DNNGY vs. EEM
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 -30.66%/yr vs 6.14%/yr for EEM. At a 0.29 correlation, their price movements are largely independent.
Performance
DNNGY vs. EEM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DNNGY having a 18.73% return and EEM slightly lower at 17.94%.
DNNGY
- 1D
- -0.93%
- 1M
- -1.90%
- 6M
- 11.14%
- YTD
- 18.73%
- 1Y
- -51.62%
- 3Y*
- -38.03%
- 5Y*
- -30.66%
- 10Y*
- —
EEM
- 1D
- -2.10%
- 1M
- -6.48%
- 6M
- 11.07%
- YTD
- 17.94%
- 1Y
- 33.81%
- 3Y*
- 18.86%
- 5Y*
- 6.14%
- 10Y*
- 8.30%
DNNGY vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNNGY Orsted A/S ADR | 18.73% | -57.80% | -18.99% | -37.54% | -28.26% | -36.76% | 99.06% | 59.41% | 22.43% | -8.66% |
EEM iShares MSCI Emerging Markets ETF | 17.94% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 17.02% | 18.22% | -15.31% | 3.40% |
Correlation
The correlation between DNNGY and EEM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.29 |
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Return for Risk
DNNGY vs. EEM — Risk / Return Rank
DNNGY
EEM
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.
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.
| DNNGY | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.51 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.85 | 8.34 | -9.19 |
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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
| DNNGY | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -81.64% | -17.29% | -64.35% |
Max Drawdown (5Y)Largest decline over 5 years | -89.18% | -35.20% | -53.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.82% | — |
Current DrawdownCurrent decline from peak | -89.53% | -9.86% | -79.67% |
Average DrawdownAverage peak-to-trough decline | -42.30% | -15.96% | -26.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.10% | 4.06% | +57.04% |
Volatility
DNNGY vs. EEM - Volatility Comparison
The current volatility for Orsted A/S ADR (DNNGY) is 9.02%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 10.05%. This indicates that DNNGY experiences smaller price fluctuations and is considered to be less risky 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
| DNNGY | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 10.05% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 26.69% | 21.69% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 89.69% | 23.69% | +66.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.03% | 19.75% | +38.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.76% | 20.71% | +29.05% |
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 1.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.74% | 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 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEM has higher volatility (10.05%) compared to DNNGY (9.02%). In terms of maximum drawdown, DNNGY dropped -91.94% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (1.43 vs -0.58), 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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