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BA.L vs. CARL-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BA.L vs. CARL-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BAE Systems plc (BA.L) and Carlsberg A/S (CARL-B.CO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BA.L is traded in GBp, while CARL-B.CO is traded in DKK. To make them comparable, the CARL-B.CO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BA.L achieves a 12.71% return, which is significantly higher than CARL-B.CO's 3.23% return. Over the past 10 years, BA.L has outperformed CARL-B.CO with an annualized return of 18.87%, while CARL-B.CO has yielded a comparatively lower 6.88% annualized return.


BA.L

1D
-1.62%
1M
3.27%
YTD
12.71%
6M
13.60%
1Y
0.36%
3Y*
28.80%
5Y*
32.37%
10Y*
18.87%

CARL-B.CO

1D
-1.07%
1M
1.13%
YTD
3.23%
6M
2.65%
1Y
-5.38%
3Y*
-4.41%
5Y*
-2.89%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BA.L vs. CARL-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BA.L
BAE Systems plc
12.71%52.12%5.88%33.31%60.92%17.57%-9.28%28.43%-16.75%0.30%
CARL-B.CO
Carlsberg A/S
3.23%31.11%-20.03%-7.63%-11.42%10.35%7.23%38.62%-3.67%29.06%

Correlation

The correlation between BA.L and CARL-B.CO is -0.07, 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

-0.07

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

0.06

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

0.06

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2007

0.21

The correlation between BA.L and CARL-B.CO shifts across timeframes, from -0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BA.L vs. CARL-B.CO — Risk / Return Rank

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

BA.L
BA.L Risk / Return Rank: 4444
Overall Rank
BA.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BA.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
BA.L Omega Ratio Rank: 4040
Omega Ratio Rank
BA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
BA.L Martin Ratio Rank: 4646
Martin Ratio Rank

CARL-B.CO
CARL-B.CO Risk / Return Rank: 2929
Overall Rank
CARL-B.CO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CARL-B.CO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CARL-B.CO Omega Ratio Rank: 2525
Omega Ratio Rank
CARL-B.CO Calmar Ratio Rank: 3232
Calmar Ratio Rank
CARL-B.CO Martin Ratio Rank: 3434
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.

BA.L vs. CARL-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) and Carlsberg A/S (CARL-B.CO). 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.


BA.LCARL-B.CODifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.04

0.98

+0.07

Calmar ratioReturn relative to maximum drawdown

0.15

-0.28

+0.43

Martin ratioReturn relative to average drawdown

0.33

-0.46

+0.79

BA.L vs. CARL-B.CO - Sharpe Ratio Comparison

The current BA.L Sharpe Ratio is 0.11, which is higher than the CARL-B.CO Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of BA.L and CARL-B.CO, 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

BA.L vs. CARL-B.CO - Drawdown Comparison

The maximum BA.L drawdown since its inception was -43.67%, smaller than the maximum CARL-B.CO drawdown of -69.34%. Use the drawdown chart below to compare losses from any high point for BA.L and CARL-B.CO.


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Drawdown Indicators


BA.LCARL-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-43.67%

-69.34%

+25.67%

Max Drawdown (1Y)

Largest decline over 1 year

-21.30%

-20.59%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-38.43%

+17.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-41.85%

+20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-37.80%

-41.85%

+4.05%

Current Drawdown

Current decline from peak

-17.12%

-20.14%

+3.02%

Average Drawdown

Average peak-to-trough decline

-12.74%

-15.84%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

12.44%

-2.60%

Volatility

BA.L vs. CARL-B.CO - Volatility Comparison

BAE Systems plc (BA.L) has a higher volatility of 8.48% compared to Carlsberg A/S (CARL-B.CO) at 7.60%. This indicates that BA.L's price experiences larger fluctuations and is considered to be riskier than CARL-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BA.LCARL-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

7.60%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

17.81%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

22.95%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

23.89%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

22.69%

+2.38%

Dividends

BA.L vs. CARL-B.CO - Dividend Comparison

BA.L's dividend yield for the trailing twelve months is around 1.90%, less than CARL-B.CO's 3.44% yield.


PositionTTM20252024202320222021202020192018201720162015
BA.L
BAE Systems plc
1.90%1.99%2.69%2.53%2.99%4.40%4.75%4.00%4.79%3.75%3.57%4.14%
CARL-B.CO
Carlsberg A/S
3.44%3.23%3.91%3.19%2.60%1.95%2.15%1.81%2.31%1.34%1.48%1.47%

Financials

BA.L vs. CARL-B.CO - Financials Comparison

This section allows you to compare key financial metrics between BAE Systems plc and Carlsberg A/S. 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. BA.L values in GBP, CARL-B.CO values in DKK

Frequently Asked Questions


BA.L and CARL-B.CO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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