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

MAERSK-A.CO vs. HLAG.DE

Last updated Apr 2, 2026

Compare and contrast key facts about A.P. Møller - Mærsk A/S (MAERSK-A.CO) and Hapag Lloyd AG (HLAG.DE).

Performance

MAERSK-A.CO vs. HLAG.DE - 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 Hapag Lloyd AG (HLAG.DE). The values are adjusted to include any dividend payments, if applicable.

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MAERSK-A.CO vs. HLAG.DE - 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%
HLAG.DE
Hapag Lloyd AG		2.95%-18.38%20.11%-0.17%-30.49%208.15%21.25%243.36%-31.78%54.60%
Different Trading Currencies

MAERSK-A.CO is traded in DKK, while HLAG.DE is traded in EUR. To make them comparable, the HLAG.DE 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 higher than HLAG.DE's 2.95% return. Over the past 10 years, MAERSK-A.CO has underperformed HLAG.DE with an annualized return of 17.83%, while HLAG.DE has yielded a comparatively higher 29.38% annualized return.

MAERSK-A.CO

1D
-0.19%
1M
-3.23%
YTD
10.45%
6M
28.54%
1Y
35.88%
3Y*
17.32%
5Y*
17.80%
10Y*
17.83%

HLAG.DE

1D
0.26%
1M
-16.38%
YTD
2.95%
6M
3.94%
1Y
-8.49%
3Y*
-16.08%
5Y*
8.03%
10Y*
29.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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A.P. Møller - Mærsk A/S

Hapag Lloyd AG

Often compared with MAERSK-A.CO:
MAERSK-A.CO vs. DSV.COMAERSK-A.CO vs. BWLPMAERSK-A.CO vs. NVZMYMAERSK-A.CO vs. KHNGY
Often compared with HLAG.DE:
HLAG.DE vs. ZIMHLAG.DE vs. VUAA.LHLAG.DE vs. SPY

Return for Risk

MAERSK-A.CO vs. HLAG.DE — 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: 6969
Overall Rank
MAERSK-A.CO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MAERSK-A.CO Sortino Ratio Rank: 6666
Sortino Ratio Rank
MAERSK-A.CO Omega Ratio Rank: 6565
Omega Ratio Rank
MAERSK-A.CO Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAERSK-A.CO Martin Ratio Rank: 7474
Martin Ratio Rank
HLAG.DE
HLAG.DE Risk / Return Rank: 2929
Overall Rank
HLAG.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HLAG.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
HLAG.DE Omega Ratio Rank: 2626
Omega Ratio Rank
HLAG.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
HLAG.DE Martin Ratio Rank: 3535
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. HLAG.DE - 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 Hapag Lloyd AG (HLAG.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.

MAERSK-A.COHLAG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.26

+1.19

Sortino ratio

Return per unit of downside risk

1.46

-0.08

+1.54

Omega ratio

Gain probability vs. loss probability

1.19

0.99

+0.20

Calmar ratio

Return relative to maximum drawdown

1.46

-0.25

+1.71

Martin ratio

Return relative to average drawdown

4.52

-0.35

+4.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAERSK-A.CO vs. HLAG.DE - Sharpe Ratio Comparison

The current MAERSK-A.CO Sharpe Ratio is 0.94, which is higher than the HLAG.DE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of MAERSK-A.CO and HLAG.DE, 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.COHLAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.26

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.15

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.48

-0.12

Correlation

The correlation between MAERSK-A.CO and HLAG.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MAERSK-A.CO vs. HLAG.DE - Dividend Comparison

MAERSK-A.CO's dividend yield for the trailing twelve months is around 3.06%, less than HLAG.DE's 6.80% 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%
HLAG.DE
Hapag Lloyd AG		6.80%6.97%6.03%46.67%19.71%1.26%1.20%0.20%2.54%0.00%0.00%0.00%

Drawdowns

MAERSK-A.CO vs. HLAG.DE - Drawdown Comparison

The maximum MAERSK-A.CO drawdown since its inception was -68.12%, smaller than the maximum HLAG.DE drawdown of -77.08%. Use the drawdown chart below to compare losses from any high point for MAERSK-A.CO and HLAG.DE.

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Drawdown Indicators

MAERSK-A.COHLAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.12%

-77.04%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-34.13%

+12.08%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

-67.83%

+25.67%

Max Drawdown (10Y)

Largest decline over 10 years

-58.42%

-77.04%

+18.62%

Current Drawdown

Current decline from peak

-10.66%

-57.88%

+47.22%

Average Drawdown

Average peak-to-trough decline

-24.29%

-30.25%

+5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

24.17%

-16.29%

Volatility

MAERSK-A.CO vs. HLAG.DE - Volatility Comparison

The current volatility for A.P. Møller - Mærsk A/S (MAERSK-A.CO) is 11.54%, while Hapag Lloyd AG (HLAG.DE) has a volatility of 21.42%. This indicates that MAERSK-A.CO experiences smaller price fluctuations and is considered to be less risky than HLAG.DE 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.COHLAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

21.42%

-9.88%

Volatility (6M)

Calculated over the trailing 6-month period

24.43%

30.28%

-5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

38.82%

43.04%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.64%

52.23%

-13.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.89%

52.12%

-15.23%

Financials

MAERSK-A.CO vs. HLAG.DE - Financials Comparison

This section allows you to compare key financial metrics between A.P. Møller - Mærsk A/S and Hapag Lloyd 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. MAERSK-A.CO values in DKK, HLAG.DE values in EUR