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DNNGY vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DNNGY vs. EEM

Last updated Jun 4, 2026

DNNGY (Orsted A/S ADR) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Over the past 5 years, DNNGY returned -28.54%/yr vs 6.76%/yr for EEM. At a 0.29 correlation, their price movements are largely independent.

Performance

DNNGY vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orsted A/S ADR (DNNGY) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DNNGY achieves a 35.71% return, which is significantly higher than EEM's 26.30% return.

DNNGY

1D
-0.33%
1M
-1.95%
YTD
35.71%
6M
20.25%
1Y
-35.42%
3Y*
-33.72%
5Y*
-28.54%
10Y*
—

EEM

1D
-1.17%
1M
5.66%
YTD
26.30%
6M
29.01%
1Y
52.09%
3Y*
23.47%
5Y*
6.76%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNNGY vs. EEM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DNNGY
Orsted A/S ADR		35.71%-57.80%-18.99%-37.54%-28.26%-36.76%99.06%59.41%22.43%-8.66%
EEM
iShares MSCI Emerging Markets ETF		26.30%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%4.24%

Correlation

The correlation between DNNGY and EEM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

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

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2017

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Orsted A/S ADR

iShares MSCI Emerging Markets ETF

Often compared with DNNGY:
DNNGY vs. VWDRYDNNGY vs. VOODNNGY vs. GEVDNNGY vs. SPYDNNGY vs. NKEDNNGY vs. 0001.HKDNNGY vs. IBE.MC
Often compared with EEM:
EEM vs. VWOEEM vs. SPYEEM vs. IEMGEEM vs. IS3N.DEEEM vs. VXUSEEM vs. EEMSEEM vs. SPEM

Return for Risk

DNNGY vs. EEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNNGY
DNNGY Risk / Return Rank: 2828
Overall Rank
DNNGY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DNNGY Sortino Ratio Rank: 3131
Sortino Ratio Rank
DNNGY Omega Ratio Rank: 3131
Omega Ratio Rank
DNNGY Calmar Ratio Rank: 2525
Calmar Ratio Rank
DNNGY Martin Ratio Rank: 2929
Martin Ratio Rank
EEM
EEM Risk / Return Rank: 7979
Overall Rank
EEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
EEM Omega Ratio Rank: 8181
Omega Ratio Rank
EEM Calmar Ratio Rank: 7878
Calmar Ratio Rank
EEM Martin Ratio Rank: 7878
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.

DNNGY vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orsted A/S ADR (DNNGY) and iShares MSCI Emerging Markets ETF (EEM). 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.

DNNGYEEMDifference
Sharpe ratioReturn per unit of total volatility
-0.40
2.62

-3.01

Sortino ratioReturn per unit of downside risk
0.03
3.42

-3.39

Omega ratioGain probability vs. loss probability

1.01

1.48

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.46

3.87

-4.34

Martin ratioReturn relative to average drawdown

-0.63

14.91

-15.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNNGY vs. EEM - Sharpe Ratio Comparison

The current DNNGY Sharpe Ratio is -0.40, which is lower than the EEM Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of DNNGY and EEM, 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

DNNGYEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

2.62

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.36

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.47

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.38

-0.55

Drawdowns

DNNGY vs. EEM - Drawdown Comparison

The maximum DNNGY drawdown since its inception was -91.94%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for DNNGY and EEM.

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Drawdown Indicators

DNNGYEEMDifference

Max Drawdown

Largest peak-to-trough decline

-91.94%

-66.43%

-25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-76.54%

-13.52%

-63.02%

Max Drawdown (3Y)

Largest decline over 3 years

-82.44%

-17.29%

-65.15%

Max Drawdown (5Y)

Largest decline over 5 years

-89.18%

-37.71%

-51.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.82%

—

Current Drawdown

Current decline from peak

-88.03%

-2.40%

-85.63%

Average Drawdown

Average peak-to-trough decline

-41.69%

-16.02%

-25.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.48%

3.50%

+52.98%

Volatility

DNNGY vs. EEM - Volatility Comparison

Orsted A/S ADR (DNNGY) has a higher volatility of 9.67% compared to iShares MSCI Emerging Markets ETF (EEM) at 8.49%. This indicates that DNNGY's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DNNGYEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

8.49%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

28.81%

17.47%

+11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

89.86%

20.02%

+69.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.99%

18.92%

+39.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.98%

20.50%

+29.48%

Dividends

DNNGY vs. EEM - Dividend Comparison

DNNGY has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 1.76%.

PositionTTM20252024202320222021202020192018201720162015
DNNGY
Orsted A/S ADR		0.00%0.00%0.00%3.56%2.09%1.46%0.48%0.89%1.43%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF		1.76%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions

DNNGY and EEM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNNGY has higher volatility (9.67%) compared to EEM (8.49%). In terms of maximum drawdown, DNNGY dropped -91.94% vs EEM's -66.43%.

EEM currently has the higher Sharpe Ratio (2.62 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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