PortfoliosLab logoPortfoliosLab logo
KOG.OL vs. MTX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KOG.OL vs. MTX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a NOK 10,000 investment in Kongsberg Gruppen ASA (KOG.OL) and MTU Aero Engines AG (MTX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

KOG.OL is traded in NOK, while MTX.DE is traded in EUR. To make them comparable, the MTX.DE values have been converted to NOK using the latest available exchange rates.

Returns By Period

In the year-to-date period, KOG.OL achieves a 19.76% return, which is significantly higher than MTX.DE's -23.21% return. Over the past 10 years, KOG.OL has outperformed MTX.DE with an annualized return of 37.45%, while MTX.DE has yielded a comparatively lower 16.80% annualized return.


KOG.OL

1D
-2.60%
1M
-2.57%
YTD
19.76%
6M
28.77%
1Y
-15.59%
3Y*
51.79%
5Y*
61.03%
10Y*
37.45%

MTX.DE

1D
-1.74%
1M
5.07%
YTD
-23.21%
6M
-20.50%
1Y
-21.70%
3Y*
8.00%
5Y*
9.84%
10Y*
16.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOG.OL vs. MTX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOG.OL
Kongsberg Gruppen ASA
19.76%2.13%178.46%27.75%89.52%67.42%36.75%19.37%-8.77%24.08%
MTX.DE
MTU Aero Engines AG
-23.21%11.07%74.68%5.11%19.63%-19.63%-8.45%61.47%9.14%49.78%

Correlation

The correlation between KOG.OL and MTX.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2007

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KOG.OL vs. MTX.DE — Risk / Return Rank

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

KOG.OL
KOG.OL Risk / Return Rank: 2727
Overall Rank
KOG.OL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
KOG.OL Sortino Ratio Rank: 2727
Sortino Ratio Rank
KOG.OL Omega Ratio Rank: 2727
Omega Ratio Rank
KOG.OL Calmar Ratio Rank: 2828
Calmar Ratio Rank
KOG.OL Martin Ratio Rank: 2828
Martin Ratio Rank

MTX.DE
MTX.DE Risk / Return Rank: 1818
Overall Rank
MTX.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTX.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MTX.DE Omega Ratio Rank: 2020
Omega Ratio Rank
MTX.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
MTX.DE Martin Ratio Rank: 1111
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.

KOG.OL vs. MTX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kongsberg Gruppen ASA (KOG.OL) and MTU Aero Engines AG (MTX.DE). 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.


KOG.OLMTX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

0.98

0.91

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.38

-0.61

+0.23

Martin ratioReturn relative to average drawdown

-0.69

-1.50

+0.81

KOG.OL vs. MTX.DE - Sharpe Ratio Comparison

The current KOG.OL Sharpe Ratio is -0.33, which is higher than the MTX.DE Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of KOG.OL and MTX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KOG.OLMTX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

-0.63

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.62

0.31

+1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.50

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.40

+0.30

Drawdowns

KOG.OL vs. MTX.DE - Drawdown Comparison

The maximum KOG.OL drawdown since its inception was -42.14%, smaller than the maximum MTX.DE drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for KOG.OL and MTX.DE.


Loading charts...

Drawdown Indicators


KOG.OLMTX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.14%

-71.92%

+29.78%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-35.67%

-5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-41.54%

-35.67%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-35.67%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-57.45%

+15.91%

Current Drawdown

Current decline from peak

-26.87%

-30.72%

+3.85%

Average Drawdown

Average peak-to-trough decline

-14.18%

-15.06%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.65%

14.40%

+8.25%

Volatility

KOG.OL vs. MTX.DE - Volatility Comparison

The current volatility for Kongsberg Gruppen ASA (KOG.OL) is 11.81%, while MTU Aero Engines AG (MTX.DE) has a volatility of 16.86%. This indicates that KOG.OL experiences smaller price fluctuations and is considered to be less risky than MTX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KOG.OLMTX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.81%

16.86%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

36.64%

29.25%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

47.97%

34.36%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.94%

31.22%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.26%

33.18%

+1.08%

Dividends

KOG.OL vs. MTX.DE - Dividend Comparison

KOG.OL's dividend yield for the trailing twelve months is around 1.59%, more than MTX.DE's 1.22% yield.


PositionTTM20252024202320222021202020192018201720162015
KOG.OL
Kongsberg Gruppen ASA
1.59%1.41%0.90%12.89%18.41%2.31%5.86%1.50%2.29%2.05%2.82%2.42%
MTX.DE
MTU Aero Engines AG
1.22%0.62%0.62%1.64%1.04%0.70%1.61%1.12%1.45%1.27%1.55%1.61%

Financials

KOG.OL vs. MTX.DE - Financials Comparison

This section allows you to compare key financial metrics between Kongsberg Gruppen ASA and MTU Aero Engines AG. 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. KOG.OL values in NOK, MTX.DE values in EUR

Frequently Asked Questions


KOG.OL and MTX.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for KOG.OL and MTX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer