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MAERSK-A.CO vs. BWLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MAERSK-A.CO vs. BWLP - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in A.P. Møller - Mærsk A/S (MAERSK-A.CO) and BW LPG Limited (BWLP). The values are adjusted to include any dividend payments, if applicable.

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MAERSK-A.CO vs. BWLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAERSK-A.CO
A.P. Møller - Mærsk A/S
10.45%39.43%6.42%10.08%-20.27%76.80%44.96%38.26%-24.14%-1.29%
BWLP
BW LPG Limited
37.59%13.92%6.99%746.30%295.51%11.59%-7.64%126.44%13.25%-13.04%
Different Trading Currencies

MAERSK-A.CO is traded in DKK, while BWLP is traded in USD. To make them comparable, the BWLP values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAERSK-A.CO achieves a 10.45% return, which is significantly lower than BWLP's 37.59% return. Over the past 10 years, MAERSK-A.CO has underperformed BWLP with an annualized return of 17.83%, while BWLP has yielded a comparatively higher 68.56% annualized return.


MAERSK-A.CO

1D
-0.19%
1M
-5.27%
YTD
10.45%
6M
28.85%
1Y
38.44%
3Y*
17.32%
5Y*
17.80%
10Y*
17.83%

BWLP

1D
0.00%
1M
-3.24%
YTD
37.59%
6M
34.38%
1Y
65.33%
3Y*
67.03%
5Y*
118.79%
10Y*
68.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MAERSK-A.CO vs. BWLP — Risk / Return Rank

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

MAERSK-A.CO
MAERSK-A.CO Risk / Return Rank: 6868
Overall Rank
MAERSK-A.CO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MAERSK-A.CO Sortino Ratio Rank: 6565
Sortino Ratio Rank
MAERSK-A.CO Omega Ratio Rank: 6565
Omega Ratio Rank
MAERSK-A.CO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MAERSK-A.CO Martin Ratio Rank: 7373
Martin Ratio Rank

BWLP
BWLP Risk / Return Rank: 8383
Overall Rank
BWLP Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 8181
Sortino Ratio Rank
BWLP Omega Ratio Rank: 8181
Omega Ratio Rank
BWLP Calmar Ratio Rank: 8484
Calmar Ratio Rank
BWLP 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.

MAERSK-A.CO vs. BWLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for A.P. Møller - Mærsk A/S (MAERSK-A.CO) and BW LPG Limited (BWLP). 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.


MAERSK-A.COBWLPDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.47

-0.53

Sortino ratio

Return per unit of downside risk

1.46

1.95

-0.49

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.46

2.54

-1.08

Martin ratio

Return relative to average drawdown

4.52

5.12

-0.60

MAERSK-A.CO vs. BWLP - Sharpe Ratio Comparison

The current MAERSK-A.CO Sharpe Ratio is 0.94, which is lower than the BWLP Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MAERSK-A.CO and BWLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAERSK-A.COBWLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.47

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.11

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.62

-0.27

Correlation

The correlation between MAERSK-A.CO and BWLP is 0.09, 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

MAERSK-A.CO vs. BWLP - Dividend Comparison

MAERSK-A.CO's dividend yield for the trailing twelve months is around 3.06%, less than BWLP's 8.37% yield.


TTM20252024202320222021202020192018201720162015
MAERSK-A.CO
A.P. Møller - Mærsk A/S
3.06%7.65%4.46%37.33%16.92%1.58%1.23%1.73%2.34%1.74%3.37%26.66%
BWLP
BW LPG Limited
8.37%10.08%33.42%70.60%81.52%24.41%18.45%7.70%0.00%0.00%61.62%31.19%

Drawdowns

MAERSK-A.CO vs. BWLP - Drawdown Comparison

The maximum MAERSK-A.CO drawdown since its inception was -68.12%, roughly equal to the maximum BWLP drawdown of -69.81%. Use the drawdown chart below to compare losses from any high point for MAERSK-A.CO and BWLP.


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Drawdown Indicators


MAERSK-A.COBWLPDifference

Max Drawdown

Largest peak-to-trough decline

-68.12%

-68.80%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.35%

-26.04%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

-54.28%

+12.12%

Max Drawdown (10Y)

Largest decline over 10 years

-58.42%

-68.80%

+10.38%

Current Drawdown

Current decline from peak

-10.66%

-2.60%

-8.06%

Average Drawdown

Average peak-to-trough decline

-24.29%

-20.98%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

12.46%

-4.58%

Volatility

MAERSK-A.CO vs. BWLP - Volatility Comparison

The current volatility for A.P. Møller - Mærsk A/S (MAERSK-A.CO) is 11.54%, while BW LPG Limited (BWLP) has a volatility of 18.23%. This indicates that MAERSK-A.CO experiences smaller price fluctuations and is considered to be less risky than BWLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAERSK-A.COBWLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

18.23%

-6.69%

Volatility (6M)

Calculated over the trailing 6-month period

24.43%

28.75%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

38.82%

44.64%

-5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.64%

107.59%

-68.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.89%

93.21%

-56.32%

Financials

MAERSK-A.CO vs. BWLP - Financials Comparison

This section allows you to compare key financial metrics between A.P. Møller - Mærsk A/S and BW LPG Limited. 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. MAERSK-A.CO values in DKK, BWLP values in USD