEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRG.DE The Procter & Gamble Company | -0.74% | -22.39% | 25.85% | -5.81% | 0.57% | 31.47% | 2.33% | 43.38% | 7.56% | -2.49% |
BEI.DE Beiersdorf Aktiengesellschaft | -26.90% | -23.81% | -7.94% | 27.32% | 19.50% | -3.55% | -10.79% | 17.88% | -6.17% | 22.41% |
Correlation
The correlation between PRG.DE and BEI.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 1998 | 0.20 |
The correlation between PRG.DE and BEI.DE shifts across timeframes, from 0.20 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRG.DE vs. BEI.DE — Risk / Return Rank
PRG.DE
BEI.DE
PRG.DE vs. BEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PRG.DE) and Beiersdorf Aktiengesellschaft (BEI.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.
| PRG.DE | BEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.70 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.98 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.60 | -1.70 | +0.10 |
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
| PRG.DE | BEI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -1.39 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.31 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | -0.06 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.30 | 0.00 |
Drawdowns
PRG.DE vs. BEI.DE - Drawdown Comparison
The maximum PRG.DE drawdown since its inception was -50.76%, roughly equal to the maximum BEI.DE drawdown of -53.28%. Use the drawdown chart below to compare losses from any high point for PRG.DE and BEI.DE.
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Drawdown Indicators
| PRG.DE | BEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.76% | -53.28% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -43.03% | +26.35% |
Max Drawdown (3Y)Largest decline over 3 years | -29.15% | -53.28% | +24.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -53.28% | +24.13% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -53.28% | +24.07% |
Current DrawdownCurrent decline from peak | -27.15% | -53.10% | +25.95% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -12.62% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 24.91% | -15.12% |
Volatility
PRG.DE vs. BEI.DE - Volatility Comparison
The Procter & Gamble Company (PRG.DE) and Beiersdorf Aktiengesellschaft (BEI.DE) have volatilities of 6.92% and 6.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRG.DE | BEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.67% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 28.40% | -12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 30.45% | -10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 21.74% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 20.58% | -2.36% |
Dividends
PRG.DE vs. BEI.DE - Dividend Comparison
PRG.DE's dividend yield for the trailing twelve months is around 2.60%, more than BEI.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEI.DE Beiersdorf Aktiengesellschaft | 1.48% | 1.07% | 0.81% | 0.52% | 0.65% | 0.77% | 0.74% | 0.66% | 0.77% | 0.72% | 0.87% | 0.83% |
PRG.DE The Procter & Gamble Company | 2.60% | 2.59% | 1.94% | 2.25% | 2.07% | 1.70% | 2.11% | 2.03% | 2.50% | 2.86% | 2.71% | 2.87% |
Financials
PRG.DE vs. BEI.DE - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company and Beiersdorf 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
Frequently Asked Questions
PRG.DE and BEI.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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