NVZMY vs. MAERSK-A.CO

Last updated Apr 3, 2026

Compare and contrast key facts about Novozymes AS (NVZMY) and A.P. Møller - Mærsk A/S (MAERSK-A.CO).

Performance

NVZMY vs. MAERSK-A.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novozymes AS (NVZMY) and A.P. Møller - Mærsk A/S (MAERSK-A.CO). The values are adjusted to include any dividend payments, if applicable.

NVZMY vs. MAERSK-A.CO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NVZMY Novozymes AS	-4.92%	14.29%	3.97%	12.42%	-38.46%	46.93%	18.10%	10.28%	-20.91%	69.59%
MAERSK-A.CO A.P. Møller - Mærsk A/S	8.90%	57.27%	0.01%	13.55%	-24.88%	63.28%	59.90%	34.92%	-27.77%	12.32%

Different Trading Currencies

NVZMY is traded in USD, while MAERSK-A.CO is traded in DKK. To make them comparable, the MAERSK-A.CO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVZMY achieves a -4.92% return, which is significantly lower than MAERSK-A.CO's 8.80% return. Over the past 10 years, NVZMY has underperformed MAERSK-A.CO with an annualized return of 4.36%, while MAERSK-A.CO has yielded a comparatively higher 17.99% annualized return.

NVZMY

• 1D: -0.52%
• 1M: 6.03%
• YTD: -4.92%
• 6M: -1.06%
• 1Y: 4.63%
• 3Y*: 7.56%
• 5Y*: 0.19%
• 10Y*: 4.36%

MAERSK-A.CO

• 1D: 0.04%
• 1M: -5.54%
• YTD: 8.80%
• 6M: 27.25%
• 1Y: 47.63%
• 3Y*: 19.78%
• 5Y*: 17.34%
• 10Y*: 17.99%

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

Return for Risk

NVZMY vs. MAERSK-A.CO — Risk / Return Rank

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

NVZMY

NVZMY Risk / Return Rank: 42
NVZMY Sharpe Ratio Rank: 46
NVZMY Sortino Ratio Rank: 39
NVZMY Omega Ratio Rank: 39
NVZMY Calmar Ratio Rank: 43
NVZMY Martin Ratio Rank: 43

MAERSK-A.CO

MAERSK-A.CO Risk / Return Rank: 68
MAERSK-A.CO Sharpe Ratio Rank: 71
MAERSK-A.CO Sortino Ratio Rank: 65
MAERSK-A.CO Omega Ratio Rank: 65
MAERSK-A.CO Calmar Ratio Rank: 68
MAERSK-A.CO Martin Ratio Rank: 73

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.

NVZMY vs. MAERSK-A.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novozymes AS (NVZMY) and A.P. Møller - Mærsk A/S (MAERSK-A.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.

	NVZMY	MAERSK-A.CO	Difference
Sharpe ratio Return per unit of total volatility	0.17	1.18	-1.01
Sortino ratio Return per unit of downside risk	0.44	1.72	-1.27
Omega ratio Gain probability vs. loss probability	1.06	1.23	-0.17
Calmar ratio Return relative to maximum drawdown	0.18	1.91	-1.73
Martin ratio Return relative to average drawdown	0.36	5.95	-5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVZMY vs. MAERSK-A.CO - Sharpe Ratio Comparison

The current NVZMY Sharpe Ratio is 0.17, which is lower than the MAERSK-A.CO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NVZMY and MAERSK-A.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.

Sharpe Ratios by Period

	NVZMY	MAERSK-A.CO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	1.18	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.44	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.47	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.20	-0.28

Correlation

The correlation between NVZMY and MAERSK-A.CO is 0.29, 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

NVZMY vs. MAERSK-A.CO - Dividend Comparison

NVZMY's dividend yield for the trailing twelve months is around 2.73%, less than MAERSK-A.CO's 3.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVZMY Novozymes AS	2.73%	1.51%	1.03%	2.68%	1.68%	0.69%	0.91%	1.03%	1.10%	1.64%	0.95%	0.60%
MAERSK-A.CO A.P. Møller - Mærsk A/S	3.06%	7.65%	4.46%	37.33%	16.92%	1.58%	1.23%	1.73%	2.34%	1.74%	3.37%	26.66%

Drawdowns

NVZMY vs. MAERSK-A.CO - Drawdown Comparison

The maximum NVZMY drawdown since its inception was -86.29%, which is greater than MAERSK-A.CO's maximum drawdown of -71.85%. Use the drawdown chart below to compare losses from any high point for NVZMY and MAERSK-A.CO.

Drawdown Indicators

	NVZMY	MAERSK-A.CO	Difference
Max Drawdown Largest peak-to-trough decline	-86.29%	-68.12%	-18.17%
Max Drawdown (1Y) Largest decline over 1 year	-29.64%	-16.35%	-13.29%
Max Drawdown (5Y) Largest decline over 5 years	-51.86%	-42.16%	-9.70%
Max Drawdown (10Y) Largest decline over 10 years	-51.86%	-58.42%	+6.56%
Current Drawdown Current decline from peak	-59.08%	-10.66%	-48.42%
Average Drawdown Average peak-to-trough decline	-57.40%	-24.29%	-33.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.04%	7.88%	+7.16%

Volatility

NVZMY vs. MAERSK-A.CO - Volatility Comparison

The current volatility for Novozymes AS (NVZMY) is 7.88%, while A.P. Møller - Mærsk A/S (MAERSK-A.CO) has a volatility of 11.14%. This indicates that NVZMY experiences smaller price fluctuations and is considered to be less risky than MAERSK-A.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVZMY	MAERSK-A.CO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	11.14%	-3.26%
Volatility (6M) Calculated over the trailing 6-month period	18.90%	24.46%	-5.56%
Volatility (1Y) Calculated over the trailing 1-year period	27.16%	39.27%	-12.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.78%	40.09%	-12.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.19%	38.29%	-11.10%

Financials