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MAERSK-B.CO vs. DANSKE.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

MAERSK-B.CO vs. DANSKE.CO

Last updated Apr 3, 2026

Compare and contrast key facts about A.P. Møller - Mærsk A/S (MAERSK-B.CO) and Danske Bank A/S (DANSKE.CO).

Performance

MAERSK-B.CO vs. DANSKE.CO - Performance Comparison

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

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MAERSK-B.CO vs. DANSKE.CO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MAERSK-B.CO
A.P. Møller - Mærsk A/S		12.55%35.07%8.09%9.48%-24.99%76.87%46.00%37.44%-23.04%-2.29%
DANSKE.CO
Danske Bank A/S		7.83%66.46%25.31%37.20%23.71%14.09%-6.63%-10.71%-44.37%17.06%

Returns By Period

In the year-to-date period, MAERSK-B.CO achieves a 12.55% return, which is significantly higher than DANSKE.CO's 7.83% return. Over the past 10 years, MAERSK-B.CO has outperformed DANSKE.CO with an annualized return of 17.49%, while DANSKE.CO has yielded a comparatively lower 10.69% annualized return.

MAERSK-B.CO

1D
-0.31%
1M
-5.09%
YTD
12.55%
6M
30.67%
1Y
38.99%
3Y*
17.03%
5Y*
16.51%
10Y*
17.49%

DANSKE.CO

1D
2.15%
1M
8.41%
YTD
7.83%
6M
29.44%
1Y
51.07%
3Y*
45.34%
5Y*
29.43%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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A.P. Møller - Mærsk A/S

Danske Bank A/S

Often compared with MAERSK-B.CO:
MAERSK-B.CO vs. SBMAERSK-B.CO vs. DSV.COMAERSK-B.CO vs. KHNGYMAERSK-B.CO vs. VWDRYMAERSK-B.CO vs. NVZMYMAERSK-B.CO vs. UPS
Often compared with DANSKE.CO:
DANSKE.CO vs. CBA.AXDANSKE.CO vs. SFTBYDANSKE.CO vs. BRFSDANSKE.CO vs. DSV.CODANSKE.CO vs. CBK.DEDANSKE.CO vs. BHPDANSKE.CO vs. VOO

Return for Risk

MAERSK-B.CO vs. DANSKE.CO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MAERSK-B.CO
MAERSK-B.CO Risk / Return Rank: 6868
Overall Rank
MAERSK-B.CO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MAERSK-B.CO Sortino Ratio Rank: 6565
Sortino Ratio Rank
MAERSK-B.CO Omega Ratio Rank: 6464
Omega Ratio Rank
MAERSK-B.CO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MAERSK-B.CO Martin Ratio Rank: 7272
Martin Ratio Rank
DANSKE.CO
DANSKE.CO Risk / Return Rank: 8686
Overall Rank
DANSKE.CO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DANSKE.CO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DANSKE.CO Omega Ratio Rank: 8787
Omega Ratio Rank
DANSKE.CO Calmar Ratio Rank: 8181
Calmar Ratio Rank
DANSKE.CO Martin Ratio Rank: 9090
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-B.CO vs. DANSKE.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for A.P. Møller - Mærsk A/S (MAERSK-B.CO) and Danske Bank A/S (DANSKE.CO). 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-B.CODANSKE.CODifference

Sharpe ratio

Return per unit of total volatility

0.91

1.98

-1.07

Sortino ratio

Return per unit of downside risk

1.45

2.42

-0.96

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratio

Return relative to maximum drawdown

1.42

2.61

-1.18

Martin ratio

Return relative to average drawdown

4.14

11.50

-7.36

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-B.CO vs. DANSKE.CO - Sharpe Ratio Comparison

The current MAERSK-B.CO Sharpe Ratio is 0.91, which is lower than the DANSKE.CO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MAERSK-B.CO and DANSKE.CO, 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-B.CODANSKE.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.98

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.10

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.39

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.33

0.00

Correlation

The correlation between MAERSK-B.CO and DANSKE.CO is 0.36, 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-B.CO vs. DANSKE.CO - Dividend Comparison

MAERSK-B.CO's dividend yield for the trailing twelve months is around 3.00%, less than DANSKE.CO's 7.12% yield.

TTM20252024202320222021202020192018201720162015
MAERSK-B.CO
A.P. Møller - Mærsk A/S		3.00%7.65%4.33%36.81%16.63%1.46%1.15%1.62%2.18%1.65%3.17%26.18%
DANSKE.CO
Danske Bank A/S		7.12%4.61%10.55%3.88%1.46%1.77%0.00%7.88%7.76%3.73%3.73%2.97%

Drawdowns

MAERSK-B.CO vs. DANSKE.CO - Drawdown Comparison

The maximum MAERSK-B.CO drawdown since its inception was -69.40%, smaller than the maximum DANSKE.CO drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for MAERSK-B.CO and DANSKE.CO.

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Drawdown Indicators

MAERSK-B.CODANSKE.CODifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-86.74%

+17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-18.09%

-12.53%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-30.06%

-13.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.49%

-70.59%

+13.10%

Current Drawdown

Current decline from peak

-11.53%

-0.16%

-11.37%

Average Drawdown

Average peak-to-trough decline

-23.04%

-23.33%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.67%

3.88%

+4.79%

Volatility

MAERSK-B.CO vs. DANSKE.CO - Volatility Comparison

A.P. Møller - Mærsk A/S (MAERSK-B.CO) has a higher volatility of 11.60% compared to Danske Bank A/S (DANSKE.CO) at 8.02%. This indicates that MAERSK-B.CO's price experiences larger fluctuations and is considered to be riskier than DANSKE.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MAERSK-B.CODANSKE.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

8.02%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

25.63%

15.33%

+10.30%

Volatility (1Y)

Calculated over the trailing 1-year period

40.95%

25.88%

+15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.38%

27.01%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.45%

27.92%

+10.53%

Financials

MAERSK-B.CO vs. DANSKE.CO - Financials Comparison

This section allows you to compare key financial metrics between A.P. Møller - Mærsk A/S and Danske Bank A/S. 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

Values in DKK except per share items