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Novartis AG (0QLR.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCH0012005267
SectorHealthcare
IndustryDrug Manufacturers - General

Highlights

Market Cap£195.43B
Year Range£79.33 - £95.40

Share Price Chart


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Compare to other instruments

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


Novartis AG

Popular comparisons: 0QLR.L vs. LLY, 0QLR.L vs. NVO

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Novartis AG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%2024FebruaryMarchAprilMayJune
60.02%
480.65%
0QLR.L (Novartis AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Novartis AG had a return of 13.30% year-to-date (YTD) and 11.46% in the last 12 months. Over the past 10 years, Novartis AG had an annualized return of 4.02%, while the S&P 500 had an annualized return of 10.79%, indicating that Novartis AG did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.30%14.22%
1 month3.67%2.70%
6 months12.65%14.58%
1 year11.46%25.29%
5 years (annualized)3.15%13.38%
10 years (annualized)4.02%10.79%

Monthly Returns

The table below presents the monthly returns of 0QLR.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.50%-0.38%-3.05%2.68%3.66%13.30%
2023-2.01%-3.10%4.67%8.73%-4.26%3.23%1.20%-1.94%5.38%-5.16%0.35%-0.63%5.62%
2022-1.22%1.34%1.30%6.07%0.38%-6.57%2.16%-4.52%-4.55%7.21%3.30%0.77%4.81%
2021-5.05%-3.00%1.60%5.96%-0.98%1.53%-9.37%-1.56%-3.07%9.74%-5.42%
20200.05%-10.81%-3.98%6.29%-0.31%1.88%-7.50%
20192.93%5.34%5.21%-1.78%3.47%3.54%2.52%-2.61%-2.48%6.43%-0.38%23.92%
20181.82%-5.18%-2.32%-1.98%-3.25%1.74%10.66%-3.44%5.00%4.42%3.21%-7.61%1.67%
2017-1.69%7.56%-4.56%2.54%3.72%0.51%2.85%-1.43%2.36%-0.75%2.43%-1.78%11.78%
2016-10.03%-9.20%-2.03%4.80%8.27%1.33%0.00%-3.74%-1.29%-7.21%-0.71%5.34%-15.15%
2015-1.62%7.55%-1.46%0.42%0.46%-4.74%8.55%-6.78%-4.65%0.62%-1.34%-1.41%-5.39%
20140.00%72.16%1.40%5.59%0.03%-0.72%2.95%9.92%-1.22%4.88%-1.34%111.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0QLR.L is 74, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0QLR.L is 7474
0QLR.L (Novartis AG)
The Sharpe Ratio Rank of 0QLR.L is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of 0QLR.L is 7171Sortino Ratio Rank
The Omega Ratio Rank of 0QLR.L is 6666Omega Ratio Rank
The Calmar Ratio Rank of 0QLR.L is 8484Calmar Ratio Rank
The Martin Ratio Rank of 0QLR.L is 7474Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Novartis AG (0QLR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0QLR.L
Sharpe ratio
The chart of Sharpe ratio for 0QLR.L, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.000.83
Sortino ratio
The chart of Sortino ratio for 0QLR.L, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.36
Omega ratio
The chart of Omega ratio for 0QLR.L, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for 0QLR.L, currently valued at 1.12, compared to the broader market0.002.004.006.001.12
Martin ratio
The chart of Martin ratio for 0QLR.L, currently valued at 2.83, compared to the broader market-10.000.0010.0020.002.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market-2.00-1.000.001.002.003.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market-10.000.0010.0020.008.08

Sharpe Ratio

The current Novartis AG Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Novartis AG with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
0.83
2.02
0QLR.L (Novartis AG)
Benchmark (^GSPC)

Dividends

Dividend History

Novartis AG granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £0.03 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend£0.03£0.03£0.03£0.03£0.03£0.02£0.02£0.02£0.02£0.02£0.02

Dividend yield

0.03%0.04%0.04%0.04%0.03%0.03%0.03%0.03%0.04%0.03%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Novartis AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.03£0.00£0.00£0.00£0.03
2023£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03
2022£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03
2021£0.03£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03
2020£0.00£0.00£0.03£0.00£0.00£0.00£0.03
2019£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2018£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2017£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2016£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2015£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2014£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
Novartis AG has a dividend yield of 0.03%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%0.5%
Novartis AG has a payout ratio of 0.51%, which is below the market average. This means Novartis AG returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune0
-0.14%
0QLR.L (Novartis AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Novartis AG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Novartis AG was 48.98%, occurring on Mar 4, 2009. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Oct 26, 2006537Mar 4, 200993May 2, 2014630
-33.44%Jul 21, 2015325Nov 4, 2016648Jun 18, 2019973
-27.88%Feb 17, 202019Mar 12, 2020772Jan 9, 2024791
-15.66%Jan 14, 20157Jan 22, 201541Mar 20, 201548
-13.33%Apr 11, 200635Jun 16, 200666Oct 19, 2006101

Volatility

Volatility Chart

The current Novartis AG volatility is 3.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.96%
2.85%
0QLR.L (Novartis AG)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Novartis AG over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items