BWLLY vs. BWLP

Last updated Apr 1, 2026

Compare and contrast key facts about BW LPG Ltd ADR (BWLLY) and BW LPG Limited (BWLP).

Performance

BWLLY vs. BWLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BW LPG Ltd ADR (BWLLY) and BW LPG Limited (BWLP). The values are adjusted to include any dividend payments, if applicable.

BWLLY vs. BWLP - Yearly Performance Comparison

	2026 (YTD)
BWLLY BW LPG Ltd ADR	0.00%
BWLP BW LPG Limited	9.04%

Fundamentals

Total Revenue (TTM) BWLLY : $3.49B BWLP : $3.63B
Gross Profit (TTM) BWLLY : $653.29M BWLP : $578.22M
EBITDA (TTM) BWLLY : $766.60M BWLP : $586.52M

Returns By Period

BWLLY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BWLP

• 1D: 5.15%
• 1M: -1.07%
• YTD: 37.67%
• 6M: 30.50%
• 1Y: 78.45%
• 3Y*: 71.13%
• 5Y*: 118.52%
• 10Y*: 69.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BWLLY vs. BWLP — Risk / Return Rank

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

BWLP

BWLP Risk / Return Rank: 84
BWLP Sharpe Ratio Rank: 88
BWLP Sortino Ratio Rank: 82
BWLP Omega Ratio Rank: 83
BWLP Calmar Ratio Rank: 84
BWLP Martin Ratio Rank: 80

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.

BWLLY vs. BWLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BW LPG Ltd ADR (BWLLY) and BW LPG Limited (BWLP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BWLLY	BWLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.78	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.60	—

Dividends

BWLLY vs. BWLP - Dividend Comparison

BWLLY has not paid dividends to shareholders, while BWLP's dividend yield for the trailing twelve months is around 8.46%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BWLLY BW LPG Ltd ADR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BWLP BW LPG Limited	8.46%	10.08%	33.42%	70.60%	81.52%	24.41%	18.45%	7.70%	0.00%	0.00%	61.62%	31.19%

Drawdowns

BWLLY vs. BWLP - Drawdown Comparison

The maximum BWLLY drawdown since its inception was 0.00%, smaller than the maximum BWLP drawdown of -68.80%. Use the drawdown chart below to compare losses from any high point for BWLLY and BWLP.

Drawdown Indicators

	BWLLY	BWLP	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-68.80%	+68.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-26.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-68.80%	—
Current Drawdown Current decline from peak	0.00%	-3.71%	+3.71%
Average Drawdown Average peak-to-trough decline	0.00%	-20.99%	+20.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.48%	—

Volatility

Volatility by Period

	BWLLY	BWLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	19.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	44.38%	-44.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	107.62%	-107.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	93.09%	-93.09%

Financials