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

Performance

UBS vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Group AG (UBS) 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, UBS achieves a 7.11% return, which is significantly higher than DB's -10.46% return. Over the past 10 years, UBS has outperformed DB with an annualized return of 16.67%, while DB has yielded a comparatively lower 11.76% annualized return.


UBS

1D
1.62%
1M
5.81%
YTD
7.11%
6M
14.79%
1Y
51.82%
3Y*
38.69%
5Y*
27.89%
10Y*
16.67%

DB

1D
3.42%
1M
8.36%
YTD
-10.46%
6M
-7.47%
1Y
22.34%
3Y*
50.89%
5Y*
22.12%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBS vs. DB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBS
UBS Group AG
7.11%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%
DB
Deutsche Bank Aktiengesellschaft
-10.46%132.42%29.52%21.34%-5.86%14.68%40.10%-2.89%-56.72%18.96%

Correlation

The correlation between UBS and DB is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.64

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

0.70

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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.72

The correlation between UBS and DB has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

Fundamentals

EPS

UBS:

$2.24

DB:

€4.47

PE Ratio

UBS:

21.89

DB:

6.45

PEG Ratio

UBS:

0.40

DB:

0.11

PS Ratio

UBS:

2.67

DB:

0.86

Total Revenue (TTM)

UBS:

$64.08B

DB:

€53.12B

Gross Profit (TTM)

UBS:

$42.48B

DB:

€30.48B

EBITDA (TTM)

UBS:

$11.15B

DB:

€9.93B

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Return for Risk

UBS vs. DB — Risk / Return Rank

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

UBS
UBS Risk / Return Rank: 8383
Overall Rank
UBS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 8787
Sortino Ratio Rank
UBS Omega Ratio Rank: 8484
Omega Ratio Rank
UBS Calmar Ratio Rank: 7676
Calmar Ratio Rank
UBS Martin Ratio Rank: 7878
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.

UBS vs. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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.


UBSDBDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratioReturn relative to maximum drawdown

2.00

0.76

+1.24

Martin ratioReturn relative to average drawdown

5.33

1.77

+3.56

UBS vs. DB - Sharpe Ratio Comparison

The current UBS Sharpe Ratio is 2.01, which is higher than the DB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of UBS 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

UBS vs. DB - Drawdown Comparison

The maximum UBS drawdown since its inception was -61.38%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for UBS and DB.


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Drawdown Indicators


UBSDBDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-94.73%

+33.35%

Max Drawdown (1Y)

Largest decline over 1 year

-26.07%

-29.66%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-27.00%

-29.66%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-54.19%

+20.78%

Max Drawdown (10Y)

Largest decline over 10 years

-61.38%

-71.97%

+10.59%

Current Drawdown

Current decline from peak

0.00%

-62.98%

+62.98%

Average Drawdown

Average peak-to-trough decline

-19.22%

-53.67%

+34.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

12.63%

-2.87%

Volatility

UBS vs. DB - Volatility Comparison

The current volatility for UBS Group AG (UBS) is 7.66%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 11.24%. This indicates that UBS experiences smaller price fluctuations and is considered to be less risky 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


UBSDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

11.24%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

25.84%

-5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

33.34%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.35%

37.49%

-7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.37%

40.23%

-9.86%

Dividends

UBS vs. DB - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 1.12%, less than DB's 3.50% yield.


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%
UBS
UBS Group AG
1.12%2.92%3.46%0.89%1.34%1.04%3.87%5.48%0.00%3.30%5.42%3.87%

Financials

UBS vs. DB - Financials Comparison

This section allows you to compare key financial metrics between UBS Group AG 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


8.00B10.00B12.00B14.00B16.00B18.00B20.00B20222023202420252026
20.20B
15.29B
(UBS) Total Revenue
(DB) Total Revenue
Please note, different currencies. UBS values in USD, DB values in EUR

UBS vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between UBS Group AG 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

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
71.8%
53.3%
Portfolio components
UBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a gross profit of 14.51B and revenue of 20.20B. Therefore, the gross margin over that period was 71.8%.

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%.

UBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported an operating income of 3.77B and revenue of 20.20B, resulting in an operating margin of 18.7%.

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%.

UBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a net income of 2.98B and revenue of 20.20B, resulting in a net margin of 14.8%.

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


UBS and DB have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DB has higher volatility (11.24%) compared to UBS (7.66%). In terms of maximum drawdown, UBS dropped -61.38% vs DB's -94.73%.

UBS currently has the higher Sharpe Ratio (2.01 vs 0.67), 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.

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