DGNX vs. BWXT

Last updated Apr 2, 2026

Compare and contrast key facts about Diginex Ltd (DGNX) and BWX Technologies, Inc. (BWXT).

Performance

DGNX vs. BWXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diginex Ltd (DGNX) and BWX Technologies, Inc. (BWXT). The values are adjusted to include any dividend payments, if applicable.

DGNX vs. BWXT - Yearly Performance Comparison

	2026 (YTD)	2025
DGNX Diginex Ltd	-88.14%	344.80%
BWXT BWX Technologies, Inc.	23.30%	35.73%

Returns By Period

In the year-to-date period, DGNX achieves a -88.14% return, which is significantly lower than BWXT's 23.30% return.

DGNX

• 1D: 3.02%
• 1M: -14.65%
• YTD: -88.14%
• 6M: -96.60%
• 1Y: -95.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BWXT

• 1D: 4.07%
• 1M: -1.56%
• YTD: 23.30%
• 6M: 14.01%
• 1Y: 113.16%
• 3Y*: 51.42%
• 5Y*: 27.55%
• 10Y*: 21.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DGNX vs. BWXT — Risk / Return Rank

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

DGNX

DGNX Risk / Return Rank: 8
DGNX Sharpe Ratio Rank: 15
DGNX Sortino Ratio Rank: 4
DGNX Omega Ratio Rank: 7
DGNX Calmar Ratio Rank: 3
DGNX Martin Ratio Rank: 11

BWXT

BWXT Risk / Return Rank: 93
BWXT Sharpe Ratio Rank: 94
BWXT Sortino Ratio Rank: 91
BWXT Omega Ratio Rank: 92
BWXT Calmar Ratio Rank: 94
BWXT Martin Ratio Rank: 93

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.

DGNX vs. BWXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diginex Ltd (DGNX) and BWX Technologies, Inc. (BWXT). 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.

	DGNX	BWXT	Difference
Sharpe ratio Return per unit of total volatility	-0.58	2.47	-3.06
Sortino ratio Return per unit of downside risk	-1.59	2.99	-4.58
Omega ratio Gain probability vs. loss probability	0.83	1.43	-0.60
Calmar ratio Return relative to maximum drawdown	-0.97	5.32	-6.29
Martin ratio Return relative to average drawdown	-1.44	13.83	-15.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGNX vs. BWXT - Sharpe Ratio Comparison

The current DGNX Sharpe Ratio is -0.58, which is lower than the BWXT Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DGNX and BWXT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGNX	BWXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	2.47	-3.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.65	-0.79

Correlation

The correlation between DGNX and BWXT is 0.10, 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

DGNX vs. BWXT - Dividend Comparison

DGNX has not paid dividends to shareholders, while BWXT's dividend yield for the trailing twelve months is around 0.48%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGNX Diginex Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BWXT BWX Technologies, Inc.	0.48%	0.58%	0.86%	1.20%	1.52%	1.75%	1.26%	1.10%	1.67%	0.69%	0.91%	30.37%

Drawdowns

DGNX vs. BWXT - Drawdown Comparison

The maximum DGNX drawdown since its inception was -98.60%, which is greater than BWXT's maximum drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for DGNX and BWXT.

Drawdown Indicators

	DGNX	BWXT	Difference
Max Drawdown Largest peak-to-trough decline	-98.60%	-47.88%	-50.72%
Max Drawdown (1Y) Largest decline over 1 year	-98.60%	-22.01%	-76.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.74%	—
Current Drawdown Current decline from peak	-98.42%	-4.20%	-94.22%
Average Drawdown Average peak-to-trough decline	-53.64%	-13.20%	-40.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.52%	8.47%	+58.05%

Volatility

DGNX vs. BWXT - Volatility Comparison

Diginex Ltd (DGNX) has a higher volatility of 24.85% compared to BWX Technologies, Inc. (BWXT) at 18.46%. This indicates that DGNX's price experiences larger fluctuations and is considered to be riskier than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGNX	BWXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.85%	18.46%	+6.39%
Volatility (6M) Calculated over the trailing 6-month period	122.68%	34.45%	+88.23%
Volatility (1Y) Calculated over the trailing 1-year period	164.39%	46.07%	+118.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	290.98%	32.08%	+258.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	290.98%	30.34%	+260.64%

Financials