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

Performance

CARL-B.CO vs. HWM - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Carlsberg A/S (CARL-B.CO) and Howmet Aerospace Inc. (HWM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CARL-B.CO achieves a 4.47% return, which is significantly lower than HWM's 31.31% return. Over the past 10 years, CARL-B.CO has underperformed HWM with an annualized return of 6.08%, while HWM has yielded a comparatively higher 32.93% annualized return.


CARL-B.CO

1D
-1.03%
1M
1.61%
YTD
4.47%
6M
4.57%
1Y
-6.42%
3Y*
-4.51%
5Y*
-2.90%
10Y*
6.08%

HWM

1D
0.13%
1M
2.18%
YTD
31.31%
6M
35.68%
1Y
55.09%
3Y*
75.76%
5Y*
51.53%
10Y*
32.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARL-B.CO vs. HWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CARL-B.CO
Carlsberg A/S
4.47%24.73%-16.11%-5.74%-15.78%18.41%1.01%46.68%-4.93%24.15%
HWM
Howmet Aerospace Inc.
31.31%65.94%116.18%34.04%31.91%19.86%10.62%87.83%-34.33%30.29%

Correlation

The correlation between CARL-B.CO and HWM is -0.04, 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

-0.04

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

-0.05

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

0.03

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

0.18

The correlation between CARL-B.CO and HWM shifts across timeframes, from -0.05 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CARL-B.CO vs. HWM — Risk / Return Rank

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

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

HWM
HWM Risk / Return Rank: 8585
Overall Rank
HWM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HWM Sortino Ratio Rank: 8585
Sortino Ratio Rank
HWM Omega Ratio Rank: 8181
Omega Ratio Rank
HWM Calmar Ratio Rank: 8787
Calmar Ratio Rank
HWM Martin Ratio Rank: 8888
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.

CARL-B.CO vs. HWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlsberg A/S (CARL-B.CO) and Howmet Aerospace Inc. (HWM). 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.


CARL-B.COHWMDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

0.97

1.30

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.33

3.91

-4.24

Martin ratioReturn relative to average drawdown

-0.51

9.23

-9.74

CARL-B.CO vs. HWM - Sharpe Ratio Comparison

The current CARL-B.CO Sharpe Ratio is -0.30, which is lower than the HWM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CARL-B.CO and HWM, 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

CARL-B.CO vs. HWM - Drawdown Comparison

The maximum CARL-B.CO drawdown since its inception was -71.18%, smaller than the maximum HWM drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for CARL-B.CO and HWM.


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Drawdown Indicators


CARL-B.COHWMDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-85.08%

+13.90%

Max Drawdown (1Y)

Largest decline over 1 year

-20.76%

-14.19%

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-36.63%

-23.37%

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

-23.37%

-16.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-64.54%

+25.08%

Current Drawdown

Current decline from peak

-18.91%

-1.95%

-16.96%

Average Drawdown

Average peak-to-trough decline

-13.92%

-47.75%

+33.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

6.00%

+7.56%

Volatility

CARL-B.CO vs. HWM - Volatility Comparison

The current volatility for Carlsberg A/S (CARL-B.CO) is 7.74%, while Howmet Aerospace Inc. (HWM) has a volatility of 10.54%. This indicates that CARL-B.CO experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CARL-B.COHWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

10.54%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

24.46%

-6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

31.42%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

32.02%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

39.82%

-17.92%

Dividends

CARL-B.CO vs. HWM - Dividend Comparison

CARL-B.CO's dividend yield for the trailing twelve months is around 3.44%, more than HWM's 0.18% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HWM
Howmet Aerospace Inc.
0.18%0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%40.49%1.22%

Financials

CARL-B.CO vs. HWM - Financials Comparison

This section allows you to compare key financial metrics between Carlsberg A/S and Howmet Aerospace Inc.. 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. CARL-B.CO values in DKK, HWM values in USD

Frequently Asked Questions


CARL-B.CO and HWM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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