MAERSK-A.CO vs. KHNGY

Last updated Apr 3, 2026

Compare and contrast key facts about A.P. Møller - Mærsk A/S (MAERSK-A.CO) and Kuehne & Nagel International AG ADR (KHNGY).

Performance

MAERSK-A.CO vs. KHNGY - 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 Kuehne & Nagel International AG ADR (KHNGY). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
KHNGY Kuehne & Nagel International AG ADR	8.19%	-12.17%	-26.04%	51.21%	-18.54%	51.60%	24.13%	39.98%	-22.95%	24.46%

Different Trading Currencies

MAERSK-A.CO is traded in DKK, while KHNGY is traded in USD. To make them comparable, the KHNGY 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 KHNGY's 8.19% return. Over the past 10 years, MAERSK-A.CO has outperformed KHNGY with an annualized return of 17.83%, while KHNGY has yielded a comparatively lower 8.85% 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%

KHNGY

• 1D: 0.00%
• 1M: -2.79%
• YTD: 8.19%
• 6M: 22.89%
• 1Y: -0.30%
• 3Y*: -4.69%
• 5Y*: -0.22%
• 10Y*: 8.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MAERSK-A.CO vs. KHNGY — 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: 68
MAERSK-A.CO Sharpe Ratio Rank: 71
MAERSK-A.CO Sortino Ratio Rank: 65
MAERSK-A.CO Omega Ratio Rank: 65
MAERSK-A.CO Calmar Ratio Rank: 68
MAERSK-A.CO Martin Ratio Rank: 73

KHNGY

KHNGY Risk / Return Rank: 45
KHNGY Sharpe Ratio Rank: 48
KHNGY Sortino Ratio Rank: 40
KHNGY Omega Ratio Rank: 41
KHNGY Calmar Ratio Rank: 47
KHNGY Martin Ratio Rank: 47

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. KHNGY - 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 Kuehne & Nagel International AG ADR (KHNGY). 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.CO	KHNGY	Difference
Sharpe ratio Return per unit of total volatility	0.94	-0.01	+0.95
Sortino ratio Return per unit of downside risk	1.46	0.18	+1.28
Omega ratio Gain probability vs. loss probability	1.19	1.03	+0.17
Calmar ratio Return relative to maximum drawdown	1.46	-0.02	+1.48
Martin ratio Return relative to average drawdown	4.52	-0.04	+4.56
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. KHNGY - Sharpe Ratio Comparison

The current MAERSK-A.CO Sharpe Ratio is 0.94, which is higher than the KHNGY Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of MAERSK-A.CO and KHNGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MAERSK-A.CO	KHNGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	-0.01	+0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.01	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.32	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.31	+0.05

Correlation

The correlation between MAERSK-A.CO and KHNGY is 0.29, 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. KHNGY - Dividend Comparison

MAERSK-A.CO's dividend yield for the trailing twelve months is around 3.06%, less than KHNGY's 4.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
KHNGY Kuehne & Nagel International AG ADR	4.30%	4.61%	4.79%	4.55%	4.49%	1.55%	1.16%	2.13%	2.86%	5.00%	6.13%	3.32%

Drawdowns

MAERSK-A.CO vs. KHNGY - Drawdown Comparison

The maximum MAERSK-A.CO drawdown since its inception was -68.12%, which is greater than KHNGY's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for MAERSK-A.CO and KHNGY.

Drawdown Indicators

	MAERSK-A.CO	KHNGY	Difference
Max Drawdown Largest peak-to-trough decline	-68.12%	-47.12%	-21.00%
Max Drawdown (1Y) Largest decline over 1 year	-16.35%	-21.53%	+5.18%
Max Drawdown (5Y) Largest decline over 5 years	-42.16%	-47.12%	+4.96%
Max Drawdown (10Y) Largest decline over 10 years	-58.42%	-47.12%	-11.30%
Current Drawdown Current decline from peak	-10.66%	-28.80%	+18.14%
Average Drawdown Average peak-to-trough decline	-24.29%	-15.36%	-8.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.88%	11.05%	-3.17%

Volatility

MAERSK-A.CO vs. KHNGY - Volatility Comparison

A.P. Møller - Mærsk A/S (MAERSK-A.CO) has a higher volatility of 11.54% compared to Kuehne & Nagel International AG ADR (KHNGY) at 8.40%. This indicates that MAERSK-A.CO's price experiences larger fluctuations and is considered to be riskier than KHNGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAERSK-A.CO	KHNGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.54%	8.40%	+3.14%
Volatility (6M) Calculated over the trailing 6-month period	24.43%	22.58%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	38.82%	29.69%	+9.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.64%	27.67%	+10.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.89%	27.31%	+9.58%

Financials