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KBGGY vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KBGGY vs. URTH

Last updated Jun 5, 2026

KBGGY (Kongsberg Gruppen ASA) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 3 years, KBGGY returned 69.28%/yr vs 21.13%/yr for URTH. At a 0.17 correlation, their price movements are largely independent.

Performance

KBGGY vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kongsberg Gruppen ASA (KBGGY) and iShares MSCI World ETF (URTH). 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 54.06% return, which is significantly higher than URTH's 10.71% return.

KBGGY

1D
0.06%
1M
0.27%
YTD
54.06%
6M
61.01%
1Y
-36.53%
3Y*
69.28%
5Y*
—
10Y*
—

URTH

1D
0.50%
1M
4.39%
YTD
10.71%
6M
11.32%
1Y
26.53%
3Y*
21.13%
5Y*
11.97%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBGGY vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023
KBGGY
Kongsberg Gruppen ASA		54.06%19.00%164.60%-2.54%
URTH
iShares MSCI World ETF		10.71%21.36%18.66%12.48%

Correlation

The correlation between KBGGY and URTH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.17

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

0.17

Compare stocks, funds, or ETFs

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Kongsberg Gruppen ASA

iShares MSCI World ETF

Often compared with KBGGY:
KBGGY vs. SAABYKBGGY vs. RHM.DEKBGGY vs. AKRBYKBGGY vs. NVOKBGGY vs. CTASKBGGY vs. PGRKBGGY vs. TKMS.DE
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

KBGGY vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KBGGY
KBGGY Risk / Return Rank: 2121
Overall Rank
KBGGY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KBGGY Sortino Ratio Rank: 2020
Sortino Ratio Rank
KBGGY Omega Ratio Rank: 1919
Omega Ratio Rank
KBGGY Calmar Ratio Rank: 2323
Calmar Ratio Rank
KBGGY Martin Ratio Rank: 2929
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kongsberg Gruppen ASA (KBGGY) and iShares MSCI World ETF (URTH). 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.

KBGGYURTHDifference
Sharpe ratioReturn per unit of total volatility
-0.58
2.21

-2.79

Sortino ratioReturn per unit of downside risk
-0.51
3.06

-3.58

Omega ratioGain probability vs. loss probability

0.92

1.40

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.54

2.94

-3.48

Martin ratioReturn relative to average drawdown

-0.68

13.35

-14.03

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. URTH - Sharpe Ratio Comparison

The current KBGGY Sharpe Ratio is -0.58, which is lower than the URTH Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of KBGGY and URTH, 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

KBGGYURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

2.21

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.74

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.73

+0.36

Drawdowns

KBGGY vs. URTH - Drawdown Comparison

The maximum KBGGY drawdown since its inception was -68.35%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for KBGGY and URTH.

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Drawdown Indicators

KBGGYURTHDifference

Max Drawdown

Largest peak-to-trough decline

-68.35%

-34.01%

-34.34%

Max Drawdown (1Y)

Largest decline over 1 year

-68.35%

-9.06%

-59.29%

Max Drawdown (3Y)

Largest decline over 3 years

-68.35%

-16.94%

-51.41%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.05%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.01%

—

Current Drawdown

Current decline from peak

-44.79%

-0.25%

-44.54%

Average Drawdown

Average peak-to-trough decline

-20.07%

-4.37%

-15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.47%

1.99%

+51.48%

Volatility

KBGGY vs. URTH - Volatility Comparison

Kongsberg Gruppen ASA (KBGGY) has a higher volatility of 15.75% compared to iShares MSCI World ETF (URTH) at 3.24%. This indicates that KBGGY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KBGGYURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.75%

3.24%

+12.51%

Volatility (6M)

Calculated over the trailing 6-month period

38.10%

9.43%

+28.67%

Volatility (1Y)

Calculated over the trailing 1-year period

67.06%

12.05%

+55.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.68%

16.18%

+45.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.68%

17.27%

+44.41%

Dividends

KBGGY vs. URTH - Dividend Comparison

KBGGY's dividend yield for the trailing twelve months is around 24.67%, more than URTH's 1.34% yield.

PositionTTM20252024202320222021202020192018201720162015
KBGGY
Kongsberg Gruppen ASA		24.67%5.82%1.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF		1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

KBGGY and URTH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBGGY has higher volatility (15.75%) compared to URTH (3.24%). In terms of maximum drawdown, KBGGY dropped -68.35% vs URTH's -34.01%.

URTH currently has the higher Sharpe Ratio (2.21 vs -0.58), 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.

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