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MAERSK-A.CO vs. BWLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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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 21.99% return, which is significantly lower than BWLP's 63.03% return. Over the past 10 years, MAERSK-A.CO has underperformed BWLP with an annualized return of 18.40%, while BWLP has yielded a comparatively higher 65.63% annualized return.


MAERSK-A.CO

1D
8.17%
1M
13.85%
YTD
21.99%
6M
34.08%
1Y
50.84%
3Y*
21.33%
5Y*
14.87%
10Y*
18.40%

BWLP

1D
0.40%
1M
-1.13%
YTD
63.03%
6M
72.96%
1Y
103.74%
3Y*
57.60%
5Y*
125.76%
10Y*
65.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MAERSK-A.CO
A.P. Møller - Mærsk A/S
21.99%39.43%6.42%10.08%-20.27%76.80%44.96%38.26%-24.14%-1.29%
BWLP
BW LPG Limited
63.03%13.92%6.99%746.30%295.51%11.59%-7.64%126.44%13.25%-13.04%

Correlation

The correlation between MAERSK-A.CO and BWLP is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.20

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2014

0.10

The correlation between MAERSK-A.CO and BWLP shifts across timeframes, from 0.09 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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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: 7878
Overall Rank
MAERSK-A.CO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MAERSK-A.CO Sortino Ratio Rank: 7777
Sortino Ratio Rank
MAERSK-A.CO Omega Ratio Rank: 7676
Omega Ratio Rank
MAERSK-A.CO Calmar Ratio Rank: 7979
Calmar Ratio Rank
MAERSK-A.CO Martin Ratio Rank: 7878
Martin Ratio Rank

BWLP
BWLP Risk / Return Rank: 9090
Overall Rank
BWLP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 9191
Sortino Ratio Rank
BWLP Omega Ratio Rank: 9090
Omega Ratio Rank
BWLP Calmar Ratio Rank: 8888
Calmar Ratio Rank
BWLP Martin Ratio Rank: 8686
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 ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

2.49

4.15

-1.67

Martin ratioReturn relative to average drawdown

5.82

9.15

-3.32

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

The current MAERSK-A.CO Sharpe Ratio is 1.54, which is lower than the BWLP Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MAERSK-A.CO and BWLP, 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


MAERSK-A.COBWLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.80

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.18

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.74

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.64

-0.28

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%

-69.81%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-25.13%

+4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-34.81%

-54.69%

+19.88%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

-54.69%

+12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-58.42%

-69.81%

+11.39%

Current Drawdown

Current decline from peak

-1.33%

-10.00%

+8.67%

Average Drawdown

Average peak-to-trough decline

-24.23%

-21.42%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.83%

11.38%

-2.55%

Volatility

MAERSK-A.CO vs. BWLP - Volatility Comparison

A.P. Møller - Mærsk A/S (MAERSK-A.CO) has a higher volatility of 13.52% compared to BW LPG Limited (BWLP) at 10.99%. This indicates that MAERSK-A.CO's price experiences larger fluctuations and is considered to be riskier 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

13.52%

10.99%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

26.19%

27.84%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

33.67%

37.27%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.80%

107.09%

-68.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.94%

89.79%

-52.85%

Dividends

MAERSK-A.CO vs. BWLP - Dividend Comparison

MAERSK-A.CO's dividend yield for the trailing twelve months is around 2.77%, less than BWLP's 5.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BWLP
BW LPG Limited
5.85%10.08%33.42%70.60%81.52%24.41%18.45%7.70%0.00%0.00%61.62%31.19%
MAERSK-A.CO
A.P. Møller - Mærsk A/S
2.77%7.65%4.46%37.33%16.92%1.58%1.23%1.73%2.34%1.74%3.37%26.66%

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

Frequently Asked Questions


MAERSK-A.CO and BWLP have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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