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VWDRY vs. DNNGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VWDRY and DNNGY is 0.21, 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.


Performance

VWDRY vs. DNNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWDRY) and Orsted A/S ADR (DNNGY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-8.22%
-92.13%
VWDRY
DNNGY

Key characteristics

Sharpe Ratio

VWDRY:

-0.95

DNNGY:

-0.94

Sortino Ratio

VWDRY:

-1.27

DNNGY:

-1.26

Omega Ratio

VWDRY:

0.84

DNNGY:

0.84

Calmar Ratio

VWDRY:

-0.59

DNNGY:

-0.43

Martin Ratio

VWDRY:

-1.12

DNNGY:

-1.62

Ulcer Index

VWDRY:

40.22%

DNNGY:

24.48%

Daily Std Dev

VWDRY:

48.87%

DNNGY:

42.48%

Max Drawdown

VWDRY:

-97.29%

DNNGY:

-92.56%

Current Drawdown

VWDRY:

-71.30%

DNNGY:

-92.13%

Fundamentals

Market Cap

VWDRY:

$13.43B

DNNGY:

$15.90B

EPS

VWDRY:

$0.18

DNNGY:

$0.14

PE Ratio

VWDRY:

24.39

DNNGY:

89.50

PEG Ratio

VWDRY:

0.11

DNNGY:

1.88

PS Ratio

VWDRY:

0.78

DNNGY:

0.22

PB Ratio

VWDRY:

3.33

DNNGY:

1.20

Total Revenue (TTM)

VWDRY:

$18.08B

DNNGY:

$61.68B

Gross Profit (TTM)

VWDRY:

$2.17B

DNNGY:

$19.10B

EBITDA (TTM)

VWDRY:

$967.00M

DNNGY:

$12.92B

Returns By Period

In the year-to-date period, VWDRY achieves a 8.61% return, which is significantly higher than DNNGY's -16.08% return.


VWDRY

YTD

8.61%

1M

16.87%

6M

-1.00%

1Y

-46.34%

5Y*

-3.03%

10Y*

4.77%

DNNGY

YTD

-16.08%

1M

-5.08%

6M

-30.66%

1Y

-39.82%

5Y*

-17.24%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VWDRY vs. DNNGY — Risk-Adjusted Performance Rank

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

VWDRY
The Risk-Adjusted Performance Rank of VWDRY is 1313
Overall Rank
The Sharpe Ratio Rank of VWDRY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VWDRY is 99
Sortino Ratio Rank
The Omega Ratio Rank of VWDRY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VWDRY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VWDRY is 2323
Martin Ratio Rank

DNNGY
The Risk-Adjusted Performance Rank of DNNGY is 1111
Overall Rank
The Sharpe Ratio Rank of DNNGY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of DNNGY is 99
Sortino Ratio Rank
The Omega Ratio Rank of DNNGY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DNNGY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DNNGY is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWDRY vs. DNNGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and Orsted A/S ADR (DNNGY). 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.


The current VWDRY Sharpe Ratio is -0.95, which is comparable to the DNNGY Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of VWDRY and DNNGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.95
-0.94
VWDRY
DNNGY

Dividends

VWDRY vs. DNNGY - Dividend Comparison

VWDRY's dividend yield for the trailing twelve months is around 0.57%, while DNNGY has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
VWDRY
Vestas Wind Systems A/S
0.57%0.00%0.00%0.19%0.89%0.49%1.11%1.27%1.24%0.99%0.54%
DNNGY
Orsted A/S ADR
0.00%0.00%3.56%2.01%1.46%0.76%1.43%2.24%0.00%0.00%0.00%

Drawdowns

VWDRY vs. DNNGY - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -97.29%, which is greater than DNNGY's maximum drawdown of -92.56%. Use the drawdown chart below to compare losses from any high point for VWDRY and DNNGY. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%December2025FebruaryMarchAprilMay
-71.30%
-92.13%
VWDRY
DNNGY

Volatility

VWDRY vs. DNNGY - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 15.38% compared to Orsted A/S ADR (DNNGY) at 12.22%. This indicates that VWDRY's price experiences larger fluctuations and is considered to be riskier than DNNGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
15.38%
12.22%
VWDRY
DNNGY

Financials

VWDRY vs. DNNGY - Financials Comparison

This section allows you to compare key financial metrics between Vestas Wind Systems A/S and Orsted A/S ADR. 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


0.0010.00B20.00B30.00B40.00B20212022202320242025
3.47B
18.40B
(VWDRY) Total Revenue
(DNNGY) Total Revenue
Values in USD except per share items

VWDRY vs. DNNGY - Profitability Comparison

The chart below illustrates the profitability comparison between Vestas Wind Systems A/S and Orsted A/S ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20212022202320242025
10.4%
45.6%
(VWDRY) Gross Margin
(DNNGY) Gross Margin
VWDRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vestas Wind Systems A/S reported a gross profit of 359.00M and revenue of 3.47B. Therefore, the gross margin over that period was 10.4%.

DNNGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Orsted A/S ADR reported a gross profit of 8.39B and revenue of 18.40B. Therefore, the gross margin over that period was 45.6%.

VWDRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vestas Wind Systems A/S reported an operating income of 14.00M and revenue of 3.47B, resulting in an operating margin of 0.4%.

DNNGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Orsted A/S ADR reported an operating income of 6.03B and revenue of 18.40B, resulting in an operating margin of 32.8%.

VWDRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vestas Wind Systems A/S reported a net income of 5.00M and revenue of 3.47B, resulting in a net margin of 0.1%.

DNNGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Orsted A/S ADR reported a net income of 4.59B and revenue of 18.40B, resulting in a net margin of 25.0%.