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RHM.DE vs. RNMBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RHM.DE vs. RNMBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rheinmetall AG (RHM.DE) and Rheinmetall AG ADR (RNMBY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RHM.DE is traded in EUR, while RNMBY is traded in USD. To make them comparable, the RNMBY values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with RHM.DE having a -22.99% return and RNMBY slightly higher at -22.72%. Both investments have delivered pretty close results over the past 10 years, with RHM.DE having a 37.62% annualized return and RNMBY not far behind at 36.87%.


RHM.DE

1D
-0.85%
1M
-16.25%
YTD
-22.99%
6M
-21.94%
1Y
-34.42%
3Y*
72.88%
5Y*
70.83%
10Y*
37.62%

RNMBY

1D
-0.52%
1M
-15.99%
YTD
-22.72%
6M
-21.59%
1Y
-34.09%
3Y*
72.94%
5Y*
71.06%
10Y*
36.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHM.DE vs. RNMBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RHM.DE
Rheinmetall AG
-22.99%155.27%116.51%56.82%128.13%-1.77%-8.85%35.55%-26.03%68.49%
RNMBY
Rheinmetall AG ADR
-22.72%155.83%113.02%58.45%135.76%-7.39%-10.11%31.03%-26.06%73.81%

Correlation

The correlation between RHM.DE and RNMBY is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2012

0.73

Over the past year, RHM.DE and RNMBY have become more correlated (0.93) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

RHM.DE vs. RNMBY — Risk / Return Rank

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

RHM.DE
RHM.DE Risk / Return Rank: 1010
Overall Rank
RHM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1414
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 22
Martin Ratio Rank

RNMBY
RNMBY Risk / Return Rank: 1111
Overall Rank
RNMBY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RNMBY Sortino Ratio Rank: 1414
Sortino Ratio Rank
RNMBY Omega Ratio Rank: 1515
Omega Ratio Rank
RNMBY Calmar Ratio Rank: 1313
Calmar Ratio Rank
RNMBY Martin Ratio Rank: 33
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.

RHM.DE vs. RNMBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and Rheinmetall AG ADR (RNMBY). 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.


RHM.DERNMBYDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.89

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.78

-0.02

Martin ratioReturn relative to average drawdown

-1.81

-1.78

-0.04

RHM.DE vs. RNMBY - Sharpe Ratio Comparison

The current RHM.DE Sharpe Ratio is -0.76, which is comparable to the RNMBY Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of RHM.DE and RNMBY, 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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Sharpe Ratios by Period


RHM.DERNMBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-0.74

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

1.62

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.90

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.83

-0.39

Drawdowns

RHM.DE vs. RNMBY - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than RNMBY's maximum drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for RHM.DE and RNMBY.


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Drawdown Indicators


RHM.DERNMBYDifference

Max Drawdown

Largest peak-to-trough decline

-76.51%

-63.97%

-12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-44.01%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-43.11%

-44.01%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-44.01%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-62.18%

-63.97%

+1.79%

Current Drawdown

Current decline from peak

-39.55%

-39.75%

+0.20%

Average Drawdown

Average peak-to-trough decline

-23.08%

-13.56%

-9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.88%

19.22%

-0.34%

Volatility

RHM.DE vs. RNMBY - Volatility Comparison

Rheinmetall AG (RHM.DE) and Rheinmetall AG ADR (RNMBY) have volatilities of 16.69% and 16.98%, 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


RHM.DERNMBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.69%

16.98%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

33.84%

33.75%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

45.11%

45.96%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.92%

44.21%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.85%

41.02%

-3.17%

Dividends

RHM.DE vs. RNMBY - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.97%, less than RNMBY's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
RHM.DE
Rheinmetall AG
0.97%0.52%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%
RNMBY
Rheinmetall AG ADR
0.98%0.49%0.96%1.46%1.82%1.72%1.56%1.36%1.47%2.06%2.97%0.53%

Financials

RHM.DE vs. RNMBY - Financials Comparison

This section allows you to compare key financial metrics between Rheinmetall AG and Rheinmetall AG ADR. 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


Please note, different currencies. RHM.DE values in EUR, RNMBY values in USD

Frequently Asked Questions


With a correlation of 0.93, RHM.DE and RNMBY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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