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DANSKE.CO vs. SFTBY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DANSKE.CO vs. SFTBY - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Danske Bank A/S (DANSKE.CO) and SoftBank Group Corp. (SFTBY). The values are adjusted to include any dividend payments, if applicable.

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DANSKE.CO vs. SFTBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DANSKE.CO
Danske Bank A/S
7.83%66.46%25.31%37.20%23.71%14.09%-6.63%-10.71%-44.37%17.06%
SFTBY
SoftBank Group Corp.
-14.22%74.21%39.93%1.22%-6.55%-33.23%64.04%36.19%-13.55%6.24%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, DANSKE.CO achieves a 7.83% return, which is significantly higher than SFTBY's -14.22% return. Over the past 10 years, DANSKE.CO has underperformed SFTBY with an annualized return of 10.69%, while SFTBY has yielded a comparatively higher 14.83% annualized return.


DANSKE.CO

1D
2.15%
1M
8.41%
YTD
7.83%
6M
29.44%
1Y
51.07%
3Y*
45.34%
5Y*
29.43%
10Y*
10.69%

SFTBY

1D
0.00%
1M
-3.09%
YTD
-14.22%
6M
-26.58%
1Y
79.17%
3Y*
32.55%
5Y*
2.71%
10Y*
14.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DANSKE.CO vs. SFTBY — Risk / Return Rank

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

DANSKE.CO
DANSKE.CO Risk / Return Rank: 8686
Overall Rank
DANSKE.CO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DANSKE.CO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DANSKE.CO Omega Ratio Rank: 8787
Omega Ratio Rank
DANSKE.CO Calmar Ratio Rank: 8181
Calmar Ratio Rank
DANSKE.CO Martin Ratio Rank: 9090
Martin Ratio Rank

SFTBY
SFTBY Risk / Return Rank: 7373
Overall Rank
SFTBY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SFTBY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SFTBY Omega Ratio Rank: 7272
Omega Ratio Rank
SFTBY Calmar Ratio Rank: 7070
Calmar Ratio Rank
SFTBY Martin Ratio Rank: 6767
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.

DANSKE.CO vs. SFTBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Danske Bank A/S (DANSKE.CO) and SoftBank Group Corp. (SFTBY). 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.


DANSKE.COSFTBYDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.24

+0.74

Sortino ratio

Return per unit of downside risk

2.42

1.87

+0.54

Omega ratio

Gain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

2.61

1.51

+1.09

Martin ratio

Return relative to average drawdown

11.50

3.01

+8.49

DANSKE.CO vs. SFTBY - Sharpe Ratio Comparison

The current DANSKE.CO Sharpe Ratio is 1.98, which is higher than the SFTBY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DANSKE.CO and SFTBY, 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


DANSKE.COSFTBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.24

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.06

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.35

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.32

0.00

Correlation

The correlation between DANSKE.CO and SFTBY is 0.15, 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

DANSKE.CO vs. SFTBY - Dividend Comparison

DANSKE.CO's dividend yield for the trailing twelve months is around 7.12%, while SFTBY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DANSKE.CO
Danske Bank A/S
7.12%4.61%10.55%3.88%1.46%1.77%0.00%7.88%7.76%3.73%3.73%2.97%
SFTBY
SoftBank Group Corp.
0.00%0.13%0.26%0.00%0.00%0.00%0.00%0.71%0.61%0.49%0.59%0.65%

Drawdowns

DANSKE.CO vs. SFTBY - Drawdown Comparison

The maximum DANSKE.CO drawdown since its inception was -86.74%, which is greater than SFTBY's maximum drawdown of -59.75%. Use the drawdown chart below to compare losses from any high point for DANSKE.CO and SFTBY.


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Drawdown Indicators


DANSKE.COSFTBYDifference

Max Drawdown

Largest peak-to-trough decline

-86.74%

-65.94%

-20.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-50.78%

+38.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-64.26%

+34.20%

Max Drawdown (10Y)

Largest decline over 10 years

-70.59%

-65.94%

-4.65%

Current Drawdown

Current decline from peak

-0.16%

-48.18%

+48.02%

Average Drawdown

Average peak-to-trough decline

-23.33%

-26.70%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

25.13%

-21.25%

Volatility

DANSKE.CO vs. SFTBY - Volatility Comparison

The current volatility for Danske Bank A/S (DANSKE.CO) is 8.02%, while SoftBank Group Corp. (SFTBY) has a volatility of 22.36%. This indicates that DANSKE.CO experiences smaller price fluctuations and is considered to be less risky than SFTBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DANSKE.COSFTBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

22.36%

-14.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

50.01%

-34.68%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

64.14%

-38.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.01%

45.43%

-18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

42.11%

-14.19%

Financials

DANSKE.CO vs. SFTBY - Financials Comparison

This section allows you to compare key financial metrics between Danske Bank A/S and SoftBank Group Corp.. 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. DANSKE.CO values in DKK, SFTBY values in USD