DNNGY vs. VWDRY

Last updated Jun 5, 2026

DNNGY (Orsted A/S ADR) and VWDRY (Vestas Wind Systems A/S) are both stocks. DNNGY operates in Utilities - Renewable (Utilities), while VWDRY operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, DNNGY returned -28.90%/yr vs -5.79%/yr for VWDRY. At a 0.46 correlation, their price movements are largely independent.

Performance

DNNGY vs. VWDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orsted A/S ADR (DNNGY) and Vestas Wind Systems A/S (VWDRY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DNNGY achieves a 32.38% return, which is significantly higher than VWDRY's 0.62% return.

DNNGY

• 1D: -2.46%
• 1M: -4.79%
• YTD: 32.38%
• 6M: 17.13%
• 1Y: -38.31%
• 3Y*: -34.25%
• 5Y*: -28.90%
• 10Y*: —

VWDRY

• 1D: -1.53%
• 1M: -10.99%
• YTD: 0.62%
• 6M: 9.52%
• 1Y: 68.36%
• 3Y*: -2.18%
• 5Y*: -5.79%
• 10Y*: 7.19%

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

DNNGY vs. VWDRY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNNGY Orsted A/S ADR	32.38%	-57.80%	-18.99%	-37.54%	-28.26%	-36.76%	99.06%	59.41%	22.43%	-8.66%
VWDRY Vestas Wind Systems A/S	0.62%	99.19%	-56.82%	9.27%	-5.43%	-34.72%	134.29%	34.77%	10.56%	-17.92%

Correlation

The correlation between DNNGY and VWDRY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017	0.46

The correlation between DNNGY and VWDRY has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap DNNGY : $33.05B VWDRY : $27.67B
EPS DNNGY : $0.08 VWDRY : $0.28
PE Ratio DNNGY : 102.09 VWDRY : 32.41
PEG Ratio DNNGY : 8.55 VWDRY : 0.28
PS Ratio DNNGY : 0.32 VWDRY : 1.43
PB Ratio DNNGY : 0.27 VWDRY : 7.06
Total Revenue (TTM) DNNGY : $67.84B VWDRY : $19.32B
Gross Profit (TTM) DNNGY : -$7.31B VWDRY : $2.61B
EBITDA (TTM) DNNGY : $15.49B VWDRY : $1.30B

Return for Risk

DNNGY vs. VWDRY — Risk / Return Rank

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

DNNGY

DNNGY Risk / Return Rank: 27
DNNGY Sharpe Ratio Rank: 23
DNNGY Sortino Ratio Rank: 30
DNNGY Omega Ratio Rank: 29
DNNGY Calmar Ratio Rank: 24
DNNGY Martin Ratio Rank: 29

VWDRY

VWDRY Risk / Return Rank: 81
VWDRY Sharpe Ratio Rank: 81
VWDRY Sortino Ratio Rank: 81
VWDRY Omega Ratio Rank: 78
VWDRY Calmar Ratio Rank: 83
VWDRY Martin Ratio Rank: 81

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. VWDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orsted A/S ADR (DNNGY) and Vestas Wind Systems A/S (VWDRY). 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.

	DNNGY	VWDRY	Difference
Sharpe ratio: Return per unit of total volatility	-0.43	1.46	-1.89
Sortino ratio: Return per unit of downside risk	-0.04	2.38	-2.41
Omega ratio: Gain probability vs. loss probability	0.99	1.28	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.50	3.01	-3.51
Martin ratio: Return relative to average drawdown	-0.68	6.99	-7.66
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. VWDRY - Sharpe Ratio Comparison

The current DNNGY Sharpe Ratio is -0.43, which is lower than the VWDRY Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DNNGY and VWDRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DNNGY	VWDRY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	1.46	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	-0.12	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.08	-0.26

Drawdowns

DNNGY vs. VWDRY - Drawdown Comparison

The maximum DNNGY drawdown since its inception was -91.94%, roughly equal to the maximum VWDRY drawdown of -96.49%. Use the drawdown chart below to compare losses from any high point for DNNGY and VWDRY.

Drawdown Indicators

	DNNGY	VWDRY	Difference
Max Drawdown Largest peak-to-trough decline	-91.94%	-96.49%	+4.55%
Max Drawdown (1Y) Largest decline over 1 year	-76.54%	-22.82%	-53.72%
Max Drawdown (3Y) Largest decline over 3 years	-82.44%	-61.99%	-20.45%
Max Drawdown (5Y) Largest decline over 5 years	-89.18%	-72.64%	-16.54%
Max Drawdown (10Y) Largest decline over 10 years	—	-76.67%	—
Current Drawdown Current decline from peak	-88.33%	-47.17%	-41.16%
Average Drawdown Average peak-to-trough decline	-41.71%	-45.88%	+4.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.63%	9.82%	+46.81%

Volatility

DNNGY vs. VWDRY - Volatility Comparison

The current volatility for Orsted A/S ADR (DNNGY) is 9.94%, while Vestas Wind Systems A/S (VWDRY) has a volatility of 11.35%. This indicates that DNNGY experiences smaller price fluctuations and is considered to be less risky than VWDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DNNGY	VWDRY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.94%	11.35%	-1.41%
Volatility (6M) Calculated over the trailing 6-month period	28.68%	27.41%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	89.88%	47.19%	+42.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.98%	47.43%	+10.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.98%	42.90%	+7.08%

Dividends

DNNGY vs. VWDRY - Dividend Comparison

DNNGY has not paid dividends to shareholders, while VWDRY's dividend yield for the trailing twelve months is around 0.43%.

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%
VWDRY Vestas Wind Systems A/S	0.43%	0.28%	0.00%	0.00%	0.20%	0.56%	0.30%	0.69%	1.28%	3.28%	1.66%	0.77%

Financials

DNNGY vs. VWDRY - Profitability Comparison

The chart below illustrates the profitability comparison between Orsted A/S ADR and Vestas Wind Systems A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DNNGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Orsted A/S ADR reported a gross profit of 2.73B and revenue of 25.07B. Therefore, the gross margin over that period was 10.9%.

VWDRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vestas Wind Systems A/S reported a gross profit of 471.00M and revenue of 3.97B. Therefore, the gross margin over that period was 11.9%.

DNNGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Orsted A/S ADR reported an operating income of 2.73B and revenue of 25.07B, resulting in an operating margin of 10.9%.

VWDRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vestas Wind Systems A/S reported an operating income of 127.00M and revenue of 3.97B, resulting in an operating margin of 3.2%.

DNNGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Orsted A/S ADR reported a net income of 2.36B and revenue of 25.07B, resulting in a net margin of 9.4%.

VWDRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vestas Wind Systems A/S reported a net income of 82.00M and revenue of 3.97B, resulting in a net margin of 2.1%.

Frequently Asked Questions

Can I hold both DNNGY and VWDRY in my portfolio?

DNNGY and VWDRY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DNNGY or VWDRY?

VWDRY has higher volatility (11.35%) compared to DNNGY (9.94%). In terms of maximum drawdown, DNNGY dropped -91.94% vs VWDRY's -96.49%.

Which has better risk-adjusted returns?

VWDRY currently has the higher Sharpe Ratio (1.46 vs -0.43), 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.