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0728.HK vs. NOVO-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

0728.HK vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Telecom (0728.HK) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0728.HK is traded in HKD, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0728.HK achieves a -7.06% return, which is significantly higher than NOVO-B.CO's -9.52% return. Over the past 10 years, 0728.HK has underperformed NOVO-B.CO with an annualized return of 9.02%, while NOVO-B.CO has yielded a comparatively higher 17.75% annualized return.


0728.HK

1D
-2.00%
1M
-9.09%
YTD
-7.06%
6M
-11.34%
1Y
-9.67%
3Y*
13.49%
5Y*
22.31%
10Y*
9.02%

NOVO-B.CO

1D
1.52%
1M
-5.22%
YTD
-9.52%
6M
-8.35%
1Y
-41.94%
3Y*
6.84%
5Y*
19.64%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0728.HK vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0728.HK
China Telecom
-7.06%16.32%38.46%29.65%32.90%26.60%-29.60%-17.12%10.99%6.79%
NOVO-B.CO
Novo Nordisk A/S
-9.52%-39.43%-15.50%214.91%24.07%66.38%26.58%32.16%-10.45%60.04%

Correlation

The correlation between 0728.HK and NOVO-B.CO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.09

The correlation between 0728.HK and NOVO-B.CO shifts across timeframes, from -0.13 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

0728.HK vs. NOVO-B.CO — Risk / Return Rank

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

0728.HK
0728.HK Risk / Return Rank: 2424
Overall Rank
0728.HK Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
0728.HK Sortino Ratio Rank: 1919
Sortino Ratio Rank
0728.HK Omega Ratio Rank: 2121
Omega Ratio Rank
0728.HK Calmar Ratio Rank: 2828
Calmar Ratio Rank
0728.HK Martin Ratio Rank: 2828
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 1313
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 1212
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 1717
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.

0728.HK vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Telecom (0728.HK) and Novo Nordisk A/S (NOVO-B.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0728.HKNOVO-B.CODifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.94

0.88

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.78

+0.36

Martin ratioReturn relative to average drawdown

-0.76

-1.17

+0.41

0728.HK vs. NOVO-B.CO - Sharpe Ratio Comparison

The current 0728.HK Sharpe Ratio is -0.47, which is higher than the NOVO-B.CO Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of 0728.HK and NOVO-B.CO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0728.HK vs. NOVO-B.CO - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.89%, roughly equal to the maximum NOVO-B.CO drawdown of -74.88%. Use the drawdown chart below to compare losses from any high point for 0728.HK and NOVO-B.CO.


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Drawdown Indicators


0728.HKNOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-71.89%

-74.88%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-54.74%

+31.91%

Max Drawdown (3Y)

Largest decline over 3 years

-25.24%

-74.88%

+49.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-74.88%

+49.64%

Max Drawdown (10Y)

Largest decline over 10 years

-52.40%

-74.88%

+22.48%

Current Drawdown

Current decline from peak

-21.66%

-67.78%

+46.12%

Average Drawdown

Average peak-to-trough decline

-31.50%

-12.34%

-19.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

37.01%

-24.34%

Volatility

0728.HK vs. NOVO-B.CO - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 9.23%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 12.04%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0728.HKNOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

12.04%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

40.72%

-23.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

55.71%

-34.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

58.92%

-31.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

45.47%

-18.03%

Dividends

0728.HK vs. NOVO-B.CO - Dividend Comparison

0728.HK's dividend yield for the trailing twelve months is around 6.17%, more than NOVO-B.CO's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
0728.HK
China Telecom
6.17%5.56%5.77%6.46%10.97%4.81%5.81%3.89%2.88%2.82%2.65%2.61%
NOVO-B.CO
Novo Nordisk A/S
4.07%3.58%1.59%1.01%2.38%2.54%4.03%4.22%5.27%4.54%7.38%2.50%

Financials

0728.HK vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between China Telecom and Novo Nordisk 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


Please note, different currencies. 0728.HK values in HKD, NOVO-B.CO values in DKK

Frequently Asked Questions


0728.HK and NOVO-B.CO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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