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CPCAY vs. NAS.OL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPCAY vs. NAS.OL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cathay Pacific Airways Ltd ADR (CPCAY) and Norwegian Air Shuttle ASA (NAS.OL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CPCAY is traded in USD, while NAS.OL is traded in NOK. To make them comparable, the NAS.OL values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPCAY achieves a 21.50% return, which is significantly higher than NAS.OL's -16.48% return. Over the past 10 years, CPCAY has outperformed NAS.OL with an annualized return of 3.76%, while NAS.OL has yielded a comparatively lower -44.29% annualized return.


CPCAY

1D
-3.18%
1M
9.62%
6M
26.53%
YTD
21.50%
1Y
33.44%
3Y*
26.19%
5Y*
22.23%
10Y*
3.76%
ALL TIME*
0.57%

NAS.OL

1D
0.36%
1M
-7.54%
6M
-14.16%
YTD
-16.48%
1Y
-6.53%
3Y*
15.35%
5Y*
4.93%
10Y*
-44.29%
ALL TIME*
-24.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.48K$70.83K$46.12K
$7.58M$9.94M$16.71M

CPCAY vs. NAS.OL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPCAY
Cathay Pacific Airways Ltd ADR
21.50%35.57%29.86%-9.11%40.29%-12.66%-35.55%6.06%-9.45%19.94%
NAS.OL
Norwegian Air Shuttle ASA
-16.48%89.22%-7.85%40.64%-38.63%-45.13%-98.89%-34.91%-6.66%-35.39%

Correlation

The correlation between CPCAY and NAS.OL is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2011

0.08

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Return for Risk

CPCAY vs. NAS.OL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CPCAY
CPCAY Risk / Return Rank: 7373
Overall Rank
CPCAY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CPCAY Sortino Ratio Rank: 6868
Sortino Ratio Rank
CPCAY Omega Ratio Rank: 6767
Omega Ratio Rank
CPCAY Calmar Ratio Rank: 7979
Calmar Ratio Rank
CPCAY Martin Ratio Rank: 7676
Martin Ratio Rank

NAS.OL
NAS.OL Risk / Return Rank: 2424
Overall Rank
NAS.OL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NAS.OL Sortino Ratio Rank: 2525
Sortino Ratio Rank
NAS.OL Omega Ratio Rank: 2525
Omega Ratio Rank
NAS.OL Calmar Ratio Rank: 2424
Calmar Ratio Rank
NAS.OL Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CPCAY vs. NAS.OL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cathay Pacific Airways Ltd ADR (CPCAY) and Norwegian Air Shuttle ASA (NAS.OL). 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.


CPCAYNAS.OLDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.18

1.00

+0.18

Calmar ratioReturn relative to maximum drawdown

1.98

-0.24

+2.22

Martin ratioReturn relative to average drawdown

4.21

-0.55

+4.76

CPCAY vs. NAS.OL - Sharpe Ratio Comparison

The current CPCAY Sharpe Ratio is 0.89, which is higher than the NAS.OL Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CPCAY and NAS.OL, 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

CPCAY vs. NAS.OL - Drawdown Comparison

The maximum CPCAY drawdown since its inception was -71.44%, smaller than the maximum NAS.OL drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for CPCAY and NAS.OL.


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Drawdown Indicators


CPCAYNAS.OLDifference

Max Drawdown

Largest peak-to-trough decline

-71.44%

-99.93%

+28.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-27.69%

+12.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-48.36%

+29.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.19%

-59.27%

+38.08%

Max Drawdown (10Y)

Largest decline over 10 years

-62.12%

-99.90%

+37.78%

Current Drawdown

Current decline from peak

-6.18%

-99.81%

+93.63%

Average Drawdown

Average peak-to-trough decline

-39.06%

-61.91%

+22.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

12.11%

-4.94%

Volatility

CPCAY vs. NAS.OL - Volatility Comparison

Cathay Pacific Airways Ltd ADR (CPCAY) has a higher volatility of 10.44% compared to Norwegian Air Shuttle ASA (NAS.OL) at 6.97%. This indicates that CPCAY's price experiences larger fluctuations and is considered to be riskier than NAS.OL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPCAYNAS.OLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

6.97%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

25.96%

31.44%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

33.99%

37.43%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.30%

47.34%

-14.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.92%

85.94%

-51.02%

Dividends

CPCAY vs. NAS.OL - Dividend Comparison

CPCAY's dividend yield for the trailing twelve months is around 5.88%, less than NAS.OL's 13.05% yield.


PositionTTM20252024202320222021202020192018201720162015
CPCAY
Cathay Pacific Airways Ltd ADR
5.88%5.58%6.45%0.00%0.00%0.00%0.00%2.95%1.20%0.00%5.70%3.94%
NAS.OL
Norwegian Air Shuttle ASA
13.05%5.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CPCAY vs. NAS.OL - Financials Comparison

This section allows you to compare key financial metrics between Cathay Pacific Airways Ltd ADR and Norwegian Air Shuttle ASA. 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. CPCAY values in USD, NAS.OL values in NOK

Frequently Asked Questions


CPCAY and NAS.OL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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