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

CARL-B.CO vs. PRNDY

Last updated Jun 13, 2026

CARL-B.CO (Carlsberg A/S) and PRNDY (Pernod Ricard SA.) are both stocks. Both are in the Consumer Defensive sector — CARL-B.CO in Beverages - Brewers, PRNDY in Beverages - Wineries & Distilleries. Over the past 3 years, CARL-B.CO returned -4.51%/yr vs -29.02%/yr for PRNDY. At a 0.36 correlation, their price movements are largely independent.

Performance

CARL-B.CO vs. PRNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Carlsberg A/S (CARL-B.CO) and Pernod Ricard SA. (PRNDY). 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 PRNDY is traded in USD. To make them comparable, the PRNDY 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 higher than PRNDY's -12.82% 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%

PRNDY

1D
0.48%
1M
3.14%
YTD
-12.82%
6M
-16.74%
1Y
-24.63%
3Y*
-29.02%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
CARL-B.CO
Carlsberg A/S		4.47%24.73%-16.11%-5.74%-15.78%2.68%
PRNDY
Pernod Ricard SA.		-12.82%-28.72%-29.20%-10.42%-11.89%5.40%

Correlation

The correlation between CARL-B.CO and PRNDY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2021

0.36

Compare stocks, funds, or ETFs

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Carlsberg A/S

Pernod Ricard SA.

Often compared with CARL-B.CO:
CARL-B.CO vs. NOCCARL-B.CO vs. BA.LCARL-B.CO vs. 0027.HKCARL-B.CO vs. 1128.HKCARL-B.CO vs. LMTCARL-B.CO vs. USD=XCARL-B.CO vs. BABA
Often compared with PRNDY:
PRNDY vs. DGE.LPRNDY vs. BF-BPRNDY vs. SPYPRNDY vs. 0027.HKPRNDY vs. STZPRNDY vs. BA.LPRNDY vs. CRON

Return for Risk

CARL-B.CO vs. PRNDY — 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
PRNDY
PRNDY Risk / Return Rank: 1414
Overall Rank
PRNDY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PRNDY Sortino Ratio Rank: 1111
Sortino Ratio Rank
PRNDY Omega Ratio Rank: 1212
Omega Ratio Rank
PRNDY Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRNDY Martin Ratio Rank: 1919
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. PRNDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlsberg A/S (CARL-B.CO) and Pernod Ricard SA. (PRNDY). 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.COPRNDYDifference
Sharpe ratioReturn per unit of total volatility
-0.30
-0.84

+0.54

Sortino ratioReturn per unit of downside risk
-0.27
-1.13

+0.85

Omega ratioGain probability vs. loss probability

0.97

0.87

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.63

+0.31

Martin ratioReturn relative to average drawdown

-0.51

-1.09

+0.58

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

The current CARL-B.CO Sharpe Ratio is -0.30, which is higher than the PRNDY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of CARL-B.CO and PRNDY, 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. PRNDY - Drawdown Comparison

The maximum CARL-B.CO drawdown since its inception was -71.18%, roughly equal to the maximum PRNDY drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for CARL-B.CO and PRNDY.

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Drawdown Indicators

CARL-B.COPRNDYDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-68.96%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-20.76%

-40.74%

+19.98%

Max Drawdown (3Y)

Largest decline over 3 years

-36.63%

-67.16%

+30.53%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

—

—

Current Drawdown

Current decline from peak

-18.91%

-66.66%

+47.75%

Average Drawdown

Average peak-to-trough decline

-13.92%

-31.02%

+17.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

23.75%

-10.19%

Volatility

CARL-B.CO vs. PRNDY - Volatility Comparison

Carlsberg A/S (CARL-B.CO) has a higher volatility of 7.74% compared to Pernod Ricard SA. (PRNDY) at 6.80%. This indicates that CARL-B.CO's price experiences larger fluctuations and is considered to be riskier than PRNDY 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.COPRNDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

6.80%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

24.10%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

30.81%

-8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

25.29%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

25.29%

-3.39%

Dividends

CARL-B.CO vs. PRNDY - Dividend Comparison

CARL-B.CO's dividend yield for the trailing twelve months is around 3.44%, less than PRNDY's 7.51% 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%
PRNDY
Pernod Ricard SA.		7.51%6.44%4.53%2.86%2.10%0.83%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CARL-B.CO vs. PRNDY - Financials Comparison

This section allows you to compare key financial metrics between Carlsberg A/S and Pernod Ricard SA.. 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, PRNDY values in EUR

Frequently Asked Questions

CARL-B.CO and PRNDY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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