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NEMKY vs. HAGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEMKY vs. HAGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nemetschek SE (NEMKY) and Hensoldt AG (HAGHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEMKY achieves a -33.43% return, which is significantly lower than HAGHY's 6.21% return.


NEMKY

1D
5.71%
1M
0.22%
YTD
-33.43%
6M
-34.64%
1Y
-24.84%
3Y*
11.22%
5Y*
10Y*

HAGHY

1D
-0.44%
1M
-0.14%
YTD
6.21%
6M
13.92%
1Y
-20.39%
3Y*
44.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEMKY vs. HAGHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
NEMKY
Nemetschek SE
-33.43%7.10%30.43%66.83%-45.31%
HAGHY
Hensoldt AG
6.21%144.40%31.10%15.83%-18.22%

Correlation

The correlation between NEMKY and HAGHY 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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2022

0.06

Fundamentals

Market Cap

NEMKY:

$8.77B

HAGHY:

$21.68B

EPS

NEMKY:

$0.39

HAGHY:

$0.08

PE Ratio

NEMKY:

38.96

HAGHY:

118.75

PEG Ratio

NEMKY:

3.19

HAGHY:

2.66

PS Ratio

NEMKY:

7.17

HAGHY:

4.61

PB Ratio

NEMKY:

8.65

HAGHY:

22.15

Total Revenue (TTM)

NEMKY:

$1.22B

HAGHY:

$2.55B

Gross Profit (TTM)

NEMKY:

$650.37M

HAGHY:

$535.68M

EBITDA (TTM)

NEMKY:

$392.92M

HAGHY:

$413.05M

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Return for Risk

NEMKY vs. HAGHY — Risk / Return Rank

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

NEMKY
NEMKY Risk / Return Rank: 3030
Overall Rank
NEMKY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NEMKY Sortino Ratio Rank: 3333
Sortino Ratio Rank
NEMKY Omega Ratio Rank: 3434
Omega Ratio Rank
NEMKY Calmar Ratio Rank: 2727
Calmar Ratio Rank
NEMKY Martin Ratio Rank: 2828
Martin Ratio Rank

HAGHY
HAGHY Risk / Return Rank: 2626
Overall Rank
HAGHY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HAGHY Sortino Ratio Rank: 2727
Sortino Ratio Rank
HAGHY Omega Ratio Rank: 2727
Omega Ratio Rank
HAGHY Calmar Ratio Rank: 2525
Calmar Ratio Rank
HAGHY Martin Ratio Rank: 2727
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.

NEMKY vs. HAGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nemetschek SE (NEMKY) and Hensoldt AG (HAGHY). 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.


NEMKYHAGHYDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.02

0.98

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.48

+0.06

Martin ratioReturn relative to average drawdown

-0.71

-0.80

+0.08

NEMKY vs. HAGHY - Sharpe Ratio Comparison

The current NEMKY Sharpe Ratio is -0.29, which is comparable to the HAGHY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of NEMKY and HAGHY, 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


NEMKYHAGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

-0.36

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.56

-0.63

Drawdowns

NEMKY vs. HAGHY - Drawdown Comparison

The maximum NEMKY drawdown since its inception was -59.77%, which is greater than HAGHY's maximum drawdown of -42.91%. Use the drawdown chart below to compare losses from any high point for NEMKY and HAGHY.


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Drawdown Indicators


NEMKYHAGHYDifference

Max Drawdown

Largest peak-to-trough decline

-59.77%

-42.91%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-59.77%

-42.91%

-16.86%

Max Drawdown (3Y)

Largest decline over 3 years

-59.77%

-42.91%

-16.86%

Current Drawdown

Current decline from peak

-51.96%

-31.71%

-20.25%

Average Drawdown

Average peak-to-trough decline

-22.97%

-20.37%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.91%

25.68%

+9.23%

Volatility

NEMKY vs. HAGHY - Volatility Comparison

Nemetschek SE (NEMKY) and Hensoldt AG (HAGHY) have volatilities of 19.00% and 18.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEMKYHAGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.00%

18.38%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

62.40%

40.70%

+21.70%

Volatility (1Y)

Calculated over the trailing 1-year period

86.19%

57.36%

+28.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.67%

56.68%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.67%

56.68%

+2.99%

Dividends

NEMKY vs. HAGHY - Dividend Comparison

NEMKY's dividend yield for the trailing twelve months is around 1.05%, more than HAGHY's 0.71% yield.


PositionTTM2025202420232022
HAGHY
Hensoldt AG
0.71%0.63%1.20%1.19%1.10%
NEMKY
Nemetschek SE
1.05%0.52%0.47%0.00%0.84%

Financials

NEMKY vs. HAGHY - Financials Comparison

This section allows you to compare key financial metrics between Nemetschek SE and Hensoldt AG. 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
318.24M
496.00M
(NEMKY) Total Revenue
(HAGHY) Total Revenue
Values in USD except per share items

NEMKY vs. HAGHY - Profitability Comparison

The chart below illustrates the profitability comparison between Nemetschek SE and Hensoldt AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
50.8%
13.9%
Portfolio components
NEMKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nemetschek SE reported a gross profit of 161.71M and revenue of 318.24M. Therefore, the gross margin over that period was 50.8%.

HAGHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hensoldt AG reported a gross profit of 69.00M and revenue of 496.00M. Therefore, the gross margin over that period was 13.9%.

NEMKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nemetschek SE reported an operating income of 80.52M and revenue of 318.24M, resulting in an operating margin of 25.3%.

HAGHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hensoldt AG reported an operating income of -4.00M and revenue of 496.00M, resulting in an operating margin of -0.8%.

NEMKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nemetschek SE reported a net income of 61.36M and revenue of 318.24M, resulting in a net margin of 19.3%.

HAGHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hensoldt AG reported a net income of -19.00M and revenue of 496.00M, resulting in a net margin of -3.8%.


Frequently Asked Questions


NEMKY and HAGHY 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.

NEMKY has higher volatility (19.00%) compared to HAGHY (18.38%). In terms of maximum drawdown, NEMKY dropped -59.77% vs HAGHY's -42.91%.

NEMKY currently has the higher Sharpe Ratio (-0.29 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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