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ORSTED.CO vs. IQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORSTED.CO vs. IQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Ørsted A/S (ORSTED.CO) and iShares Global Water UCITS ETF (IQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ORSTED.CO is traded in DKK, while IQQQ.DE is traded in EUR. To make them comparable, the IQQQ.DE values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, ORSTED.CO achieves a 31.06% return, which is significantly higher than IQQQ.DE's -0.62% return.


ORSTED.CO

1D
-3.20%
1M
-3.69%
YTD
31.06%
6M
16.32%
1Y
8.13%
3Y*
-22.11%
5Y*
-19.30%
10Y*

IQQQ.DE

1D
-0.43%
1M
-3.70%
YTD
-0.62%
6M
-1.35%
1Y
2.13%
3Y*
6.21%
5Y*
5.42%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORSTED.CO vs. IQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORSTED.CO
Ørsted A/S
31.06%-32.10%-13.38%-39.38%-23.30%-32.05%83.19%61.34%31.69%29.59%
IQQQ.DE
iShares Global Water UCITS ETF
-0.62%5.41%10.26%10.20%-16.62%42.77%4.29%38.69%-6.62%11.88%

Correlation

The correlation between ORSTED.CO and IQQQ.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2016

0.31

The correlation between ORSTED.CO and IQQQ.DE shifts across timeframes, from 0.19 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ORSTED.CO vs. IQQQ.DE — Risk / Return Rank

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

ORSTED.CO
ORSTED.CO Risk / Return Rank: 4646
Overall Rank
ORSTED.CO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ORSTED.CO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ORSTED.CO Omega Ratio Rank: 4848
Omega Ratio Rank
ORSTED.CO Calmar Ratio Rank: 4646
Calmar Ratio Rank
ORSTED.CO Martin Ratio Rank: 4545
Martin Ratio Rank

IQQQ.DE
IQQQ.DE Risk / Return Rank: 1111
Overall Rank
IQQQ.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IQQQ.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IQQQ.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IQQQ.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IQQQ.DE Martin Ratio Rank: 1212
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.

ORSTED.CO vs. IQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ørsted A/S (ORSTED.CO) and iShares Global Water UCITS ETF (IQQQ.DE). 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.


ORSTED.COIQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratioReturn relative to maximum drawdown

0.19

0.22

-0.03

Martin ratioReturn relative to average drawdown

0.35

0.56

-0.21

ORSTED.CO vs. IQQQ.DE - Sharpe Ratio Comparison

The current ORSTED.CO Sharpe Ratio is 0.16, which is comparable to the IQQQ.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ORSTED.CO and IQQQ.DE, 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


ORSTED.COIQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.17

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.37

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.50

-0.43

Drawdowns

ORSTED.CO vs. IQQQ.DE - Drawdown Comparison

The maximum ORSTED.CO drawdown since its inception was -86.13%, which is greater than IQQQ.DE's maximum drawdown of -48.10%. Use the drawdown chart below to compare losses from any high point for ORSTED.CO and IQQQ.DE.


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Drawdown Indicators


ORSTED.COIQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.13%

-48.10%

-38.03%

Max Drawdown (1Y)

Largest decline over 1 year

-44.47%

-8.92%

-35.55%

Max Drawdown (3Y)

Largest decline over 3 years

-73.40%

-17.41%

-55.99%

Max Drawdown (5Y)

Largest decline over 5 years

-82.27%

-24.38%

-57.89%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-77.65%

-7.94%

-69.71%

Average Drawdown

Average peak-to-trough decline

-33.74%

-7.76%

-25.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.47%

3.50%

+19.97%

Volatility

ORSTED.CO vs. IQQQ.DE - Volatility Comparison

Ørsted A/S (ORSTED.CO) has a higher volatility of 8.24% compared to iShares Global Water UCITS ETF (IQQQ.DE) at 3.42%. This indicates that ORSTED.CO's price experiences larger fluctuations and is considered to be riskier than IQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORSTED.COIQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

3.42%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

27.40%

8.83%

+18.57%

Volatility (1Y)

Calculated over the trailing 1-year period

50.33%

11.67%

+38.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.43%

14.47%

+30.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.38%

15.19%

+22.19%

Dividends

ORSTED.CO vs. IQQQ.DE - Dividend Comparison

ORSTED.CO has not paid dividends to shareholders, while IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
IQQQ.DE
iShares Global Water UCITS ETF
1.65%1.56%1.12%1.31%1.17%1.88%1.16%1.55%2.08%1.76%1.85%1.79%
ORSTED.CO
Ørsted A/S
0.00%0.00%0.00%3.61%1.98%1.38%0.84%1.42%2.07%1.77%0.00%0.00%

Frequently Asked Questions


ORSTED.CO and IQQQ.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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