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BWLP vs. MAERSK-A.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BWLP vs. MAERSK-A.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BW LPG Limited (BWLP) and A.P. Møller - Mærsk A/S (MAERSK-A.CO). The values are adjusted to include any dividend payments, if applicable.

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BWLP vs. MAERSK-A.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWLP
BW LPG Limited
35.22%29.04%0.32%770.27%272.29%3.97%1.05%121.88%7.61%-0.95%
MAERSK-A.CO
A.P. Møller - Mærsk A/S
8.80%57.27%0.01%13.55%-24.88%63.28%59.90%34.92%-27.77%12.32%
Different Trading Currencies

BWLP is traded in USD, while MAERSK-A.CO is traded in DKK. To make them comparable, the MAERSK-A.CO 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 MAERSK-A.CO's 8.80% return. Over the past 10 years, BWLP has outperformed MAERSK-A.CO with an annualized return of 68.72%, while MAERSK-A.CO has yielded a comparatively lower 17.99% 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%

MAERSK-A.CO

1D
0.04%
1M
-4.19%
YTD
8.80%
6M
26.70%
1Y
45.54%
3Y*
19.78%
5Y*
17.34%
10Y*
17.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BWLP vs. MAERSK-A.CO — Risk / Return Rank

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

BWLP
BWLP Risk / Return Rank: 8282
Overall Rank
BWLP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 8080
Sortino Ratio Rank
BWLP Omega Ratio Rank: 8080
Omega Ratio Rank
BWLP Calmar Ratio Rank: 8484
Calmar Ratio Rank
BWLP Martin Ratio Rank: 7979
Martin Ratio Rank

MAERSK-A.CO
MAERSK-A.CO Risk / Return Rank: 6969
Overall Rank
MAERSK-A.CO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MAERSK-A.CO Sortino Ratio Rank: 6666
Sortino Ratio Rank
MAERSK-A.CO Omega Ratio Rank: 6565
Omega Ratio Rank
MAERSK-A.CO Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAERSK-A.CO Martin Ratio Rank: 7474
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. MAERSK-A.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) and A.P. Møller - Mærsk A/S (MAERSK-A.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.


BWLPMAERSK-A.CODifference

Sharpe ratio

Return per unit of total volatility

1.70

1.18

+0.53

Sortino ratio

Return per unit of downside risk

2.16

1.72

+0.44

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

2.89

1.91

+0.98

Martin ratio

Return relative to average drawdown

6.03

5.95

+0.08

BWLP vs. MAERSK-A.CO - Sharpe Ratio Comparison

The current BWLP Sharpe Ratio is 1.70, which is higher than the MAERSK-A.CO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of BWLP and MAERSK-A.CO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BWLPMAERSK-A.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.18

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.44

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.47

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.20

+0.40

Correlation

The correlation between BWLP and MAERSK-A.CO is 0.11, 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.


Dividends

BWLP vs. MAERSK-A.CO - Dividend Comparison

BWLP's dividend yield for the trailing twelve months is around 8.62%, more than MAERSK-A.CO's 3.06% yield.


TTM20252024202320222021202020192018201720162015
BWLP
BW LPG Limited
8.62%10.08%33.42%70.60%81.52%24.41%18.45%7.70%0.00%0.00%61.62%31.19%
MAERSK-A.CO
A.P. Møller - Mærsk A/S
3.06%7.65%4.46%37.33%16.92%1.58%1.23%1.73%2.34%1.74%3.37%26.66%

Drawdowns

BWLP vs. MAERSK-A.CO - Drawdown Comparison

The maximum BWLP drawdown since its inception was -68.80%, roughly equal to the maximum MAERSK-A.CO drawdown of -71.85%. Use the drawdown chart below to compare losses from any high point for BWLP and MAERSK-A.CO.


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Drawdown Indicators


BWLPMAERSK-A.CODifference

Max Drawdown

Largest peak-to-trough decline

-68.80%

-68.12%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-22.05%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-54.28%

-42.16%

-12.12%

Max Drawdown (10Y)

Largest decline over 10 years

-68.80%

-58.42%

-10.38%

Current Drawdown

Current decline from peak

-5.43%

-10.66%

+5.23%

Average Drawdown

Average peak-to-trough decline

-20.99%

-24.29%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.48%

7.88%

+4.60%

Volatility

BWLP vs. MAERSK-A.CO - Volatility Comparison

BW LPG Limited (BWLP) has a higher volatility of 19.45% compared to A.P. Møller - Mærsk A/S (MAERSK-A.CO) at 11.14%. This indicates that BWLP's price experiences larger fluctuations and is considered to be riskier than MAERSK-A.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWLPMAERSK-A.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.45%

11.14%

+8.31%

Volatility (6M)

Calculated over the trailing 6-month period

29.29%

24.46%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

44.31%

39.27%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.63%

40.09%

+67.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.07%

38.29%

+54.78%

Financials

BWLP vs. MAERSK-A.CO - Financials Comparison

This section allows you to compare key financial metrics between BW LPG Limited and A.P. Møller - Mærsk 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. BWLP values in USD, MAERSK-A.CO values in DKK