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KBGGY vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, KBGGY achieves a 53.96% return, which is significantly higher than ^NDX's 21.07% return.


KBGGY

1D
-3.49%
1M
1.13%
YTD
53.96%
6M
63.46%
1Y
-22.03%
3Y*
69.24%
5Y*
10Y*

^NDX

1D
-0.29%
1M
10.56%
YTD
21.07%
6M
19.39%
1Y
41.12%
3Y*
28.09%
5Y*
17.29%
10Y*
21.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBGGY vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023
KBGGY
Kongsberg Gruppen ASA
53.96%19.00%164.60%-2.54%
^NDX
NASDAQ 100 Index
21.07%20.17%24.88%21.90%

Correlation

The correlation between KBGGY and ^NDX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.14

Correlation (All Time)
Calculated using the full available price history since May 22, 2023

0.14

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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: 2929
Overall Rank
KBGGY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
KBGGY Sortino Ratio Rank: 2929
Sortino Ratio Rank
KBGGY Omega Ratio Rank: 2929
Omega Ratio Rank
KBGGY Calmar Ratio Rank: 3030
Calmar Ratio Rank
KBGGY Martin Ratio Rank: 3333
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8181
Overall Rank
^NDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8181
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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.

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^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-3.41

Omega ratioGain probability vs. loss probability

0.99

1.44

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.32

3.41

-3.73

Martin ratioReturn relative to average drawdown

-0.41

13.03

-13.44

KBGGY vs. ^NDX - Sharpe Ratio Comparison

The current KBGGY Sharpe Ratio is -0.33, which is lower than the ^NDX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of KBGGY and ^NDX, 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


KBGGY^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

2.57

-2.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.57

+0.52

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.


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Drawdown Indicators


KBGGY^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-68.35%

-82.90%

+14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-68.35%

-12.12%

-56.23%

Max Drawdown (3Y)

Largest decline over 3 years

-68.35%

-22.93%

-45.42%

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

-44.82%

-0.29%

-44.53%

Average Drawdown

Average peak-to-trough decline

-20.04%

-24.62%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.40%

3.17%

+50.23%

Volatility

KBGGY vs. ^NDX - Volatility Comparison

Kongsberg Gruppen ASA (KBGGY) has a higher volatility of 15.78% compared to NASDAQ 100 Index (^NDX) at 4.52%. 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.


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Volatility by Period


KBGGY^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.78%

4.52%

+11.26%

Volatility (6M)

Calculated over the trailing 6-month period

38.10%

12.18%

+25.92%

Volatility (1Y)

Calculated over the trailing 1-year period

77.51%

16.08%

+61.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.73%

22.60%

+39.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.73%

22.53%

+39.20%

Frequently Asked Questions


KBGGY and ^NDX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBGGY has higher volatility (15.78%) compared to ^NDX (4.52%). In terms of maximum drawdown, KBGGY dropped -68.35% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (2.57 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for KBGGY and ^NDX

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