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VWS.CO vs. NDX1.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VWS.CO and NDX1.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

VWS.CO vs. NDX1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWS.CO) and Nordex SE (NDX1.DE). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-40.84%
-21.90%
VWS.CO
NDX1.DE

Key characteristics

Sharpe Ratio

VWS.CO:

-1.13

NDX1.DE:

0.50

Sortino Ratio

VWS.CO:

-1.66

NDX1.DE:

0.96

Omega Ratio

VWS.CO:

0.79

NDX1.DE:

1.11

Calmar Ratio

VWS.CO:

-0.69

NDX1.DE:

0.22

Martin Ratio

VWS.CO:

-1.52

NDX1.DE:

1.24

Ulcer Index

VWS.CO:

31.68%

NDX1.DE:

15.84%

Daily Std Dev

VWS.CO:

42.62%

NDX1.DE:

39.05%

Max Drawdown

VWS.CO:

-96.52%

NDX1.DE:

-98.49%

Current Drawdown

VWS.CO:

-68.56%

NDX1.DE:

-87.02%

Fundamentals

Market Cap

VWS.CO:

DKK 97.64B

NDX1.DE:

€2.73B

EPS

VWS.CO:

DKK 3.66

NDX1.DE:

-€0.04

PEG Ratio

VWS.CO:

0.11

NDX1.DE:

0.00

Total Revenue (TTM)

VWS.CO:

DKK 17.30B

NDX1.DE:

€3.43B

Gross Profit (TTM)

VWS.CO:

DKK 2.06B

NDX1.DE:

€242.00M

EBITDA (TTM)

VWS.CO:

DKK 180.00M

NDX1.DE:

€122.06M

Returns By Period

In the year-to-date period, VWS.CO achieves a -0.31% return, which is significantly lower than NDX1.DE's 2.22% return. Over the past 10 years, VWS.CO has outperformed NDX1.DE with an annualized return of 6.02%, while NDX1.DE has yielded a comparatively lower -3.14% annualized return.


VWS.CO

YTD

-0.31%

1M

2.69%

6M

-36.40%

1Y

-46.95%

5Y*

-7.41%

10Y*

6.02%

NDX1.DE

YTD

2.22%

1M

-4.56%

6M

-15.48%

1Y

16.13%

5Y*

2.02%

10Y*

-3.14%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VWS.CO vs. NDX1.DE — Risk-Adjusted Performance Rank

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

VWS.CO
The Risk-Adjusted Performance Rank of VWS.CO is 55
Overall Rank
The Sharpe Ratio Rank of VWS.CO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of VWS.CO is 44
Sortino Ratio Rank
The Omega Ratio Rank of VWS.CO is 55
Omega Ratio Rank
The Calmar Ratio Rank of VWS.CO is 99
Calmar Ratio Rank
The Martin Ratio Rank of VWS.CO is 55
Martin Ratio Rank

NDX1.DE
The Risk-Adjusted Performance Rank of NDX1.DE is 5959
Overall Rank
The Sharpe Ratio Rank of NDX1.DE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NDX1.DE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NDX1.DE is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NDX1.DE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of NDX1.DE is 6060
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.

VWS.CO vs. NDX1.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWS.CO) and Nordex SE (NDX1.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for VWS.CO, currently valued at -1.08, compared to the broader market-2.000.002.00-1.080.47
The chart of Sortino ratio for VWS.CO, currently valued at -1.53, compared to the broader market-4.00-2.000.002.004.006.00-1.530.91
The chart of Omega ratio for VWS.CO, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.11
The chart of Calmar ratio for VWS.CO, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.620.24
The chart of Martin ratio for VWS.CO, currently valued at -1.44, compared to the broader market-10.000.0010.0020.0030.00-1.441.05
VWS.CO
NDX1.DE

The current VWS.CO Sharpe Ratio is -1.13, which is lower than the NDX1.DE Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VWS.CO and NDX1.DE, 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-1.50-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-1.08
0.47
VWS.CO
NDX1.DE

Dividends

VWS.CO vs. NDX1.DE - Dividend Comparison

Neither VWS.CO nor NDX1.DE has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
VWS.CO
Vestas Wind Systems A/S
0.00%0.00%0.00%0.18%0.84%0.55%1.11%1.88%2.26%1.49%0.81%
NDX1.DE
Nordex SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VWS.CO vs. NDX1.DE - Drawdown Comparison

The maximum VWS.CO drawdown since its inception was -96.52%, roughly equal to the maximum NDX1.DE drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for VWS.CO and NDX1.DE. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-73.18%
-75.56%
VWS.CO
NDX1.DE

Volatility

VWS.CO vs. NDX1.DE - Volatility Comparison

Vestas Wind Systems A/S (VWS.CO) has a higher volatility of 13.27% compared to Nordex SE (NDX1.DE) at 10.69%. This indicates that VWS.CO's price experiences larger fluctuations and is considered to be riskier than NDX1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
13.27%
10.69%
VWS.CO
NDX1.DE

Financials

VWS.CO vs. NDX1.DE - Financials Comparison

This section allows you to compare key financial metrics between Vestas Wind Systems A/S and Nordex SE. 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. VWS.CO values in DKK, NDX1.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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