DFDS.CO vs. NKT.CO
DFDS.CO (DFDS A/S) and NKT.CO (NKT A/S) are both stocks. Both are in the Industrials sector — DFDS.CO in Marine Shipping, NKT.CO in Electrical Equipment & Parts. Over the past 10 years, DFDS.CO returned -6.04%/yr vs 22.07%/yr for NKT.CO. At a 0.22 correlation, their price movements are largely independent.
Performance
DFDS.CO vs. NKT.CO - Performance Comparison
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Returns By Period
In the year-to-date period, DFDS.CO achieves a 54.10% return, which is significantly higher than NKT.CO's 27.74% return. Over the past 10 years, DFDS.CO has underperformed NKT.CO with an annualized return of -6.04%, while NKT.CO has yielded a comparatively higher 22.07% annualized return.
DFDS.CO
- 1D
- -0.47%
- 1M
- 25.55%
- YTD
- 54.10%
- 6M
- 57.23%
- 1Y
- 36.73%
- 3Y*
- -15.88%
- 5Y*
- -15.96%
- 10Y*
- -6.04%
NKT.CO
- 1D
- -1.92%
- 1M
- 7.77%
- YTD
- 27.74%
- 6M
- 29.69%
- 1Y
- 94.10%
- 3Y*
- 37.41%
- 5Y*
- 31.00%
- 10Y*
- 22.07%
DFDS.CO vs. NKT.CO - Yearly Performance Comparison
Correlation
The correlation between DFDS.CO and NKT.CO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 11, 1993 | 0.22 |
The correlation between DFDS.CO and NKT.CO shifts across timeframes, from 0.19 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFDS.CO vs. NKT.CO — Risk / Return Rank
DFDS.CO
NKT.CO
DFDS.CO vs. NKT.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFDS A/S (DFDS.CO) and NKT A/S (NKT.CO). 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.
| DFDS.CO | NKT.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 8.27 | -7.08 |
| Martin ratioReturn relative to average drawdown | 2.10 | 22.26 | -20.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFDS.CO | NKT.CO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.61 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.86 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.56 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.38 | -0.09 |
Drawdowns
DFDS.CO vs. NKT.CO - Drawdown Comparison
The maximum DFDS.CO drawdown since its inception was -79.23%, smaller than the maximum NKT.CO drawdown of -91.71%. Use the drawdown chart below to compare losses from any high point for DFDS.CO and NKT.CO.
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Drawdown Indicators
| DFDS.CO | NKT.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.23% | -91.71% | +12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -31.54% | -11.63% | -19.91% |
Max Drawdown (3Y)Largest decline over 3 years | -69.00% | -34.39% | -34.61% |
Max Drawdown (5Y)Largest decline over 5 years | -78.27% | -34.39% | -43.88% |
Max Drawdown (10Y)Largest decline over 10 years | -79.23% | -74.42% | -4.81% |
Current DrawdownCurrent decline from peak | -61.37% | -8.27% | -53.10% |
Average DrawdownAverage peak-to-trough decline | -30.84% | -33.50% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.67% | 4.82% | +12.85% |
Volatility
DFDS.CO vs. NKT.CO - Volatility Comparison
DFDS A/S (DFDS.CO) has a higher volatility of 20.99% compared to NKT A/S (NKT.CO) at 11.27%. This indicates that DFDS.CO's price experiences larger fluctuations and is considered to be riskier than NKT.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDS.CO | NKT.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.99% | 11.27% | +9.72% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 23.41% | +11.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.23% | 36.79% | +8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.59% | 36.08% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.15% | 40.03% | -5.88% |
Dividends
DFDS.CO vs. NKT.CO - Dividend Comparison
Neither DFDS.CO nor NKT.CO has paid dividends to shareholders.
Financials
DFDS.CO vs. NKT.CO - Financials Comparison
This section allows you to compare key financial metrics between DFDS A/S and NKT A/S. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DFDS.CO and NKT.CO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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