Deutsche Bank Aktiengesellschaft

10-Year Study

DBK.XETRA · Financial Services · DE · Common Stock

Executive Summary: Deutsche Bank Aktiengesellschaft has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 62.6% and an annualized volatility of 57.9%.

1Y CAGR
+16.6%
3Y CAGR
+47.9%
5Y CAGR
+21.1%
10Y CAGR
+8.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
62.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +104.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -55.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-9.0-17.111.7————————-15.3%
202513.89.45.35.39.03.315.23.6-0.33.3-1.08.2104.5%
2024-2.72.718.02.94.4-2.1-3.22.25.10.82.93.538.5%
202315.3-3.3-20.76.3-1.71.54.8-0.34.0-0.910.38.220.5%
202211.2-8.12.2-16.410.1-19.82.5-2.4-8.126.34.84.6-1.8%
2021-6.522.0-0.313.95.0-9.9-3.0-1.24.81.0-4.43.423.1%
202019.8-4.9-24.213.611.112.4-10.35.7-10.49.918.3-4.229.4%
201911.25.4-11.01.5-16.011.43.8-6.64.6-5.50.85.71.0%
2018-6.8-10.8-14.20.4-18.60.721.3-13.31.3-12.0-6.8-13.6-55.6%
20176.61.1-2.72.4-4.7-0.3-2.8-10.78.6-4.613.70.14.3%
2016———10.2-2.5-23.2-2.49.9-12.413.713.016.115.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 57.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 69.7% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111016.739965581379
2016-05-0110739.131190571385
2016-06-018244.128843847238
2016-07-018043.4404714308075
2016-08-018836.111738835676
2016-09-017739.1485737132125
2016-10-018799.346393867228
2016-11-019939.767413562327
2016-12-0111538.49496758044
2017-01-0112301.006483911902
2017-02-0112441.462269890659
2017-03-0112103.70782415214
2017-04-0112388.53060302119
2017-05-0111806.28226745702
2017-06-0111768.387018269681
2017-07-0111438.628817772526
2017-08-0110210.596763258993
2017-09-0111089.922992681697
2017-10-0110574.51283745024
2017-11-0112022.26780468302
2017-12-0112033.653762581049
2018-01-0111214.212456759436
2018-02-0110005.997183931024
2018-03-018585.446833660715
2018-04-018615.69350044327
2018-05-017015.6622107879775
2018-06-017065.464912128217
2018-07-018571.714151615764
2018-08-017433.205277521858
2018-09-017529.68171467311
2018-10-016627.9312322909245
2018-11-016177.447111790986
2018-12-015337.754445738523
2019-01-015934.604620439099
2019-02-016252.5422844925
2019-03-015562.2577224607585
2019-04-015645.783718949363
2019-05-014744.380899403758
2019-06-015284.475116032472
2019-07-015487.162549759243
2019-08-015122.377318476542
2019-09-015355.485250404158
2019-10-015061.623237783998
2019-11-015100.5614754810795
2019-12-015391.29452257201
2020-01-016456.794200983885
2020-02-016141.116345368261
2020-03-014652.424079128062
2020-04-015282.997548977002
2020-05-015869.852417125871
2020-06-016597.076155544353
2020-07-015916.613068646027
2020-08-016254.889008639421
2020-09-015604.064178559634
2020-10-016158.23874006988
2020-11-017282.232690736524
2020-12-016975.072574617136
2021-01-016523.023971352582
2021-02-017961.04437916109
2021-03-017940.793018930242
2021-04-019046.013176421508
2021-05-019502.755227979904
2021-06-018562.7618335738
2021-07-018307.14273297756
2021-08-018205.799016114173
2021-09-018603.351469744643
2021-10-018687.485876197265
2021-11-018308.707215742174
2021-12-018587.706642098492
2022-01-019551.080362264676
2022-02-018776.313730943732
2022-03-018971.178750847428
2022-04-017502.737844838075
2022-05-018259.773671493385
2022-06-016622.803205451353
2022-07-016788.464547082239
2022-08-016626.801328072035
2022-09-016087.750099953066
2022-10-017691.344933683314
2022-11-018059.1722147861
2022-12-018430.21537712726
2023-01-019720.044500843082
2023-02-019395.240495767206
2023-03-017449.284683713735
2023-04-017916.630451787856
2023-05-017785.822309524224
2023-06-017902.550106906322
2023-07-018282.111008743721
2023-08-018259.078345820224
2023-09-018586.142159333878
2023-10-018508.874093903733
2023-11-019388.026491908147
2023-12-0110158.708084899266
2024-01-019887.617988075164
2024-02-0110157.056686425505
2024-03-0111981.156674257305
2024-04-0112332.81763345907
2024-05-0112875.693152780434
2024-06-0112606.775948684965
2024-07-0112207.659012289882
2024-08-0112471.44818954578
2024-09-0113105.67211917882
2024-10-0113212.230778590923
2024-11-0113592.747753228918
2024-12-0114071.392563491925
2025-01-0116016.392302744798
2025-02-0117525.85742347072
2025-03-0118451.857388704437
2025-04-0119432.78808211796
2025-05-0121172.666747787993
2025-06-0121876.68399186469
2025-07-0125192.518295756778
2025-08-0126100.787456324855
2025-09-0126031.254889008636
2025-10-0126883.028838632294
2025-11-0126604.898569367426
2025-12-0128777.7912979992
2026-01-0128942.931145375216
2026-02-0126331.114085559828
2026-03-0121828.88035183479
2026-04-0124384.202200705753
Annual Return Matrix
YearAnnual Return
20170.042913637904410384
2018-0.556431109698668
20190.010030449579079281
20200.2937658192135937
20210.23119961121979782
2022-0.018339152876878706
20230.2050354149268505
20240.3851557152635179
20251.0451274575810547
2026-0.152672908486862
Total Factor Risk
0.5793485643134159
VTI.US Exposure
0.6971272689988078
VEA.US Exposure
0.24770439660674476
VWO.US Exposure
0.013546207262080277
QQQ.US Exposure
-0.06556558469627724
VTV.US Exposure
-0.04209186697088275
IJR.US Exposure
-0.05914817579498794
QUAL.US Exposure
-0.08020926702461667
SHV.US Exposure
0.14554449406568945
TLT.US Exposure
0.0026372408887873804
LQD.US Exposure
-0.004514718291123392
HYG.US Exposure
0.1005770343964736
GLD.US Exposure
-0.004201545405332749
USO.US Exposure
0.006434236300948736
VNQ.US Exposure
-0.018411987348958797
BTC-USD.CC Exposure
0.0019254148248669162
CPER.US Exposure
0.01335470885671568
VIX.INDX Exposure
-0.035083559153676426
UUP.US Exposure
-0.006428809218401814
TIP.US Exposure
0.002523974151087338
Idiosyncratic Exposure
0.08428053755205574
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.79%
Market Cap$49.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
17.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Bank Aktiengesellschaft a high-risk investment?

Deutsche Bank Aktiengesellschaft (DBK.XETRA) has an annualized volatility of 57.9% and experienced a maximum drawdown of 62.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of DBK.XETRA?

Over the past 10 years, DBK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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