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HLAG.DE vs. MAERSK-A.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

HLAG.DE vs. MAERSK-A.CO

Last updated Apr 3, 2026

Compare and contrast key facts about Hapag Lloyd AG (HLAG.DE) and A.P. Møller - Mærsk A/S (MAERSK-A.CO).

Performance

HLAG.DE vs. MAERSK-A.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hapag Lloyd AG (HLAG.DE) and A.P. Møller - Mærsk A/S (MAERSK-A.CO). The values are adjusted to include any dividend payments, if applicable.

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HLAG.DE vs. MAERSK-A.CO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HLAG.DE
Hapag Lloyd AG		-1.96%-18.49%20.07%-0.49%-30.46%208.23%21.80%243.11%-31.93%54.27%
MAERSK-A.CO
A.P. Møller - Mærsk A/S		10.37%39.34%6.05%10.14%-20.52%77.32%45.58%37.86%-24.23%-1.48%
Different Trading Currencies

HLAG.DE is traded in EUR, while MAERSK-A.CO is traded in DKK. To make them comparable, the MAERSK-A.CO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLAG.DE achieves a -1.96% return, which is significantly lower than MAERSK-A.CO's 10.37% return. Over the past 10 years, HLAG.DE has outperformed MAERSK-A.CO with an annualized return of 28.37%, while MAERSK-A.CO has yielded a comparatively lower 17.80% annualized return.

HLAG.DE

1D
-4.32%
1M
-20.32%
YTD
-1.96%
6M
-1.03%
1Y
-12.99%
3Y*
-16.53%
5Y*
6.89%
10Y*
28.37%

MAERSK-A.CO

1D
-0.16%
1M
-5.27%
YTD
10.37%
6M
28.80%
1Y
38.07%
3Y*
17.19%
5Y*
17.64%
10Y*
17.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Hapag Lloyd AG

A.P. Møller - Mærsk A/S

Often compared with HLAG.DE:
HLAG.DE vs. VUAA.LHLAG.DE vs. ZIMHLAG.DE vs. SPY
Often compared with MAERSK-A.CO:
MAERSK-A.CO vs. DSV.COMAERSK-A.CO vs. BWLPMAERSK-A.CO vs. NVZMYMAERSK-A.CO vs. KHNGY

Return for Risk

HLAG.DE vs. MAERSK-A.CO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HLAG.DE
HLAG.DE Risk / Return Rank: 3030
Overall Rank
HLAG.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HLAG.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
HLAG.DE Omega Ratio Rank: 2525
Omega Ratio Rank
HLAG.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
HLAG.DE Martin Ratio Rank: 3737
Martin Ratio Rank
MAERSK-A.CO
MAERSK-A.CO Risk / Return Rank: 6868
Overall Rank
MAERSK-A.CO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MAERSK-A.CO Sortino Ratio Rank: 6565
Sortino Ratio Rank
MAERSK-A.CO Omega Ratio Rank: 6565
Omega Ratio Rank
MAERSK-A.CO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MAERSK-A.CO Martin Ratio Rank: 7373
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.

HLAG.DE vs. MAERSK-A.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hapag Lloyd AG (HLAG.DE) and A.P. Møller - Mærsk A/S (MAERSK-A.CO). 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.

HLAG.DEMAERSK-A.CODifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.93

-1.23

Sortino ratio

Return per unit of downside risk

-0.15

1.46

-1.60

Omega ratio

Gain probability vs. loss probability

0.98

1.19

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.13

1.45

-1.58

Martin ratio

Return relative to average drawdown

-0.18

4.47

-4.65

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

HLAG.DE vs. MAERSK-A.CO - Sharpe Ratio Comparison

The current HLAG.DE Sharpe Ratio is -0.30, which is lower than the MAERSK-A.CO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of HLAG.DE and MAERSK-A.CO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

HLAG.DEMAERSK-A.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.93

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.46

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.24

+0.23

Correlation

The correlation between HLAG.DE and MAERSK-A.CO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HLAG.DE vs. MAERSK-A.CO - Dividend Comparison

HLAG.DE's dividend yield for the trailing twelve months is around 7.11%, more than MAERSK-A.CO's 3.06% yield.

TTM20252024202320222021202020192018201720162015
HLAG.DE
Hapag Lloyd AG		7.11%6.97%6.03%46.67%19.71%1.26%1.20%0.20%2.54%0.00%0.00%0.00%
MAERSK-A.CO
A.P. Møller - Mærsk A/S		3.06%7.65%4.46%37.33%16.92%1.58%1.23%1.73%2.34%1.74%3.37%26.66%

Drawdowns

HLAG.DE vs. MAERSK-A.CO - Drawdown Comparison

The maximum HLAG.DE drawdown since its inception was -77.04%, which is greater than MAERSK-A.CO's maximum drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for HLAG.DE and MAERSK-A.CO.

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Drawdown Indicators

HLAG.DEMAERSK-A.CODifference

Max Drawdown

Largest peak-to-trough decline

-77.04%

-68.12%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-34.13%

-16.35%

-17.78%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-42.16%

-25.67%

Max Drawdown (10Y)

Largest decline over 10 years

-77.04%

-58.42%

-18.62%

Current Drawdown

Current decline from peak

-59.70%

-10.66%

-49.04%

Average Drawdown

Average peak-to-trough decline

-30.27%

-24.29%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.24%

7.88%

+16.36%

Volatility

HLAG.DE vs. MAERSK-A.CO - Volatility Comparison

Hapag Lloyd AG (HLAG.DE) has a higher volatility of 21.68% compared to A.P. Møller - Mærsk A/S (MAERSK-A.CO) at 11.50%. This indicates that HLAG.DE's price experiences larger fluctuations and is considered to be riskier than MAERSK-A.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HLAG.DEMAERSK-A.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.68%

11.50%

+10.18%

Volatility (6M)

Calculated over the trailing 6-month period

30.49%

24.43%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

43.09%

38.81%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.25%

38.80%

+13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.13%

37.06%

+15.07%

Financials

HLAG.DE vs. MAERSK-A.CO - Financials Comparison

This section allows you to compare key financial metrics between Hapag Lloyd AG and A.P. Møller - Mærsk A/S. 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. HLAG.DE values in EUR, MAERSK-A.CO values in DKK