NPSNY vs. KBGGY

Last updated Jun 13, 2026

NPSNY (Naspers Ltd ADR) and KBGGY (Kongsberg Gruppen ASA) are both stocks. NPSNY operates in Internet Content & Information (Communication Services), while KBGGY operates in Aerospace & Defense (Industrials). Over the past 3 years, NPSNY returned 15.94%/yr vs 66.18%/yr for KBGGY. At a 0.11 correlation, their price movements are largely independent.

Performance

NPSNY vs. KBGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Naspers Ltd ADR (NPSNY) and Kongsberg Gruppen ASA (KBGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NPSNY achieves a -21.43% return, which is significantly lower than KBGGY's 45.76% return.

NPSNY

• 1D: -2.61%
• 1M: 0.67%
• YTD: -21.43%
• 6M: -19.68%
• 1Y: -12.03%
• 3Y*: 15.94%
• 5Y*: 4.32%
• 10Y*: 10.85%

KBGGY

• 1D: -2.77%
• 1M: 0.32%
• YTD: 45.76%
• 6M: 50.38%
• 1Y: -4.73%
• 3Y*: 66.18%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NPSNY vs. KBGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NPSNY Naspers Ltd ADR	-21.43%	52.37%	30.17%	-1.54%
KBGGY Kongsberg Gruppen ASA	45.76%	19.00%	164.60%	-2.54%

Correlation

The correlation between NPSNY and KBGGY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (All Time) Calculated using the full available price history since May 19, 2023	0.11

Return for Risk

NPSNY vs. KBGGY — Risk / Return Rank

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

NPSNY

NPSNY Risk / Return Rank: 25
NPSNY Sharpe Ratio Rank: 24
NPSNY Sortino Ratio Rank: 22
NPSNY Omega Ratio Rank: 23
NPSNY Calmar Ratio Rank: 28
NPSNY Martin Ratio Rank: 26

KBGGY

KBGGY Risk / Return Rank: 35
KBGGY Sharpe Ratio Rank: 35
KBGGY Sortino Ratio Rank: 34
KBGGY Omega Ratio Rank: 34
KBGGY Calmar Ratio Rank: 36
KBGGY Martin Ratio Rank: 36

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.

NPSNY vs. KBGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Naspers Ltd ADR (NPSNY) and Kongsberg Gruppen ASA (KBGGY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NPSNY	KBGGY	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	-0.18	-0.24
Sortino ratio: Return per unit of downside risk	-0.41	0.10	-0.52
Omega ratio: Gain probability vs. loss probability	0.95	1.01	-0.06
Calmar ratio: Return relative to maximum drawdown	-0.44	-0.22	-0.22
Martin ratio: Return relative to average drawdown	-0.84	-0.41	-0.43

NPSNY vs. KBGGY - Sharpe Ratio Comparison

The current NPSNY Sharpe Ratio is -0.42, which is lower than the KBGGY Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NPSNY and KBGGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NPSNY vs. KBGGY - Drawdown Comparison

The maximum NPSNY drawdown since its inception was -66.27%, roughly equal to the maximum KBGGY drawdown of -68.35%. Use the drawdown chart below to compare losses from any high point for NPSNY and KBGGY.

Drawdown Indicators

	NPSNY	KBGGY	Difference
Max Drawdown Largest peak-to-trough decline	-66.27%	-68.35%	+2.08%
Max Drawdown (1Y) Largest decline over 1 year	-33.58%	-43.73%	+10.15%
Max Drawdown (3Y) Largest decline over 3 years	-33.58%	-68.35%	+34.77%
Max Drawdown (5Y) Largest decline over 5 years	-60.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.27%	—	—
Current Drawdown Current decline from peak	-30.31%	-47.76%	+17.45%
Average Drawdown Average peak-to-trough decline	-16.58%	-20.24%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.57%	24.92%	-7.35%

Volatility

NPSNY vs. KBGGY - Volatility Comparison

Naspers Ltd ADR (NPSNY) and Kongsberg Gruppen ASA (KBGGY) have volatilities of 12.61% and 12.44%, 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.

Volatility by Period

	NPSNY	KBGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.61%	12.44%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	28.19%	37.36%	-9.17%
Volatility (1Y) Calculated over the trailing 1-year period	34.89%	55.88%	-20.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.41%	61.51%	-15.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.48%	61.51%	-18.03%

Dividends

NPSNY vs. KBGGY - Dividend Comparison

NPSNY's dividend yield for the trailing twelve months is around 0.57%, less than KBGGY's 26.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KBGGY Kongsberg Gruppen ASA	26.08%	5.82%	1.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NPSNY Naspers Ltd ADR	0.57%	0.45%	0.31%	0.28%	0.22%	0.27%	0.17%	0.14%	0.15%	0.17%	0.46%	0.20%

Financials

Frequently Asked Questions

Can I hold both NPSNY and KBGGY in my portfolio?

NPSNY and KBGGY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NPSNY or KBGGY?

NPSNY has higher volatility (12.61%) compared to KBGGY (12.44%). In terms of maximum drawdown, NPSNY dropped -66.27% vs KBGGY's -68.35%.

Which has better risk-adjusted returns?

KBGGY currently has the higher Sharpe Ratio (-0.18 vs -0.42), 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.