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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£83.10 - £102.72

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.


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

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%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.92%
11.44%
0QLR.L (Novartis AG)
Benchmark (^GSPC)

Returns By Period

Novartis AG had a return of 10.63% year-to-date (YTD) and 11.44% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.63%25.82%
1 month-5.28%3.20%
6 months0.92%14.94%
1 year11.44%35.92%
5 years (annualized)N/A14.22%
10 years (annualized)N/A11.43%

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%3.82%2.66%3.77%-4.69%-3.94%10.63%
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%
20214.41%-3.00%1.60%5.96%-0.98%1.53%-9.37%-1.56%-3.07%9.74%4.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0QLR.L is 61, 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 6161
Combined Rank
The Sharpe Ratio Rank of 0QLR.L is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of 0QLR.L is 5353Sortino Ratio Rank
The Omega Ratio Rank of 0QLR.L is 5252Omega Ratio Rank
The Calmar Ratio Rank of 0QLR.L is 7676Calmar Ratio Rank
The Martin Ratio Rank of 0QLR.L is 6363Martin 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 0.70, compared to the broader market-4.00-2.000.002.004.000.70
Sortino ratio
The chart of Sortino ratio for 0QLR.L, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for 0QLR.L, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for 0QLR.L, currently valued at 1.10, compared to the broader market0.002.004.006.001.10
Martin ratio
The chart of Martin ratio for 0QLR.L, currently valued at 2.68, compared to the broader market0.0010.0020.0030.002.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market-4.00-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.002.004.006.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0010.0020.0030.0020.05

Sharpe Ratio

The current Novartis AG Sharpe ratio is 0.70. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.70
2.24
0QLR.L (Novartis AG)
Benchmark (^GSPC)

Dividends

Dividend History

Novartis AG provided a 0.00% dividend yield over the last twelve months, with an annual payout of £0.00 per share. The company has been increasing its dividends for 9 consecutive years.


0.00%£0.00£0.00£0.00£0.00£0.00£0.00£0.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2020£0.00£0.00
2019£0.00£0.00
2018£0.00£0.00
2017£0.00£0.00
2016£0.00£0.00
2015£0.00£0.00
2014£0.00£0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.63%
0
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 15.80%, occurring on Sep 26, 2022. Recovery took 140 trading sessions.

The current Novartis AG drawdown is 8.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.8%May 27, 202281Sep 26, 2022140Apr 17, 2023221
-15.47%Aug 18, 202174Nov 30, 202189Apr 8, 2022163
-10.36%Jan 23, 202461Apr 18, 202434Jun 7, 202495
-9.04%Sep 2, 202450Nov 8, 2024
-8.96%May 10, 202348Jul 17, 202351Sep 28, 202399

Volatility

Volatility Chart

The current Novartis AG volatility is 5.50%, 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.50%
3.92%
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

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Novartis AG.


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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