BWLP vs. ^GDAXI

Last updated Apr 2, 2026

Compare and contrast key facts about BW LPG Limited (BWLP) and DAX Performance Index (^GDAXI).

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.

BWLP vs. ^GDAXI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BWLP BW LPG Limited	35.22%	29.04%	0.32%	770.27%	272.29%	3.97%	1.05%	121.88%	7.61%	-0.95%
^GDAXI DAX Performance Index	-6.10%	38.87%	12.05%	24.11%	-17.17%	6.66%	13.66%	22.83%	-22.10%	28.42%

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 35.22% return, which is significantly higher than ^GDAXI's -6.10% return. Over the past 10 years, BWLP has outperformed ^GDAXI with an annualized return of 68.72%, while ^GDAXI has yielded a comparatively lower 9.25% annualized return.

BWLP

• 1D: -1.78%
• 1M: -5.43%
• YTD: 35.22%
• 6M: 31.67%
• 1Y: 75.10%
• 3Y*: 70.11%
• 5Y*: 117.73%
• 10Y*: 68.72%

^GDAXI

• 1D: 3.10%
• 1M: -6.20%
• YTD: -6.10%
• 6M: -4.50%
• 1Y: 11.06%
• 3Y*: 16.82%
• 5Y*: 8.72%
• 10Y*: 9.25%

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

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: 82
BWLP Sharpe Ratio Rank: 86
BWLP Sortino Ratio Rank: 80
BWLP Omega Ratio Rank: 80
BWLP Calmar Ratio Rank: 84
BWLP Martin Ratio Rank: 79

^GDAXI

^GDAXI Risk / Return Rank: 25
^GDAXI Sharpe Ratio Rank: 24
^GDAXI Sortino Ratio Rank: 22
^GDAXI Omega Ratio Rank: 22
^GDAXI Calmar Ratio Rank: 28
^GDAXI Martin Ratio Rank: 30

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.

	BWLP	^GDAXI	Difference
Sharpe ratio Return per unit of total volatility	1.70	0.56	+1.14
Sortino ratio Return per unit of downside risk	2.16	0.89	+1.27
Omega ratio Gain probability vs. loss probability	1.29	1.12	+0.18
Calmar ratio Return relative to maximum drawdown	2.89	0.78	+2.11
Martin ratio Return relative to average drawdown	6.03	2.72	+3.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BWLP vs. ^GDAXI - Sharpe Ratio Comparison

The current BWLP Sharpe Ratio is 1.70, which is higher than the ^GDAXI Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BWLP and ^GDAXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BWLP	^GDAXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	0.56	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	0.43	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.45	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.25	+0.35

Correlation

The correlation between BWLP and ^GDAXI is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	BWLP	^GDAXI	Difference
Max Drawdown Largest peak-to-trough decline	-68.80%	-72.68%	+3.88%
Max Drawdown (1Y) Largest decline over 1 year	-26.04%	-12.27%	-13.77%
Max Drawdown (5Y) Largest decline over 5 years	-54.28%	-26.40%	-27.88%
Max Drawdown (10Y) Largest decline over 10 years	-68.80%	-38.78%	-30.02%
Current Drawdown Current decline from peak	-5.43%	-8.35%	+2.92%
Average Drawdown Average peak-to-trough decline	-20.99%	-14.75%	-6.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.48%	3.62%	+8.86%

Volatility

BWLP vs. ^GDAXI - Volatility Comparison

BW LPG Limited (BWLP) has a higher volatility of 19.45% compared to DAX Performance Index (^GDAXI) at 7.38%. 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.

Volatility by Period

	BWLP	^GDAXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.45%	7.38%	+12.07%
Volatility (6M) Calculated over the trailing 6-month period	29.29%	12.44%	+16.85%
Volatility (1Y) Calculated over the trailing 1-year period	44.31%	19.60%	+24.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.63%	20.09%	+87.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.07%	20.45%	+72.62%