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ZEAL.CO vs. VWS.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ZEAL.CO vs. VWS.CO - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
ZEAL.CO
Zealand Pharma A/S
-36.11%-34.81%91.72%85.30%38.80%-34.22%-6.29%185.68%-3.06%-20.19%
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%

Returns By Period

In the year-to-date period, ZEAL.CO achieves a -36.11% return, which is significantly lower than VWS.CO's 7.53% return. Over the past 10 years, ZEAL.CO has outperformed VWS.CO with an annualized return of 8.57%, while VWS.CO has yielded a comparatively lower 8.12% annualized return.


ZEAL.CO

1D
1.02%
1M
-18.87%
YTD
-36.11%
6M
-39.80%
1Y
-36.02%
3Y*
11.53%
5Y*
8.24%
10Y*
8.57%

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

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Return for Risk

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

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

ZEAL.CO
ZEAL.CO Risk / Return Rank: 1515
Overall Rank
ZEAL.CO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ZEAL.CO Sortino Ratio Rank: 2020
Sortino Ratio Rank
ZEAL.CO Omega Ratio Rank: 1919
Omega Ratio Rank
ZEAL.CO Calmar Ratio Rank: 1313
Calmar Ratio Rank
ZEAL.CO Martin Ratio Rank: 55
Martin Ratio Rank

VWS.CO
VWS.CO Risk / Return Rank: 8787
Overall Rank
VWS.CO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VWS.CO Sortino Ratio Rank: 8989
Sortino Ratio Rank
VWS.CO Omega Ratio Rank: 8585
Omega Ratio Rank
VWS.CO Calmar Ratio Rank: 8989
Calmar Ratio Rank
VWS.CO Martin Ratio Rank: 8585
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.

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

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


ZEAL.COVWS.CODifference

Sharpe ratio

Return per unit of total volatility

-0.55

1.92

-2.48

Sortino ratio

Return per unit of downside risk

-0.40

2.75

-3.15

Omega ratio

Gain probability vs. loss probability

0.94

1.34

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.77

3.76

-4.53

Martin ratio

Return relative to average drawdown

-1.65

8.28

-9.93

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

The current ZEAL.CO Sharpe Ratio is -0.55, which is lower than the VWS.CO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ZEAL.CO and VWS.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


ZEAL.COVWS.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

1.92

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.13

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.20

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.28

-0.09

Correlation

The correlation between ZEAL.CO and VWS.CO is 0.23, 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

ZEAL.CO vs. VWS.CO - Dividend Comparison

ZEAL.CO has not paid dividends to shareholders, while VWS.CO's dividend yield for the trailing twelve months is around 0.29%.


TTM20252024202320222021202020192018201720162015
ZEAL.CO
Zealand Pharma A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

ZEAL.CO vs. VWS.CO - Drawdown Comparison

The maximum ZEAL.CO drawdown since its inception was -75.53%, smaller than the maximum VWS.CO drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for ZEAL.CO and VWS.CO.


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Drawdown Indicators


ZEAL.COVWS.CODifference

Max Drawdown

Largest peak-to-trough decline

-75.53%

-96.52%

+20.99%

Max Drawdown (1Y)

Largest decline over 1 year

-56.96%

-22.13%

-34.83%

Max Drawdown (5Y)

Largest decline over 5 years

-75.38%

-70.13%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-75.53%

-73.04%

-2.49%

Current Drawdown

Current decline from peak

-68.76%

-39.36%

-29.40%

Average Drawdown

Average peak-to-trough decline

-29.52%

-45.84%

+16.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.76%

10.06%

+16.70%

Volatility

ZEAL.CO vs. VWS.CO - Volatility Comparison

Zealand Pharma A/S (ZEAL.CO) has a higher volatility of 48.77% compared to Vestas Wind Systems A/S (VWS.CO) at 11.40%. This indicates that ZEAL.CO's price experiences larger fluctuations and is considered to be riskier than VWS.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEAL.COVWS.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

48.77%

11.40%

+37.37%

Volatility (6M)

Calculated over the trailing 6-month period

58.53%

30.82%

+27.71%

Volatility (1Y)

Calculated over the trailing 1-year period

66.35%

50.95%

+15.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.85%

47.58%

+12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.09%

41.85%

+10.24%

Financials

ZEAL.CO vs. VWS.CO - Financials Comparison

This section allows you to compare key financial metrics between Zealand Pharma A/S and Vestas Wind Systems 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


Values in DKK except per share items