SCGLY vs. CBK.DE
Compare and contrast key facts about Societe Generale ADR (SCGLY) and Commerzbank AG (CBK.DE).
Performance
SCGLY vs. CBK.DE - Performance Comparison
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SCGLY vs. CBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGLY Societe Generale ADR | -9.16% | 195.45% | 8.74% | 16.36% | -23.55% | 70.39% | -40.49% | 21.83% | -35.67% | 15.46% |
CBK.DE Commerzbank AG | -15.98% | 165.91% | 41.33% | 28.35% | 24.82% | 17.00% | 11.73% | -3.91% | -55.93% | 96.98% |
Different Trading Currencies
SCGLY is traded in USD, while CBK.DE is traded in EUR. To make them comparable, the CBK.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCGLY achieves a -9.16% return, which is significantly higher than CBK.DE's -15.98% return. Over the past 10 years, SCGLY has underperformed CBK.DE with an annualized return of 13.53%, while CBK.DE has yielded a comparatively higher 17.44% annualized return.
SCGLY
- 1D
- 4.41%
- 1M
- -15.64%
- YTD
- -9.16%
- 6M
- 11.41%
- 1Y
- 67.55%
- 3Y*
- 54.69%
- 5Y*
- 27.88%
- 10Y*
- 13.53%
CBK.DE
- 1D
- 2.98%
- 1M
- -12.97%
- YTD
- -15.98%
- 6M
- -5.36%
- 1Y
- 61.22%
- 3Y*
- 53.86%
- 5Y*
- 44.08%
- 10Y*
- 17.44%
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Return for Risk
SCGLY vs. CBK.DE — Risk / Return Rank
SCGLY
CBK.DE
SCGLY vs. CBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) and Commerzbank AG (CBK.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.
| SCGLY | CBK.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.54 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.11 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.18 | +0.54 |
Martin ratioReturn relative to average drawdown | 9.31 | 4.86 | +4.44 |
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
| SCGLY | CBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.54 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 1.04 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.40 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | -0.16 | +0.14 |
Correlation
The correlation between SCGLY and CBK.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCGLY vs. CBK.DE - Dividend Comparison
SCGLY's dividend yield for the trailing twelve months is around 2.66%, more than CBK.DE's 2.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGLY Societe Generale ADR | 2.66% | 2.42% | 3.43% | 6.76% | 6.98% | 1.90% | 0.00% | 7.15% | 8.65% | 9.50% | 9.53% | 2.82% |
CBK.DE Commerzbank AG | 2.11% | 1.80% | 2.23% | 1.86% | 0.00% | 0.00% | 3.80% | 3.63% | 0.00% | 0.00% | 2.76% | 0.00% |
Drawdowns
SCGLY vs. CBK.DE - Drawdown Comparison
The maximum SCGLY drawdown since its inception was -89.76%, smaller than the maximum CBK.DE drawdown of -98.80%. Use the drawdown chart below to compare losses from any high point for SCGLY and CBK.DE.
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Drawdown Indicators
| SCGLY | CBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.76% | -98.50% | +8.74% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -21.91% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -51.15% | -38.73% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -75.30% | -77.53% | +2.23% |
Current DrawdownCurrent decline from peak | -21.16% | -82.32% | +61.16% |
Average DrawdownAverage peak-to-trough decline | -68.24% | -64.02% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.83% | 10.65% | -3.82% |
Volatility
SCGLY vs. CBK.DE - Volatility Comparison
The current volatility for Societe Generale ADR (SCGLY) is 15.41%, while Commerzbank AG (CBK.DE) has a volatility of 16.49%. This indicates that SCGLY experiences smaller price fluctuations and is considered to be less risky than CBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGLY | CBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.41% | 16.49% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 25.63% | 27.02% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.93% | 39.72% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.95% | 41.99% | -5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.42% | 43.15% | -2.73% |
Financials
SCGLY vs. CBK.DE - Financials Comparison
This section allows you to compare key financial metrics between Societe Generale ADR and Commerzbank AG. 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