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

MAERSK-B.CO vs. VWDRY

Last updated Apr 3, 2026

Compare and contrast key facts about A.P. Møller - Mærsk A/S (MAERSK-B.CO) and Vestas Wind Systems A/S (VWDRY).

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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MAERSK-B.CO vs. VWDRY - 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%
VWDRY
Vestas Wind Systems A/S		8.12%75.85%-53.95%6.26%0.47%-29.94%114.13%37.92%16.03%-4.05%
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 12.55% return, which is significantly higher than VWDRY's 8.12% return. Over the past 10 years, MAERSK-B.CO has outperformed VWDRY with an annualized return of 17.49%, while VWDRY has yielded a comparatively lower 7.95% 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%

VWDRY

1D
0.00%
1M
17.88%
YTD
8.12%
6M
45.51%
1Y
96.26%
3Y*
-2.58%
5Y*
-6.68%
10Y*
7.95%
*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

Vestas Wind Systems A/S

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Often compared with VWDRY:
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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: 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
VWDRY
VWDRY Risk / Return Rank: 9090
Overall Rank
VWDRY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWDRY Sortino Ratio Rank: 9090
Sortino Ratio Rank
VWDRY Omega Ratio Rank: 8787
Omega Ratio Rank
VWDRY Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWDRY Martin Ratio Rank: 8989
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 ratio

Return per unit of total volatility

0.91

1.93

-1.03

Sortino ratio

Return per unit of downside risk

1.45

2.81

-1.35

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.42

4.51

-3.09

Martin ratio

Return relative to average drawdown

4.14

10.04

-5.90

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 0.91, which is lower than the VWDRY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MAERSK-B.CO and VWDRY, 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.COVWDRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.93

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.14

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.19

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.11

+0.22

Correlation

The correlation between MAERSK-B.CO and VWDRY is 0.25, 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. VWDRY - Dividend Comparison

MAERSK-B.CO's dividend yield for the trailing twelve months is around 3.00%, more than VWDRY's 0.27% 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%
VWDRY
Vestas Wind Systems A/S		0.27%0.28%0.00%0.00%0.20%0.56%0.30%0.69%1.28%3.28%1.66%0.77%

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%

-96.49%

+27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.09%

-22.82%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-73.22%

+29.70%

Max Drawdown (10Y)

Largest decline over 10 years

-57.49%

-76.67%

+19.18%

Current Drawdown

Current decline from peak

-11.53%

-44.91%

+33.38%

Average Drawdown

Average peak-to-trough decline

-23.04%

-45.92%

+22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.67%

9.85%

-1.18%

Volatility

MAERSK-B.CO vs. VWDRY - Volatility Comparison

The current volatility for A.P. Møller - Mærsk A/S (MAERSK-B.CO) is 11.60%, while Vestas Wind Systems A/S (VWDRY) has a volatility of 12.45%. This indicates that MAERSK-B.CO experiences smaller price fluctuations and is considered to be less risky 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

11.60%

12.45%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

25.63%

30.47%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

40.95%

50.02%

-9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.38%

46.49%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.45%

41.66%

-3.21%

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