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

MAERSK-B.CO vs. VWDRY

Last updated Jun 5, 2026

MAERSK-B.CO (A.P. Møller - Mærsk A/S) and VWDRY (Vestas Wind Systems A/S) are both stocks. Both are in the Industrials sector — MAERSK-B.CO in Marine Shipping, VWDRY in Specialty Industrial Machinery. Over the past 10 years, MAERSK-B.CO returned 18.04%/yr vs 6.82%/yr for VWDRY. At a 0.25 correlation, their price movements are largely independent.

Performance

MAERSK-B.CO vs. VWDRY - 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 Vestas Wind Systems A/S (VWDRY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MAERSK-B.CO achieves a 25.27% return, which is significantly higher than VWDRY's -0.34% return. Over the past 10 years, MAERSK-B.CO has outperformed VWDRY with an annualized return of 18.04%, while VWDRY has yielded a comparatively lower 6.82% annualized return.

MAERSK-B.CO

1D
8.26%
1M
17.09%
YTD
25.27%
6M
38.31%
1Y
53.22%
3Y*
21.86%
5Y*
14.28%
10Y*
18.04%

VWDRY

1D
-2.15%
1M
-12.12%
YTD
-0.34%
6M
7.67%
1Y
62.99%
3Y*
-6.05%
5Y*
-5.23%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
MAERSK-B.CO
A.P. Møller - Mærsk A/S		25.27%35.07%8.09%9.48%-24.99%76.87%46.00%37.44%-23.04%-2.29%
VWDRY
Vestas Wind Systems A/S		-0.34%75.85%-53.95%6.26%0.47%-29.94%114.13%37.92%16.03%-4.05%

Correlation

The correlation between MAERSK-B.CO and VWDRY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.14

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

0.16

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.25

The correlation between MAERSK-B.CO and VWDRY shifts across timeframes, from 0.12 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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A.P. Møller - Mærsk A/S

Vestas Wind Systems 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. DANSKE.COMAERSK-B.CO vs. NVZMYMAERSK-B.CO vs. UPSMAERSK-B.CO vs. AWK
Often compared with VWDRY:
VWDRY vs. DNNGYVWDRY vs. FBGRXVWDRY vs. RWE.DEVWDRY vs. IVVVWDRY vs. ^GSPCVWDRY vs. NEEVWDRY vs. SPY

Return for Risk

MAERSK-B.CO vs. VWDRY — 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: 7878
Overall Rank
MAERSK-B.CO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MAERSK-B.CO Sortino Ratio Rank: 7878
Sortino Ratio Rank
MAERSK-B.CO Omega Ratio Rank: 7676
Omega Ratio Rank
MAERSK-B.CO Calmar Ratio Rank: 7878
Calmar Ratio Rank
MAERSK-B.CO Martin Ratio Rank: 7777
Martin Ratio Rank
VWDRY
VWDRY Risk / Return Rank: 7979
Overall Rank
VWDRY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VWDRY Sortino Ratio Rank: 7979
Sortino Ratio Rank
VWDRY Omega Ratio Rank: 7676
Omega Ratio Rank
VWDRY Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWDRY 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-B.CO vs. VWDRY - 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 Vestas Wind Systems A/S (VWDRY). 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.COVWDRYDifference
Sharpe ratioReturn per unit of total volatility
1.54
1.37

+0.17

Sortino ratioReturn per unit of downside risk
2.14
2.26

-0.12

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.37

2.94

-0.57

Martin ratioReturn relative to average drawdown

5.51

6.75

-1.24

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. VWDRY - Sharpe Ratio Comparison

The current MAERSK-B.CO Sharpe Ratio is 1.54, which is comparable to the VWDRY Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of MAERSK-B.CO and VWDRY, 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-B.COVWDRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.37

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.11

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.16

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.11

+0.23

Drawdowns

MAERSK-B.CO vs. VWDRY - Drawdown Comparison

The maximum MAERSK-B.CO drawdown since its inception was -69.40%, smaller than the maximum VWDRY drawdown of -96.32%. Use the drawdown chart below to compare losses from any high point for MAERSK-B.CO and VWDRY.

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Drawdown Indicators

MAERSK-B.COVWDRYDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-96.32%

+26.92%

Max Drawdown (1Y)

Largest decline over 1 year

-22.92%

-21.57%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-34.74%

-61.41%

+26.67%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-70.60%

+27.08%

Max Drawdown (10Y)

Largest decline over 10 years

-57.49%

-73.69%

+16.20%

Current Drawdown

Current decline from peak

-1.53%

-45.15%

+43.62%

Average Drawdown

Average peak-to-trough decline

-23.00%

-42.93%

+19.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

9.36%

+0.41%

Volatility

MAERSK-B.CO vs. VWDRY - Volatility Comparison

A.P. Møller - Mærsk A/S (MAERSK-B.CO) has a higher volatility of 14.31% compared to Vestas Wind Systems A/S (VWDRY) at 11.03%. This indicates that MAERSK-B.CO's price experiences larger fluctuations and is considered to be riskier than VWDRY 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.COVWDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

11.03%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

27.50%

26.67%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

46.33%

-10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.53%

45.89%

-5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.51%

41.78%

-3.27%

Dividends

MAERSK-B.CO vs. VWDRY - Dividend Comparison

MAERSK-B.CO's dividend yield for the trailing twelve months is around 2.69%, more than VWDRY's 0.44% yield.

PositionTTM20252024202320222021202020192018201720162015
MAERSK-B.CO
A.P. Møller - Mærsk A/S		2.69%7.65%4.33%36.81%16.63%1.46%1.15%1.62%2.18%1.65%3.17%26.18%
VWDRY
Vestas Wind Systems A/S		0.44%0.28%0.00%0.00%0.20%0.56%0.30%0.69%1.28%3.28%1.66%0.77%

Financials

MAERSK-B.CO vs. VWDRY - Financials Comparison

This section allows you to compare key financial metrics between A.P. Møller - Mærsk A/S and Vestas Wind Systems 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

Please note, different currencies. MAERSK-B.CO values in DKK, VWDRY values in USD

Frequently Asked Questions

MAERSK-B.CO and VWDRY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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