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BWLP vs. ^GDAXI
Performance
Return for Risk
Drawdowns
Volatility

Performance

BWLP vs. ^GDAXI - Performance Comparison

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

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Different Trading Currencies

BWLP is traded in USD, while ^GDAXI is traded in EUR. To make them comparable, the ^GDAXI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BWLP achieves a 60.90% return, which is significantly higher than ^GDAXI's -0.14% return. Over the past 10 years, BWLP has outperformed ^GDAXI with an annualized return of 69.78%, while ^GDAXI has yielded a comparatively lower 10.49% annualized return.


BWLP

1D
0.79%
1M
-8.14%
YTD
60.90%
6M
67.02%
1Y
85.40%
3Y*
57.70%
5Y*
125.69%
10Y*
69.78%

^GDAXI

1D
0.00%
1M
-0.50%
YTD
-0.14%
6M
0.09%
1Y
6.66%
3Y*
18.56%
5Y*
9.09%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWLP vs. ^GDAXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWLP
BW LPG Limited
60.90%29.04%0.32%770.27%272.29%3.97%1.05%121.88%7.61%-0.95%
^GDAXI
DAX Performance Index
-0.14%38.87%12.05%24.11%-17.17%6.66%13.66%22.83%-22.10%28.42%

Correlation

The correlation between BWLP and ^GDAXI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.11

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

0.11

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2014

0.06

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Return for Risk

BWLP vs. ^GDAXI — Risk / Return Rank

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

BWLP
BWLP Risk / Return Rank: 8686
Overall Rank
BWLP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 8686
Sortino Ratio Rank
BWLP Omega Ratio Rank: 8686
Omega Ratio Rank
BWLP Calmar Ratio Rank: 8585
Calmar Ratio Rank
BWLP Martin Ratio Rank: 8383
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 2626
Overall Rank
^GDAXI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 2323
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 2424
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 2626
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 2929
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.

BWLP vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) and DAX Performance Index (^GDAXI). 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.


BWLP^GDAXIDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.27

Calmar ratioReturn relative to maximum drawdown

3.30

0.46

+2.84

Martin ratioReturn relative to average drawdown

7.18

1.44

+5.75

BWLP vs. ^GDAXI - Sharpe Ratio Comparison

The current BWLP Sharpe Ratio is 2.25, which is higher than the ^GDAXI Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BWLP and ^GDAXI, 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

BWLP vs. ^GDAXI - Drawdown Comparison

The maximum BWLP drawdown since its inception was -68.80%, which is greater than ^GDAXI's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for BWLP and ^GDAXI.


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Drawdown Indicators


BWLP^GDAXIDifference

Max Drawdown

Largest peak-to-trough decline

-68.80%

-60.99%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-14.36%

-11.68%

Max Drawdown (3Y)

Largest decline over 3 years

-54.28%

-15.86%

-38.42%

Max Drawdown (5Y)

Largest decline over 5 years

-54.28%

-38.41%

-15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-68.80%

-44.80%

-24.00%

Current Drawdown

Current decline from peak

-11.42%

-4.15%

-7.27%

Average Drawdown

Average peak-to-trough decline

-20.66%

-14.87%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

4.63%

+7.30%

Volatility

BWLP vs. ^GDAXI - Volatility Comparison

BW LPG Limited (BWLP) has a higher volatility of 13.61% compared to DAX Performance Index (^GDAXI) at 3.76%. This indicates that BWLP's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWLP^GDAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

3.76%

+9.85%

Volatility (6M)

Calculated over the trailing 6-month period

29.87%

14.56%

+15.31%

Volatility (1Y)

Calculated over the trailing 1-year period

38.22%

17.48%

+20.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.18%

20.27%

+86.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.51%

20.25%

+69.26%

Frequently Asked Questions


BWLP and ^GDAXI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWLP has higher volatility (13.61%) compared to ^GDAXI (3.76%). In terms of maximum drawdown, BWLP dropped -68.80% vs ^GDAXI's -60.99%.

BWLP currently has the higher Sharpe Ratio (2.25 vs 0.38), 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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