VWS.CO vs. DSV.CO

Last updated Apr 2, 2026

Compare and contrast key facts about Vestas Wind Systems A/S (VWS.CO) and DSV A/S (DSV.CO).

Performance

VWS.CO vs. DSV.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Vestas Wind Systems A/S (VWS.CO) and DSV A/S (DSV.CO). The values are adjusted to include any dividend payments, if applicable.

VWS.CO vs. DSV.CO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWS.CO Vestas Wind Systems A/S	7.53%	77.90%	-54.23%	6.04%	1.22%	-30.06%	116.72%	38.53%	17.20%	-4.97%
DSV.CO DSV A/S	-1.98%	6.12%	29.83%	8.68%	-27.92%	50.27%	33.43%	79.60%	-11.79%	56.32%

Returns By Period

In the year-to-date period, VWS.CO achieves a 7.53% return, which is significantly higher than DSV.CO's -1.98% return. Over the past 10 years, VWS.CO has underperformed DSV.CO with an annualized return of 8.12%, while DSV.CO has yielded a comparatively higher 19.69% annualized return.

VWS.CO

• 1D: -1.95%
• 1M: 15.66%
• YTD: 7.53%
• 6M: 45.72%
• 1Y: 96.37%
• 3Y*: -1.94%
• 5Y*: -6.19%
• 10Y*: 8.12%

DSV.CO

• 1D: 2.94%
• 1M: -3.51%
• YTD: -1.98%
• 6M: 23.33%
• 1Y: 16.31%
• 3Y*: 6.47%
• 5Y*: 5.36%
• 10Y*: 19.69%

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

Return for Risk

VWS.CO vs. DSV.CO — Risk / Return Rank

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

VWS.CO

VWS.CO Risk / Return Rank: 87
VWS.CO Sharpe Ratio Rank: 89
VWS.CO Sortino Ratio Rank: 89
VWS.CO Omega Ratio Rank: 85
VWS.CO Calmar Ratio Rank: 89
VWS.CO Martin Ratio Rank: 85

DSV.CO

DSV.CO Risk / Return Rank: 55
DSV.CO Sharpe Ratio Rank: 58
DSV.CO Sortino Ratio Rank: 51
DSV.CO Omega Ratio Rank: 52
DSV.CO Calmar Ratio Rank: 58
DSV.CO Martin Ratio Rank: 56

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.

VWS.CO vs. DSV.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWS.CO) and DSV A/S (DSV.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.

	VWS.CO	DSV.CO	Difference
Sharpe ratio Return per unit of total volatility	1.92	0.47	+1.45
Sortino ratio Return per unit of downside risk	2.75	0.89	+1.87
Omega ratio Gain probability vs. loss probability	1.34	1.12	+0.22
Calmar ratio Return relative to maximum drawdown	3.76	0.78	+2.99
Martin ratio Return relative to average drawdown	8.28	1.52	+6.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWS.CO vs. DSV.CO - Sharpe Ratio Comparison

The current VWS.CO Sharpe Ratio is 1.92, which is higher than the DSV.CO Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VWS.CO and DSV.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.

Sharpe Ratios by Period

	VWS.CO	DSV.CO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	0.47	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.18	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.70	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.88	-0.61

Correlation

The correlation between VWS.CO and DSV.CO is 0.34, 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

VWS.CO vs. DSV.CO - Dividend Comparison

VWS.CO's dividend yield for the trailing twelve months is around 0.29%, less than DSV.CO's 0.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWS.CO Vestas Wind Systems A/S	0.29%	0.32%	0.00%	0.00%	0.18%	0.84%	0.55%	1.11%	1.88%	2.26%	1.49%	0.81%
DSV.CO DSV A/S	0.44%	0.43%	0.46%	0.55%	0.50%	0.26%	0.25%	0.29%	0.47%	0.37%	0.54%	0.59%

Drawdowns

VWS.CO vs. DSV.CO - Drawdown Comparison

The maximum VWS.CO drawdown since its inception was -96.52%, which is greater than DSV.CO's maximum drawdown of -73.37%. Use the drawdown chart below to compare losses from any high point for VWS.CO and DSV.CO.

Drawdown Indicators

	VWS.CO	DSV.CO	Difference
Max Drawdown Largest peak-to-trough decline	-96.52%	-73.37%	-23.15%
Max Drawdown (1Y) Largest decline over 1 year	-22.13%	-22.33%	+0.20%
Max Drawdown (5Y) Largest decline over 5 years	-70.13%	-48.05%	-22.08%
Max Drawdown (10Y) Largest decline over 10 years	-73.04%	-48.05%	-24.99%
Current Drawdown Current decline from peak	-39.36%	-16.79%	-22.57%
Average Drawdown Average peak-to-trough decline	-45.84%	-13.16%	-32.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.06%	11.45%	-1.39%

Volatility

VWS.CO vs. DSV.CO - Volatility Comparison

Vestas Wind Systems A/S (VWS.CO) has a higher volatility of 11.40% compared to DSV A/S (DSV.CO) at 9.90%. This indicates that VWS.CO's price experiences larger fluctuations and is considered to be riskier than DSV.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWS.CO	DSV.CO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.40%	9.90%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	30.82%	22.61%	+8.21%
Volatility (1Y) Calculated over the trailing 1-year period	50.95%	34.87%	+16.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.58%	30.32%	+17.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.85%	28.53%	+13.32%

Financials