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AXS vs. NHYDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXS vs. NHYDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXIS Capital Holdings Limited (AXS) and Norsk Hydro ASA ADR (NHYDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXS achieves a -8.44% return, which is significantly lower than NHYDY's 57.28% return. Over the past 10 years, AXS has underperformed NHYDY with an annualized return of 8.85%, while NHYDY has yielded a comparatively higher 17.75% annualized return.


AXS

1D
1.47%
1M
-1.78%
YTD
-8.44%
6M
-0.65%
1Y
-4.53%
3Y*
24.78%
5Y*
16.62%
10Y*
8.85%

NHYDY

1D
-1.57%
1M
4.09%
YTD
57.28%
6M
66.38%
1Y
126.05%
3Y*
26.98%
5Y*
19.63%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXS vs. NHYDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXS
AXIS Capital Holdings Limited
-8.44%22.96%63.90%5.57%2.63%11.81%-11.92%18.26%5.75%-20.96%
NHYDY
Norsk Hydro ASA ADR
57.28%47.30%-14.94%-4.18%5.95%76.35%34.91%-15.68%-38.01%65.31%

Correlation

The correlation between AXS and NHYDY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.07

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

0.17

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.21

The correlation between AXS and NHYDY shifts across timeframes, from -0.02 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXS:

$7.34B

NHYDY:

$23.36B

EPS

AXS:

$13.77

NHYDY:

$3.10

PE Ratio

AXS:

7.09

NHYDY:

3.84

PEG Ratio

AXS:

0.13

NHYDY:

0.16

PS Ratio

AXS:

1.15

NHYDY:

0.12

PB Ratio

AXS:

1.15

NHYDY:

0.23

Total Revenue (TTM)

AXS:

$6.61B

NHYDY:

$201.27B

Gross Profit (TTM)

AXS:

$3.55B

NHYDY:

$60.54B

EBITDA (TTM)

AXS:

$2.61B

NHYDY:

$24.40B

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Return for Risk

AXS vs. NHYDY — Risk / Return Rank

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

AXS
AXS Risk / Return Rank: 3131
Overall Rank
AXS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AXS Sortino Ratio Rank: 2929
Sortino Ratio Rank
AXS Omega Ratio Rank: 2929
Omega Ratio Rank
AXS Calmar Ratio Rank: 3232
Calmar Ratio Rank
AXS Martin Ratio Rank: 3030
Martin Ratio Rank

NHYDY
NHYDY Risk / Return Rank: 9898
Overall Rank
NHYDY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NHYDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
NHYDY Omega Ratio Rank: 9696
Omega Ratio Rank
NHYDY Calmar Ratio Rank: 9898
Calmar Ratio Rank
NHYDY Martin Ratio Rank: 9999
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.

AXS vs. NHYDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXIS Capital Holdings Limited (AXS) and Norsk Hydro ASA ADR (NHYDY). 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.


AXSNHYDYDifference
Sharpe ratioReturn per unit of total volatility

-4.19

Sortino ratioReturn per unit of downside risk

-4.60

Omega ratioGain probability vs. loss probability

0.98

1.57

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.31

10.97

-11.28

Martin ratioReturn relative to average drawdown

-0.68

39.71

-40.39

AXS vs. NHYDY - Sharpe Ratio Comparison

The current AXS Sharpe Ratio is -0.20, which is lower than the NHYDY Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of AXS and NHYDY, 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


AXSNHYDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

3.99

-4.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.50

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.46

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.13

Drawdowns

AXS vs. NHYDY - Drawdown Comparison

The maximum AXS drawdown since its inception was -55.93%, smaller than the maximum NHYDY drawdown of -73.90%. Use the drawdown chart below to compare losses from any high point for AXS and NHYDY.


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Drawdown Indicators


AXSNHYDYDifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-73.90%

+17.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-11.56%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

-29.35%

+12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-46.67%

+27.68%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

-73.90%

+24.59%

Current Drawdown

Current decline from peak

-9.83%

-8.68%

-1.15%

Average Drawdown

Average peak-to-trough decline

-12.15%

-25.23%

+13.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

3.19%

+3.50%

Volatility

AXS vs. NHYDY - Volatility Comparison

The current volatility for AXIS Capital Holdings Limited (AXS) is 7.25%, while Norsk Hydro ASA ADR (NHYDY) has a volatility of 10.64%. This indicates that AXS experiences smaller price fluctuations and is considered to be less risky than NHYDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXSNHYDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

10.64%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.59%

26.84%

-11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.73%

31.79%

-9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.00%

39.27%

-14.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.58%

39.36%

-12.78%

Dividends

AXS vs. NHYDY - Dividend Comparison

AXS's dividend yield for the trailing twelve months is around 1.80%, less than NHYDY's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
AXS
AXIS Capital Holdings Limited
1.80%1.64%1.99%3.18%3.19%3.10%3.27%2.71%3.04%3.04%2.19%2.17%
NHYDY
Norsk Hydro ASA ADR
2.67%2.65%4.30%8.10%9.59%1.86%5.44%3.92%4.96%1.91%2.60%0.00%

Financials

AXS vs. NHYDY - Financials Comparison

This section allows you to compare key financial metrics between AXIS Capital Holdings Limited and Norsk Hydro ASA 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
1.64B
50.39B
(AXS) Total Revenue
(NHYDY) Total Revenue
Values in USD except per share items

AXS vs. NHYDY - Profitability Comparison

The chart below illustrates the profitability comparison between AXIS Capital Holdings Limited and Norsk Hydro ASA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.9%
31.9%
Portfolio components
AXS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported a gross profit of 1.64B and revenue of 1.64B. Therefore, the gross margin over that period was 99.9%.

NHYDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a gross profit of 16.09B and revenue of 50.39B. Therefore, the gross margin over that period was 31.9%.

AXS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported an operating income of 1.48B and revenue of 1.64B, resulting in an operating margin of 90.2%.

NHYDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported an operating income of 9.11B and revenue of 50.39B, resulting in an operating margin of 18.1%.

AXS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported a net income of 254.77M and revenue of 1.64B, resulting in a net margin of 15.5%.

NHYDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a net income of 4.24B and revenue of 50.39B, resulting in a net margin of 8.4%.


Frequently Asked Questions


AXS and NHYDY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NHYDY has higher volatility (10.64%) compared to AXS (7.25%). In terms of maximum drawdown, AXS dropped -55.93% vs NHYDY's -73.90%.

NHYDY currently has the higher Sharpe Ratio (3.99 vs -0.20), 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.

Portfolio Optimizer

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