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NDX1.DE vs. VWS.CO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NDX1.DE and VWS.CO is 0.50, 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.


-0.50.00.51.00.5

Performance

NDX1.DE vs. VWS.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordex SE (NDX1.DE) and Vestas Wind Systems A/S (VWS.CO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-20.65%
-40.74%
NDX1.DE
VWS.CO

Key characteristics

Sharpe Ratio

NDX1.DE:

0.36

VWS.CO:

-1.12

Sortino Ratio

NDX1.DE:

0.77

VWS.CO:

-1.64

Omega Ratio

NDX1.DE:

1.09

VWS.CO:

0.79

Calmar Ratio

NDX1.DE:

0.16

VWS.CO:

-0.68

Martin Ratio

NDX1.DE:

0.89

VWS.CO:

-1.52

Ulcer Index

NDX1.DE:

15.68%

VWS.CO:

31.34%

Daily Std Dev

NDX1.DE:

39.19%

VWS.CO:

42.65%

Max Drawdown

NDX1.DE:

-98.49%

VWS.CO:

-96.52%

Current Drawdown

NDX1.DE:

-86.99%

VWS.CO:

-68.37%

Fundamentals

Market Cap

NDX1.DE:

€2.73B

VWS.CO:

DKK 99.65B

EPS

NDX1.DE:

-€0.04

VWS.CO:

DKK 3.65

PEG Ratio

NDX1.DE:

0.00

VWS.CO:

0.11

Total Revenue (TTM)

NDX1.DE:

€3.43B

VWS.CO:

DKK 17.30B

Gross Profit (TTM)

NDX1.DE:

€242.00M

VWS.CO:

DKK 2.06B

EBITDA (TTM)

NDX1.DE:

€122.06M

VWS.CO:

DKK 180.00M

Returns By Period

In the year-to-date period, NDX1.DE achieves a 2.40% return, which is significantly higher than VWS.CO's 0.31% return. Over the past 10 years, NDX1.DE has underperformed VWS.CO with an annualized return of -2.94%, while VWS.CO has yielded a comparatively higher 6.26% annualized return.


NDX1.DE

YTD

2.40%

1M

-4.39%

6M

-15.46%

1Y

10.27%

5Y*

2.05%

10Y*

-2.94%

VWS.CO

YTD

0.31%

1M

3.10%

6M

-36.90%

1Y

-46.68%

5Y*

-7.21%

10Y*

6.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDX1.DE vs. VWS.CO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NDX1.DE
The Risk-Adjusted Performance Rank of NDX1.DE is 5454
Overall Rank
The Sharpe Ratio Rank of NDX1.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of NDX1.DE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NDX1.DE is 4949
Omega Ratio Rank
The Calmar Ratio Rank of NDX1.DE is 5353
Calmar Ratio Rank
The Martin Ratio Rank of NDX1.DE is 5656
Martin Ratio Rank

VWS.CO
The Risk-Adjusted Performance Rank of VWS.CO is 55
Overall Rank
The Sharpe Ratio Rank of VWS.CO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of VWS.CO is 33
Sortino Ratio Rank
The Omega Ratio Rank of VWS.CO is 55
Omega Ratio Rank
The Calmar Ratio Rank of VWS.CO is 99
Calmar Ratio Rank
The Martin Ratio Rank of VWS.CO is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NDX1.DE vs. VWS.CO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordex SE (NDX1.DE) and Vestas Wind Systems A/S (VWS.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.


Sharpe ratio
The chart of Sharpe ratio for NDX1.DE, currently valued at 0.30, compared to the broader market-2.000.002.004.000.30-1.12
The chart of Sortino ratio for NDX1.DE, currently valued at 0.71, compared to the broader market-6.00-4.00-2.000.002.004.006.000.71-1.63
The chart of Omega ratio for NDX1.DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.79
The chart of Calmar ratio for NDX1.DE, currently valued at 0.16, compared to the broader market0.002.004.006.000.16-0.65
The chart of Martin ratio for NDX1.DE, currently valued at 0.69, compared to the broader market0.0010.0020.0030.000.69-1.51
NDX1.DE
VWS.CO

The current NDX1.DE Sharpe Ratio is 0.36, which is higher than the VWS.CO Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of NDX1.DE and VWS.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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.30
-1.12
NDX1.DE
VWS.CO

Dividends

NDX1.DE vs. VWS.CO - Dividend Comparison

Neither NDX1.DE nor VWS.CO has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NDX1.DE
Nordex SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWS.CO
Vestas Wind Systems A/S
0.00%0.00%0.00%0.18%0.84%0.55%1.11%1.88%2.26%1.49%0.81%

Drawdowns

NDX1.DE vs. VWS.CO - Drawdown Comparison

The maximum NDX1.DE drawdown since its inception was -98.49%, roughly equal to the maximum VWS.CO drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for NDX1.DE and VWS.CO. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-75.64%
-73.14%
NDX1.DE
VWS.CO

Volatility

NDX1.DE vs. VWS.CO - Volatility Comparison

The current volatility for Nordex SE (NDX1.DE) is 12.20%, while Vestas Wind Systems A/S (VWS.CO) has a volatility of 13.73%. This indicates that NDX1.DE experiences smaller price fluctuations and is considered to be less risky than VWS.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
12.20%
13.73%
NDX1.DE
VWS.CO

Financials

NDX1.DE vs. VWS.CO - Financials Comparison

This section allows you to compare key financial metrics between Nordex SE 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. NDX1.DE values in EUR, VWS.CO values in DKK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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