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04Q.DE vs. BARC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

04Q.DE vs. BARC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Nordea Bank Abp (04Q.DE) and Barclays plc (BARC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

04Q.DE is traded in EUR, while BARC.L is traded in GBp. To make them comparable, the BARC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 04Q.DE achieves a 7.22% return, which is significantly higher than BARC.L's -1.33% return.


04Q.DE

1D
-0.55%
1M
3.16%
YTD
7.22%
6M
10.63%
1Y
35.57%
3Y*
27.91%
5Y*
10Y*

BARC.L

1D
-2.26%
1M
5.91%
YTD
-1.33%
6M
8.51%
1Y
38.68%
3Y*
47.81%
5Y*
24.30%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

04Q.DE vs. BARC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
04Q.DE
Nordea Bank Abp
7.22%64.85%1.64%20.34%0.43%0.54%
BARC.L
Barclays plc
-1.33%72.70%91.21%3.90%-16.64%-4.15%

Correlation

The correlation between 04Q.DE and BARC.L is 0.62, 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

0.62

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

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2021

0.41

Over the past year, 04Q.DE and BARC.L have become more correlated (0.62) than their long-term average of 0.41, meaning their price movements have been converging.

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Return for Risk

04Q.DE vs. BARC.L — Risk / Return Rank

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

04Q.DE
04Q.DE Risk / Return Rank: 8282
Overall Rank
04Q.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
04Q.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
04Q.DE Omega Ratio Rank: 7878
Omega Ratio Rank
04Q.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
04Q.DE Martin Ratio Rank: 8787
Martin Ratio Rank

BARC.L
BARC.L Risk / Return Rank: 7575
Overall Rank
BARC.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BARC.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BARC.L Omega Ratio Rank: 7373
Omega Ratio Rank
BARC.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
BARC.L Martin Ratio Rank: 7575
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.

04Q.DE vs. BARC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp (04Q.DE) and Barclays plc (BARC.L). 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.


04Q.DEBARC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

2.92

1.54

+1.38

Martin ratioReturn relative to average drawdown

9.75

4.54

+5.21

04Q.DE vs. BARC.L - Sharpe Ratio Comparison

The current 04Q.DE Sharpe Ratio is 1.67, which is higher than the BARC.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of 04Q.DE and BARC.L, 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


04Q.DEBARC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.28

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.02

+0.80

Drawdowns

04Q.DE vs. BARC.L - Drawdown Comparison

The maximum 04Q.DE drawdown since its inception was -28.60%, smaller than the maximum BARC.L drawdown of -93.65%. Use the drawdown chart below to compare losses from any high point for 04Q.DE and BARC.L.


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Drawdown Indicators


04Q.DEBARC.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-93.65%

+65.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-24.97%

+12.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-25.32%

+8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-38.09%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

Current Drawdown

Current decline from peak

-3.96%

-7.45%

+3.49%

Average Drawdown

Average peak-to-trough decline

-5.72%

-58.80%

+53.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

8.49%

-4.86%

Volatility

04Q.DE vs. BARC.L - Volatility Comparison

The current volatility for Nordea Bank Abp (04Q.DE) is 5.52%, while Barclays plc (BARC.L) has a volatility of 10.85%. This indicates that 04Q.DE experiences smaller price fluctuations and is considered to be less risky than BARC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


04Q.DEBARC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

10.85%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

23.79%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.19%

30.19%

-9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

31.84%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

36.08%

-8.67%

Dividends

04Q.DE vs. BARC.L - Dividend Comparison

04Q.DE's dividend yield for the trailing twelve months is around 5.95%, more than BARC.L's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
04Q.DE
Nordea Bank Abp
5.95%5.85%8.75%7.10%6.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BARC.L
Barclays plc
1.87%1.79%3.06%5.01%3.94%1.60%4.09%3.90%2.99%1.48%2.01%2.97%

Financials

04Q.DE vs. BARC.L - Financials Comparison

This section allows you to compare key financial metrics between Nordea Bank Abp and Barclays plc. 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. 04Q.DE values in EUR, BARC.L values in GBp

Frequently Asked Questions


04Q.DE and BARC.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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