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NHYDY vs. HVRRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NHYDY vs. HVRRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norsk Hydro ASA ADR (NHYDY) and Hannover Re (HVRRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NHYDY achieves a 57.28% return, which is significantly higher than HVRRY's -11.57% return. Over the past 10 years, NHYDY has outperformed HVRRY with an annualized return of 17.75%, while HVRRY has yielded a comparatively lower 12.75% annualized return.


NHYDY

1D
-1.57%
1M
4.09%
YTD
57.28%
6M
66.38%
1Y
126.05%
3Y*
26.98%
5Y*
19.63%
10Y*
17.75%

HVRRY

1D
1.51%
1M
-8.04%
YTD
-11.57%
6M
-6.16%
1Y
-14.87%
3Y*
12.97%
5Y*
13.03%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHYDY vs. HVRRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHYDY
Norsk Hydro ASA ADR
57.28%47.30%-14.94%-4.18%5.95%76.35%34.91%-15.68%-38.01%65.31%
HVRRY
Hannover Re
-11.57%29.30%7.59%24.53%11.05%20.35%-16.15%48.63%10.97%21.66%

Correlation

The correlation between NHYDY and HVRRY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.11

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

0.20

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.24

The correlation between NHYDY and HVRRY shifts across timeframes, from 0.10 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NHYDY:

$23.36B

HVRRY:

$31.71B

EPS

NHYDY:

$3.10

HVRRY:

$4.06

PE Ratio

NHYDY:

3.84

HVRRY:

10.79

PEG Ratio

NHYDY:

0.16

HVRRY:

0.32

PS Ratio

NHYDY:

0.12

HVRRY:

1.22

PB Ratio

NHYDY:

0.23

HVRRY:

2.28

Total Revenue (TTM)

NHYDY:

$201.27B

HVRRY:

$25.44B

Gross Profit (TTM)

NHYDY:

$60.54B

HVRRY:

$23.95B

EBITDA (TTM)

NHYDY:

$24.40B

HVRRY:

$9.81B

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Return for Risk

NHYDY vs. HVRRY — Risk / Return Rank

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

NHYDY
NHYDY Risk / Return Rank: 9898
Overall Rank
NHYDY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NHYDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
NHYDY Omega Ratio Rank: 9696
Omega Ratio Rank
NHYDY Calmar Ratio Rank: 9898
Calmar Ratio Rank
NHYDY Martin Ratio Rank: 9999
Martin Ratio Rank

HVRRY
HVRRY Risk / Return Rank: 1111
Overall Rank
HVRRY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HVRRY Sortino Ratio Rank: 1414
Sortino Ratio Rank
HVRRY Omega Ratio Rank: 1616
Omega Ratio Rank
HVRRY Calmar Ratio Rank: 1010
Calmar Ratio Rank
HVRRY Martin Ratio Rank: 22
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.

NHYDY vs. HVRRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Norsk Hydro ASA ADR (NHYDY) and Hannover Re (HVRRY). 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.


NHYDYHVRRYDifference
Sharpe ratioReturn per unit of total volatility

+4.68

Sortino ratioReturn per unit of downside risk

+5.37

Omega ratioGain probability vs. loss probability

1.57

0.90

+0.66

Calmar ratioReturn relative to maximum drawdown

10.97

-0.85

+11.82

Martin ratioReturn relative to average drawdown

39.71

-1.82

+41.53

NHYDY vs. HVRRY - Sharpe Ratio Comparison

The current NHYDY Sharpe Ratio is 3.99, which is higher than the HVRRY Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of NHYDY and HVRRY, 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


NHYDYHVRRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.99

-0.69

+4.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.49

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Drawdowns

NHYDY vs. HVRRY - Drawdown Comparison

The maximum NHYDY drawdown since its inception was -73.90%, which is greater than HVRRY's maximum drawdown of -62.80%. Use the drawdown chart below to compare losses from any high point for NHYDY and HVRRY.


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Drawdown Indicators


NHYDYHVRRYDifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-62.80%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-17.62%

+6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-17.62%

-11.73%

Max Drawdown (5Y)

Largest decline over 5 years

-46.67%

-31.66%

-15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-73.90%

-44.24%

-29.66%

Current Drawdown

Current decline from peak

-8.68%

-16.38%

+7.70%

Average Drawdown

Average peak-to-trough decline

-25.23%

-8.46%

-16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

8.62%

-5.43%

Volatility

NHYDY vs. HVRRY - Volatility Comparison

Norsk Hydro ASA ADR (NHYDY) has a higher volatility of 10.64% compared to Hannover Re (HVRRY) at 5.59%. This indicates that NHYDY's price experiences larger fluctuations and is considered to be riskier than HVRRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHYDYHVRRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

5.59%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

26.84%

16.64%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

21.73%

+10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

25.13%

+14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.36%

26.28%

+13.08%

Dividends

NHYDY vs. HVRRY - Dividend Comparison

NHYDY's dividend yield for the trailing twelve months is around 2.67%, less than HVRRY's 5.56% yield.


PositionTTM20252024202320222021202020192018201720162015
HVRRY
Hannover Re
5.56%3.19%3.10%2.75%3.15%2.92%2.75%2.19%3.27%4.55%8.64%1.19%
NHYDY
Norsk Hydro ASA ADR
2.67%2.65%4.30%8.10%9.59%1.86%5.44%3.92%4.96%1.91%2.60%0.00%

Financials

NHYDY vs. HVRRY - Financials Comparison

This section allows you to compare key financial metrics between Norsk Hydro ASA ADR and Hannover Re. 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


-20.00B0.0020.00B40.00B60.00B20222023202420252026
50.39B
7.31B
(NHYDY) Total Revenue
(HVRRY) Total Revenue
Values in USD except per share items

NHYDY vs. HVRRY - Profitability Comparison

The chart below illustrates the profitability comparison between Norsk Hydro ASA ADR and Hannover Re over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
31.9%
100.0%
Portfolio components
NHYDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a gross profit of 16.09B and revenue of 50.39B. Therefore, the gross margin over that period was 31.9%.

HVRRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a gross profit of 7.31B and revenue of 7.31B. Therefore, the gross margin over that period was 100.0%.

NHYDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported an operating income of 9.11B and revenue of 50.39B, resulting in an operating margin of 18.1%.

HVRRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported an operating income of 965.32M and revenue of 7.31B, resulting in an operating margin of 13.2%.

NHYDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a net income of 4.24B and revenue of 50.39B, resulting in a net margin of 8.4%.

HVRRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a net income of 722.29M and revenue of 7.31B, resulting in a net margin of 9.9%.


Frequently Asked Questions


NHYDY and HVRRY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NHYDY has higher volatility (10.64%) compared to HVRRY (5.59%). In terms of maximum drawdown, NHYDY dropped -73.90% vs HVRRY's -62.80%.

NHYDY currently has the higher Sharpe Ratio (3.99 vs -0.69), 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.

Portfolio Optimizer

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