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VWDRY vs. MAERSK-B.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

VWDRY vs. MAERSK-B.CO

Last updated Apr 3, 2026

Compare and contrast key facts about Vestas Wind Systems A/S (VWDRY) and A.P. Møller - Mærsk A/S (MAERSK-B.CO).

Performance

VWDRY vs. MAERSK-B.CO - Performance Comparison

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

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VWDRY vs. MAERSK-B.CO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VWDRY
Vestas Wind Systems A/S		4.92%99.19%-56.82%9.27%-5.43%-34.72%134.29%34.77%10.56%9.29%
MAERSK-B.CO
A.P. Møller - Mærsk A/S		10.87%52.35%1.57%12.93%-29.32%63.35%61.04%34.12%-26.72%11.19%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VWDRY achieves a 4.92% return, which is significantly lower than MAERSK-B.CO's 10.87% return. Over the past 10 years, VWDRY has underperformed MAERSK-B.CO with an annualized return of 7.92%, while MAERSK-B.CO has yielded a comparatively higher 17.65% annualized return.

VWDRY

1D
-1.26%
1M
15.74%
YTD
4.92%
6M
41.50%
1Y
105.81%
3Y*
-1.21%
5Y*
-7.36%
10Y*
7.92%

MAERSK-B.CO

1D
-0.08%
1M
-5.36%
YTD
10.87%
6M
29.05%
1Y
48.21%
3Y*
19.49%
5Y*
16.06%
10Y*
17.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vestas Wind Systems A/S

A.P. Møller - Mærsk A/S

Often compared with VWDRY:
VWDRY vs. DNNGYVWDRY vs. FBGRXVWDRY vs. RWE.DEVWDRY vs. ^GSPCVWDRY vs. IVVVWDRY vs. NEEVWDRY vs. SPY
Often compared with MAERSK-B.CO:
MAERSK-B.CO vs. SBMAERSK-B.CO vs. DSV.COMAERSK-B.CO vs. KHNGYMAERSK-B.CO vs. DANSKE.COMAERSK-B.CO vs. NVZMYMAERSK-B.CO vs. UPS

Return for Risk

VWDRY vs. MAERSK-B.CO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWDRY
VWDRY Risk / Return Rank: 9090
Overall Rank
VWDRY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWDRY Sortino Ratio Rank: 9090
Sortino Ratio Rank
VWDRY Omega Ratio Rank: 8787
Omega Ratio Rank
VWDRY Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWDRY Martin Ratio Rank: 8989
Martin Ratio Rank
MAERSK-B.CO
MAERSK-B.CO Risk / Return Rank: 6868
Overall Rank
MAERSK-B.CO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MAERSK-B.CO Sortino Ratio Rank: 6565
Sortino Ratio Rank
MAERSK-B.CO Omega Ratio Rank: 6464
Omega Ratio Rank
MAERSK-B.CO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MAERSK-B.CO Martin Ratio Rank: 7272
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.

VWDRY vs. MAERSK-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and A.P. Møller - Mærsk A/S (MAERSK-B.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.

VWDRYMAERSK-B.CODifference

Sharpe ratio

Return per unit of total volatility

2.09

1.14

+0.95

Sortino ratio

Return per unit of downside risk

2.96

1.70

+1.26

Omega ratio

Gain probability vs. loss probability

1.37

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

4.74

1.85

+2.88

Martin ratio

Return relative to average drawdown

10.97

5.41

+5.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWDRY vs. MAERSK-B.CO - Sharpe Ratio Comparison

The current VWDRY Sharpe Ratio is 2.09, which is higher than the MAERSK-B.CO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VWDRY and MAERSK-B.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.

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Sharpe Ratios by Period

VWDRYMAERSK-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.14

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.39

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.45

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.20

-0.12

Correlation

The correlation between VWDRY and MAERSK-B.CO is 0.31, 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

VWDRY vs. MAERSK-B.CO - Dividend Comparison

VWDRY's dividend yield for the trailing twelve months is around 0.27%, less than MAERSK-B.CO's 3.00% yield.

TTM20252024202320222021202020192018201720162015
VWDRY
Vestas Wind Systems A/S		0.27%0.28%0.00%0.00%0.20%0.56%0.30%0.69%1.28%3.28%1.66%0.77%
MAERSK-B.CO
A.P. Møller - Mærsk A/S		3.00%7.65%4.33%36.81%16.63%1.46%1.15%1.62%2.18%1.65%3.17%26.18%

Drawdowns

VWDRY vs. MAERSK-B.CO - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -96.49%, which is greater than MAERSK-B.CO's maximum drawdown of -72.93%. Use the drawdown chart below to compare losses from any high point for VWDRY and MAERSK-B.CO.

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Drawdown Indicators

VWDRYMAERSK-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-96.49%

-69.40%

-27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-18.09%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-73.22%

-43.52%

-29.70%

Max Drawdown (10Y)

Largest decline over 10 years

-76.67%

-57.49%

-19.18%

Current Drawdown

Current decline from peak

-44.91%

-11.53%

-33.38%

Average Drawdown

Average peak-to-trough decline

-45.92%

-23.04%

-22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

8.67%

+1.18%

Volatility

VWDRY vs. MAERSK-B.CO - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 13.02% compared to A.P. Møller - Mærsk A/S (MAERSK-B.CO) at 11.29%. This indicates that VWDRY's price experiences larger fluctuations and is considered to be riskier than MAERSK-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VWDRYMAERSK-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.02%

11.29%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

30.90%

25.68%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

50.91%

41.36%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.98%

41.80%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.79%

39.83%

+2.96%

Financials

VWDRY vs. MAERSK-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Vestas Wind Systems A/S and A.P. Møller - Mærsk A/S. 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. VWDRY values in USD, MAERSK-B.CO values in DKK