PortfoliosLab logoPortfoliosLab logo
ROCK-B.CO vs. ABBNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ROCK-B.CO vs. ABBNY - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Rockwool A/S (ROCK-B.CO) and ABB Ltd (ABBNY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ROCK-B.CO achieves a -13.12% return, which is significantly lower than ABBNY's 41.16% return. Over the past 10 years, ROCK-B.CO has outperformed ABBNY with an annualized return of 25.93%, while ABBNY has yielded a comparatively lower 19.96% annualized return.


ROCK-B.CO

1D
-3.72%
1M
-12.95%
6M
-4.41%
YTD
-13.12%
1Y
-32.66%
3Y*
20.27%
5Y*
7.77%
10Y*
25.93%
ALL TIME*
24.91%

ABBNY

1D
2.68%
1M
-7.53%
6M
38.66%
YTD
41.16%
1Y
58.85%
3Y*
36.97%
5Y*
26.24%
10Y*
19.96%
ALL TIME*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROCK-B.CO vs. ABBNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROCK-B.CO
Rockwool A/S
-13.12%13.14%58.97%52.79%-30.90%42.93%96.91%13.99%11.03%66.45%
ABBNY
ABB Ltd
41.16%24.03%31.97%45.50%-13.02%50.69%10.79%34.95%-22.88%15.62%

Correlation

The correlation between ROCK-B.CO and ABBNY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.37

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

0.39

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2007

0.35

The correlation between ROCK-B.CO and ABBNY shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ROCK-B.CO vs. ABBNY — Risk / Return Rank

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

ROCK-B.CO
ROCK-B.CO Risk / Return Rank: 1212
Overall Rank
ROCK-B.CO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ROCK-B.CO Sortino Ratio Rank: 1212
Sortino Ratio Rank
ROCK-B.CO Omega Ratio Rank: 1111
Omega Ratio Rank
ROCK-B.CO Calmar Ratio Rank: 1515
Calmar Ratio Rank
ROCK-B.CO Martin Ratio Rank: 1414
Martin Ratio Rank

ABBNY
ABBNY Risk / Return Rank: 8989
Overall Rank
ABBNY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABBNY Sortino Ratio Rank: 8787
Sortino Ratio Rank
ABBNY Omega Ratio Rank: 8686
Omega Ratio Rank
ABBNY Calmar Ratio Rank: 9090
Calmar Ratio Rank
ABBNY Martin Ratio Rank: 9393
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.

ROCK-B.CO vs. ABBNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockwool A/S (ROCK-B.CO) and ABB Ltd (ABBNY). 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.


ROCK-B.COABBNYDifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-3.90

Omega ratioGain probability vs. loss probability

0.85

1.36

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.77

4.52

-5.29

Martin ratioReturn relative to average drawdown

-1.25

15.29

-16.54

ROCK-B.CO vs. ABBNY - Sharpe Ratio Comparison

The current ROCK-B.CO Sharpe Ratio is -0.88, which is lower than the ABBNY Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ROCK-B.CO and ABBNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ROCK-B.CO vs. ABBNY - Drawdown Comparison

The maximum ROCK-B.CO drawdown since its inception was -84.90%, which is greater than ABBNY's maximum drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for ROCK-B.CO and ABBNY.


Loading charts...

Drawdown Indicators


ROCK-B.COABBNYDifference

Max Drawdown

Largest peak-to-trough decline

-84.90%

-65.96%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-42.98%

-13.09%

-29.89%

Max Drawdown (3Y)

Largest decline over 3 years

-47.63%

-23.44%

-24.19%

Max Drawdown (5Y)

Largest decline over 5 years

-59.41%

-26.58%

-32.83%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

-39.52%

-19.89%

Current Drawdown

Current decline from peak

-38.54%

-8.83%

-29.71%

Average Drawdown

Average peak-to-trough decline

-24.02%

-13.86%

-10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.34%

3.86%

+22.48%

Volatility

ROCK-B.CO vs. ABBNY - Volatility Comparison

The current volatility for Rockwool A/S (ROCK-B.CO) is 10.01%, while ABB Ltd (ABBNY) has a volatility of 11.24%. This indicates that ROCK-B.CO experiences smaller price fluctuations and is considered to be less risky than ABBNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ROCK-B.COABBNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

11.24%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

28.38%

25.66%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

37.87%

29.27%

+8.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.79%

24.75%

+20.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.08%

24.54%

+17.54%

Dividends

ROCK-B.CO vs. ABBNY - Dividend Comparison

ROCK-B.CO's dividend yield for the trailing twelve months is around 2.17%, more than ABBNY's 1.22% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBNY
ABB Ltd
1.22%1.39%1.79%2.07%2.88%2.29%2.77%3.31%4.35%2.84%3.47%4.21%
ROCK-B.CO
Rockwool A/S
2.17%27.95%16.85%17.71%21.43%11.19%14.05%18.95%14.18%10.69%9.23%11.66%

Financials

ROCK-B.CO vs. ABBNY - Financials Comparison

This section allows you to compare key financial metrics between Rockwool A/S and ABB Ltd. 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


Please note, different currencies. ROCK-B.CO values in DKK, ABBNY values in USD

Frequently Asked Questions


ROCK-B.CO and ABBNY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ROCK-B.CO and ABBNY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer