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DSV.CO vs. NVZMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DSV.CO vs. NVZMY - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in DSV A/S (DSV.CO) and Novozymes AS (NVZMY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DSV.CO is traded in DKK, while NVZMY is traded in USD. To make them comparable, the NVZMY values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, DSV.CO achieves a 0.23% return, which is significantly higher than NVZMY's -8.37% return. Over the past 10 years, DSV.CO has outperformed NVZMY with an annualized return of 18.94%, while NVZMY has yielded a comparatively lower 2.95% annualized return.


DSV.CO

1D
1.00%
1M
7.11%
YTD
0.23%
6M
5.59%
1Y
3.63%
3Y*
6.28%
5Y*
2.35%
10Y*
18.94%

NVZMY

1D
0.11%
1M
-6.01%
YTD
-8.37%
6M
-7.76%
1Y
-20.21%
3Y*
3.42%
5Y*
-2.36%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSV.CO vs. NVZMY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSV.CO
DSV A/S
0.23%6.12%29.83%8.68%-27.92%50.27%33.43%79.60%-11.79%56.32%
NVZMY
Novozymes AS
-8.37%0.90%10.88%9.33%-34.62%57.70%7.94%12.86%-17.00%48.90%

Correlation

The correlation between DSV.CO and NVZMY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.15

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.29

The correlation between DSV.CO and NVZMY shifts across timeframes, from 0.11 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DSV.CO vs. NVZMY — Risk / Return Rank

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

DSV.CO
DSV.CO Risk / Return Rank: 4343
Overall Rank
DSV.CO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DSV.CO Sortino Ratio Rank: 3939
Sortino Ratio Rank
DSV.CO Omega Ratio Rank: 3939
Omega Ratio Rank
DSV.CO Calmar Ratio Rank: 4646
Calmar Ratio Rank
DSV.CO Martin Ratio Rank: 4545
Martin Ratio Rank

NVZMY
NVZMY Risk / Return Rank: 1313
Overall Rank
NVZMY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVZMY Sortino Ratio Rank: 1010
Sortino Ratio Rank
NVZMY Omega Ratio Rank: 1111
Omega Ratio Rank
NVZMY Calmar Ratio Rank: 1717
Calmar Ratio Rank
NVZMY Martin Ratio Rank: 1616
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.

DSV.CO vs. NVZMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DSV A/S (DSV.CO) and Novozymes AS (NVZMY). 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.


DSV.CONVZMYDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.05

0.87

+0.18

Calmar ratioReturn relative to maximum drawdown

0.16

-0.69

+0.84

Martin ratioReturn relative to average drawdown

0.29

-1.15

+1.44

DSV.CO vs. NVZMY - Sharpe Ratio Comparison

The current DSV.CO Sharpe Ratio is 0.12, which is higher than the NVZMY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of DSV.CO and NVZMY, 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


DSV.CONVZMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-0.84

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.09

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.11

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.05

+0.93

Drawdowns

DSV.CO vs. NVZMY - Drawdown Comparison

The maximum DSV.CO drawdown since its inception was -73.37%, smaller than the maximum NVZMY drawdown of -83.94%. Use the drawdown chart below to compare losses from any high point for DSV.CO and NVZMY.


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Drawdown Indicators


DSV.CONVZMYDifference

Max Drawdown

Largest peak-to-trough decline

-73.37%

-83.94%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-23.37%

-29.56%

+6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-35.63%

-29.56%

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-48.05%

-47.59%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-47.59%

-0.46%

Current Drawdown

Current decline from peak

-14.92%

-51.60%

+36.68%

Average Drawdown

Average peak-to-trough decline

-13.17%

-51.40%

+38.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.73%

17.63%

-4.90%

Volatility

DSV.CO vs. NVZMY - Volatility Comparison

DSV A/S (DSV.CO) has a higher volatility of 12.33% compared to Novozymes AS (NVZMY) at 6.93%. This indicates that DSV.CO's price experiences larger fluctuations and is considered to be riskier than NVZMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSV.CONVZMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.33%

6.93%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

23.87%

17.03%

+6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.63%

24.02%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.53%

26.15%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

25.92%

+2.86%

Dividends

DSV.CO vs. NVZMY - Dividend Comparison

DSV.CO's dividend yield for the trailing twelve months is around 0.43%, less than NVZMY's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
DSV.CO
DSV A/S
0.43%0.43%0.46%0.55%0.50%0.26%0.25%0.29%0.47%0.37%0.54%0.59%
NVZMY
Novozymes AS
1.81%1.51%1.03%2.68%1.68%0.69%0.91%1.03%1.10%1.64%0.95%0.60%

Financials

DSV.CO vs. NVZMY - Financials Comparison

This section allows you to compare key financial metrics between DSV A/S and Novozymes AS. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. DSV.CO values in DKK, NVZMY values in USD

Frequently Asked Questions


DSV.CO and NVZMY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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