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CARL-B.CO vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CARL-B.CO vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Carlsberg A/S (CARL-B.CO) and USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 1.13% return, which is significantly lower than USD=X's 2.00% return. Over the past 10 years, CARL-B.CO has outperformed USD=X with an annualized return of 5.14%, while USD=X has yielded a comparatively lower -0.06% annualized return.


CARL-B.CO

1D
-1.54%
1M
-6.54%
YTD
1.13%
6M
3.56%
1Y
-11.54%
3Y*
-5.04%
5Y*
-3.03%
10Y*
5.14%

USD=X

1D
0.00%
1M
1.98%
YTD
2.00%
6M
1.12%
1Y
-0.49%
3Y*
-2.34%
5Y*
1.23%
10Y*
-0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARL-B.CO vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CARL-B.CO
Carlsberg A/S
1.13%24.73%-16.11%-5.74%-15.78%18.41%1.01%46.68%-4.93%24.15%
USD=X
USD Cash
2.00%-11.71%6.65%-2.75%6.24%7.33%-8.60%2.34%4.95%-12.20%

Correlation

The correlation between CARL-B.CO and USD=X 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

-0.08

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

-0.07

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

-0.02

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Return for Risk

CARL-B.CO vs. USD=X — 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: 2121
Overall Rank
CARL-B.CO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CARL-B.CO Sortino Ratio Rank: 1818
Sortino Ratio Rank
CARL-B.CO Omega Ratio Rank: 1919
Omega Ratio Rank
CARL-B.CO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CARL-B.CO Martin Ratio Rank: 2525
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlsberg A/S (CARL-B.CO) and USD Cash (USD=X). 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.


CARL-B.COUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.93

0.98

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.17

-0.38

Martin ratioReturn relative to average drawdown

-0.87

-0.38

-0.49

CARL-B.CO vs. USD=X - Sharpe Ratio Comparison

The current CARL-B.CO Sharpe Ratio is -0.52, which is lower than the USD=X Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CARL-B.CO and USD=X, 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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Sharpe Ratios by Period


CARL-B.COUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.14

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.16

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

-0.01

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.10

+0.11

Drawdowns

CARL-B.CO vs. USD=X - Drawdown Comparison

The maximum CARL-B.CO drawdown since its inception was -75.46%, which is greater than USD=X's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for CARL-B.CO and USD=X.


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Drawdown Indicators


CARL-B.COUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-75.46%

-20.00%

-55.46%

Max Drawdown (1Y)

Largest decline over 1 year

-21.24%

-5.25%

-15.99%

Max Drawdown (3Y)

Largest decline over 3 years

-36.63%

-15.01%

-21.62%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

-20.00%

-19.46%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-20.00%

-19.46%

Current Drawdown

Current decline from peak

-21.50%

-16.33%

-5.17%

Average Drawdown

Average peak-to-trough decline

-18.77%

-9.34%

-9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.39%

1.92%

+12.47%

Volatility

CARL-B.CO vs. USD=X - Volatility Comparison

Carlsberg A/S (CARL-B.CO) has a higher volatility of 7.96% compared to USD Cash (USD=X) at 1.40%. This indicates that CARL-B.CO's price experiences larger fluctuations and is considered to be riskier than USD=X 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.COUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

1.40%

+6.56%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

4.65%

+13.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.70%

5.47%

+17.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

6.43%

+16.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

6.12%

+15.81%

Frequently Asked Questions


CARL-B.CO and USD=X 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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