KBGGY vs. CTAS

Last updated Apr 1, 2026

Compare and contrast key facts about Kongsberg Gruppen ASA (KBGGY) and Cintas Corporation (CTAS).

Performance

KBGGY vs. CTAS - Performance Comparison

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

KBGGY vs. CTAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KBGGY Kongsberg Gruppen ASA	71.90%	19.00%	164.60%	-2.54%
CTAS Cintas Corporation	-9.86%	3.78%	22.24%	28.77%

Returns By Period

In the year-to-date period, KBGGY achieves a 71.90% return, which is significantly higher than CTAS's -9.86% return.

KBGGY

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

CTAS

• 1D: 0.28%
• 1M: -15.91%
• YTD: -9.86%
• 6M: -17.21%
• 1Y: -17.00%
• 3Y*: 14.50%
• 5Y*: 15.26%
• 10Y*: 23.61%

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

Return for Risk

KBGGY vs. CTAS — 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

CTAS

CTAS Risk / Return Rank: 14
CTAS Sharpe Ratio Rank: 9
CTAS Sortino Ratio Rank: 11
CTAS Omega Ratio Rank: 12
CTAS Calmar Ratio Rank: 23
CTAS Martin Ratio Rank: 16

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. CTAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kongsberg Gruppen ASA (KBGGY) and Cintas Corporation (CTAS). 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	CTAS	Difference
Sharpe ratio Return per unit of total volatility	0.70	-0.80	+1.50
Sortino ratio Return per unit of downside risk	1.47	-1.02	+2.49
Omega ratio Gain probability vs. loss probability	1.24	0.87	+0.36
Calmar ratio Return relative to maximum drawdown	0.84	-0.60	+1.44
Martin ratio Return relative to average drawdown	1.14	-1.31	+2.46
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. CTAS - Sharpe Ratio Comparison

The current KBGGY Sharpe Ratio is 0.70, which is higher than the CTAS Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of KBGGY and CTAS, 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	CTAS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	-0.80	+1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.52	+0.75

Correlation

The correlation between KBGGY and CTAS is 0.10, 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.

Dividends

KBGGY vs. CTAS - Dividend Comparison

KBGGY's dividend yield for the trailing twelve months is around 3.39%, more than CTAS's 1.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KBGGY Kongsberg Gruppen ASA	3.39%	5.82%	1.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CTAS Cintas Corporation	1.03%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%

Drawdowns

KBGGY vs. CTAS - Drawdown Comparison

The maximum KBGGY drawdown since its inception was -68.35%, roughly equal to the maximum CTAS drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for KBGGY and CTAS.

Drawdown Indicators

	KBGGY	CTAS	Difference
Max Drawdown Largest peak-to-trough decline	-68.35%	-65.32%	-3.03%
Max Drawdown (1Y) Largest decline over 1 year	-68.35%	-26.72%	-41.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.38%	—
Current Drawdown Current decline from peak	-38.40%	-25.20%	-13.20%
Average Drawdown Average peak-to-trough decline	-18.65%	-14.99%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.40%	12.22%	+38.18%

Volatility

KBGGY vs. CTAS - Volatility Comparison

Kongsberg Gruppen ASA (KBGGY) has a higher volatility of 14.34% compared to Cintas Corporation (CTAS) at 7.96%. This indicates that KBGGY's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KBGGY	CTAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.34%	7.96%	+6.38%
Volatility (6M) Calculated over the trailing 6-month period	39.43%	14.35%	+25.08%
Volatility (1Y) Calculated over the trailing 1-year period	81.99%	21.38%	+60.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.38%	22.49%	+39.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.38%	26.52%	+35.86%

Financials