OTIS vs. KNEBV.HE

Last updated Apr 2, 2026

Compare and contrast key facts about Otis Worldwide Corporation (OTIS) and KONE Oyj (KNEBV.HE).

Performance

OTIS vs. KNEBV.HE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Otis Worldwide Corporation (OTIS) and KONE Oyj (KNEBV.HE). The values are adjusted to include any dividend payments, if applicable.

OTIS vs. KNEBV.HE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OTIS Otis Worldwide Corporation	-10.93%	-3.99%	5.17%	16.04%	-8.76%	30.41%	50.78%
KNEBV.HE KONE Oyj	-7.63%	50.46%	2.07%	0.01%	-27.10%	-11.98%	52.65%

Different Trading Currencies

OTIS is traded in USD, while KNEBV.HE is traded in EUR. To make them comparable, the KNEBV.HE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OTIS achieves a -10.93% return, which is significantly lower than KNEBV.HE's -7.63% return.

OTIS

• 1D: 0.48%
• 1M: -17.27%
• YTD: -10.93%
• 6M: -15.37%
• 1Y: -24.19%
• 3Y*: -1.18%
• 5Y*: 3.84%
• 10Y*: —

KNEBV.HE

• 1D: 0.73%
• 1M: -11.38%
• YTD: -7.63%
• 6M: -2.71%
• 1Y: 19.59%
• 3Y*: 10.76%
• 5Y*: -2.02%
• 10Y*: 6.29%

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

Return for Risk

OTIS vs. KNEBV.HE — Risk / Return Rank

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

OTIS

OTIS Risk / Return Rank: 6
OTIS Sharpe Ratio Rank: 5
OTIS Sortino Ratio Rank: 9
OTIS Omega Ratio Rank: 8
OTIS Calmar Ratio Rank: 6
OTIS Martin Ratio Rank: 3

KNEBV.HE

KNEBV.HE Risk / Return Rank: 57
KNEBV.HE Sharpe Ratio Rank: 61
KNEBV.HE Sortino Ratio Rank: 53
KNEBV.HE Omega Ratio Rank: 52
KNEBV.HE Calmar Ratio Rank: 58
KNEBV.HE Martin Ratio Rank: 63

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.

OTIS vs. KNEBV.HE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Otis Worldwide Corporation (OTIS) and KONE Oyj (KNEBV.HE). 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.

	OTIS	KNEBV.HE	Difference
Sharpe ratio Return per unit of total volatility	-0.94	0.89	-1.83
Sortino ratio Return per unit of downside risk	-1.11	1.33	-2.44
Omega ratio Gain probability vs. loss probability	0.83	1.17	-0.34
Calmar ratio Return relative to maximum drawdown	-0.91	1.24	-2.16
Martin ratio Return relative to average drawdown	-1.83	3.96	-5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OTIS vs. KNEBV.HE - Sharpe Ratio Comparison

The current OTIS Sharpe Ratio is -0.94, which is lower than the KNEBV.HE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of OTIS and KNEBV.HE, 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

	OTIS	KNEBV.HE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.94	0.89	-1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	-0.08	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.42	+0.02

Correlation

The correlation between OTIS and KNEBV.HE is 0.32, 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

OTIS vs. KNEBV.HE - Dividend Comparison

OTIS's dividend yield for the trailing twelve months is around 2.17%, less than KNEBV.HE's 3.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OTIS Otis Worldwide Corporation	2.17%	1.89%	1.63%	1.46%	1.42%	1.06%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%
KNEBV.HE KONE Oyj	3.27%	2.97%	3.72%	3.88%	0.72%	0.79%	2.56%	2.83%	3.96%	3.46%	3.29%	3.06%

Drawdowns

OTIS vs. KNEBV.HE - Drawdown Comparison

The maximum OTIS drawdown since its inception was -29.99%, smaller than the maximum KNEBV.HE drawdown of -58.60%. Use the drawdown chart below to compare losses from any high point for OTIS and KNEBV.HE.

Drawdown Indicators

	OTIS	KNEBV.HE	Difference
Max Drawdown Largest peak-to-trough decline	-29.99%	-52.71%	+22.72%
Max Drawdown (1Y) Largest decline over 1 year	-25.83%	-12.66%	-13.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.99%	-47.48%	+17.49%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.95%	—
Current Drawdown Current decline from peak	-25.00%	-15.45%	-9.55%
Average Drawdown Average peak-to-trough decline	-8.40%	-12.61%	+4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.84%	4.18%	+8.66%

Volatility

OTIS vs. KNEBV.HE - Volatility Comparison

Otis Worldwide Corporation (OTIS) has a higher volatility of 8.55% compared to KONE Oyj (KNEBV.HE) at 6.20%. This indicates that OTIS's price experiences larger fluctuations and is considered to be riskier than KNEBV.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OTIS	KNEBV.HE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.55%	6.20%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	15.06%	+0.07%
Volatility (1Y) Calculated over the trailing 1-year period	25.82%	22.21%	+3.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.13%	26.12%	-3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.43%	24.06%	+1.37%

Financials