ZEAL.CO vs. GMAB
ZEAL.CO (Zealand Pharma A/S) and GMAB (Genmab A/S) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, ZEAL.CO returned 11.09%/yr vs 2.55%/yr for GMAB. At a 0.21 correlation, their price movements are largely independent.
Performance
ZEAL.CO vs. GMAB - Performance Comparison
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Different Trading Currencies
ZEAL.CO is traded in DKK, while GMAB is traded in USD. To make them comparable, the GMAB values have been converted to DKK using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZEAL.CO achieves a -30.04% return, which is significantly lower than GMAB's -16.71% return. Over the past 10 years, ZEAL.CO has outperformed GMAB with an annualized return of 11.09%, while GMAB has yielded a comparatively lower 2.55% annualized return.
ZEAL.CO
- 1D
- 9.02%
- 1M
- 3.52%
- YTD
- -30.04%
- 6M
- -35.77%
- 1Y
- -29.98%
- 3Y*
- 8.62%
- 5Y*
- 11.95%
- 10Y*
- 11.09%
GMAB
- 1D
- 2.48%
- 1M
- -8.04%
- YTD
- -16.71%
- 6M
- -19.87%
- 1Y
- 14.75%
- 3Y*
- -15.75%
- 5Y*
- -8.21%
- 10Y*
- 2.55%
ZEAL.CO vs. GMAB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZEAL.CO Zealand Pharma A/S | -30.04% | -34.81% | 91.72% | 85.30% | 38.80% | -34.22% | -6.29% | 185.68% | -3.06% | -20.19% |
GMAB Genmab A/S | -16.71% | 30.29% | -30.10% | -26.94% | 13.81% | 4.43% | 66.42% | 38.71% | 4.31% | -12.24% |
Correlation
The correlation between ZEAL.CO and GMAB is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2010 | 0.22 |
The correlation between ZEAL.CO and GMAB shifts across timeframes, from 0.20 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ZEAL.CO vs. GMAB — Risk / Return Rank
ZEAL.CO
GMAB
ZEAL.CO vs. GMAB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zealand Pharma A/S (ZEAL.CO) and Genmab A/S (GMAB). 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.
| ZEAL.CO | GMAB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.10 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.46 | -0.99 |
| Martin ratioReturn relative to average drawdown | -1.08 | 1.03 | -2.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZEAL.CO | GMAB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.44 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.25 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.07 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.30 | -0.10 |
Drawdowns
ZEAL.CO vs. GMAB - Drawdown Comparison
The maximum ZEAL.CO drawdown since its inception was -75.53%, smaller than the maximum GMAB drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for ZEAL.CO and GMAB.
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Drawdown Indicators
| ZEAL.CO | GMAB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.53% | -84.57% | +9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -56.96% | -32.41% | -24.55% |
Max Drawdown (3Y)Largest decline over 3 years | -75.38% | -57.99% | -17.39% |
Max Drawdown (5Y)Largest decline over 5 years | -75.38% | -63.90% | -11.48% |
Max Drawdown (10Y)Largest decline over 10 years | -75.53% | -63.90% | -11.63% |
Current DrawdownCurrent decline from peak | -65.80% | -50.94% | -14.86% |
Average DrawdownAverage peak-to-trough decline | -29.91% | -29.99% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.90% | 14.28% | +13.62% |
Volatility
ZEAL.CO vs. GMAB - Volatility Comparison
Zealand Pharma A/S (ZEAL.CO) has a higher volatility of 18.61% compared to Genmab A/S (GMAB) at 12.60%. This indicates that ZEAL.CO's price experiences larger fluctuations and is considered to be riskier than GMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZEAL.CO | GMAB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.61% | 12.60% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 57.20% | 24.68% | +32.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.72% | 33.53% | +31.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.52% | 32.58% | +27.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.29% | 34.66% | +17.63% |
Dividends
ZEAL.CO vs. GMAB - Dividend Comparison
Neither ZEAL.CO nor GMAB has paid dividends to shareholders.
Financials
ZEAL.CO vs. GMAB - Financials Comparison
This section allows you to compare key financial metrics between Zealand Pharma A/S and Genmab 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ZEAL.CO and GMAB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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