KBGGY vs. ^NDX

Last updated Apr 1, 2026

Compare and contrast key facts about Kongsberg Gruppen ASA (KBGGY) and NASDAQ 100 Index (^NDX).

Performance

KBGGY vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kongsberg Gruppen ASA (KBGGY) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

KBGGY vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KBGGY Kongsberg Gruppen ASA	71.90%	19.00%	164.60%	-2.54%
^NDX NASDAQ 100 Index	-5.98%	20.17%	24.88%	21.90%

Returns By Period

In the year-to-date period, KBGGY achieves a 71.90% return, which is significantly higher than ^NDX's -5.98% return.

KBGGY

• 1D: 7.41%
• 1M: 7.72%
• YTD: 71.90%
• 6M: 41.88%
• 1Y: 56.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^NDX

• 1D: 3.43%
• 1M: -4.89%
• YTD: -5.98%
• 6M: -3.81%
• 1Y: 23.14%
• 3Y*: 21.67%
• 5Y*: 12.24%
• 10Y*: 18.01%

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

Return for Risk

KBGGY vs. ^NDX — Risk / Return Rank

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

KBGGY

KBGGY Risk / Return Rank: 65
KBGGY Sharpe Ratio Rank: 67
KBGGY Sortino Ratio Rank: 68
KBGGY Omega Ratio Rank: 74
KBGGY Calmar Ratio Rank: 61
KBGGY Martin Ratio Rank: 54

^NDX

^NDX Risk / Return Rank: 80
^NDX Sharpe Ratio Rank: 75
^NDX Sortino Ratio Rank: 82
^NDX Omega Ratio Rank: 80
^NDX Calmar Ratio Rank: 80
^NDX Martin Ratio Rank: 85

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.

KBGGY vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kongsberg Gruppen ASA (KBGGY) and NASDAQ 100 Index (^NDX). 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.

	KBGGY	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.02	-0.33
Sortino ratio Return per unit of downside risk	1.47	1.60	-0.12
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	0.84	1.82	-0.98
Martin ratio Return relative to average drawdown	1.14	6.70	-5.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KBGGY vs. ^NDX - Sharpe Ratio Comparison

The current KBGGY Sharpe Ratio is 0.70, which is lower than the ^NDX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KBGGY and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KBGGY	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.02	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.55	+0.73

Correlation

The correlation between KBGGY and ^NDX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

KBGGY vs. ^NDX - Drawdown Comparison

The maximum KBGGY drawdown since its inception was -68.35%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for KBGGY and ^NDX.

Drawdown Indicators

	KBGGY	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-68.35%	-82.90%	+14.55%
Max Drawdown (1Y) Largest decline over 1 year	-68.35%	-12.72%	-55.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.56%	—
Current Drawdown Current decline from peak	-38.40%	-9.11%	-29.29%
Average Drawdown Average peak-to-trough decline	-18.65%	-24.72%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.40%	3.45%	+46.95%

Volatility

KBGGY vs. ^NDX - Volatility Comparison

Kongsberg Gruppen ASA (KBGGY) has a higher volatility of 14.34% compared to NASDAQ 100 Index (^NDX) at 6.57%. This indicates that KBGGY's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KBGGY	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.34%	6.57%	+7.77%
Volatility (6M) Calculated over the trailing 6-month period	39.43%	12.88%	+26.55%
Volatility (1Y) Calculated over the trailing 1-year period	81.99%	22.75%	+59.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.38%	22.62%	+39.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.38%	22.48%	+39.90%