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0P6S.L vs. NOVO-B.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

0P6S.L vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayer AG NA (0P6S.L) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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0P6S.L vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0P6S.L
Bayer AG NA
7.46%92.83%-42.42%-28.37%7.41%1.36%-30.83%26.05%-39.06%8.46%
NOVO-B.CO
Novo Nordisk A/S
-24.70%-46.44%-9.91%50.83%29.14%76.14%13.26%32.53%-8.71%35.09%
Different Trading Currencies

0P6S.L is traded in EUR, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0P6S.L achieves a 7.46% return, which is significantly higher than NOVO-B.CO's -24.63% return. Over the past 10 years, 0P6S.L has underperformed NOVO-B.CO with an annualized return of -6.09%, while NOVO-B.CO has yielded a comparatively higher 5.25% annualized return.


0P6S.L

1D
-0.42%
1M
3.76%
YTD
7.46%
6M
36.61%
1Y
86.57%
3Y*
-10.95%
5Y*
-3.46%
10Y*
-6.09%

NOVO-B.CO

1D
2.73%
1M
5.97%
YTD
-24.63%
6M
-33.93%
1Y
-46.96%
3Y*
-22.22%
5Y*
4.03%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

0P6S.L vs. NOVO-B.CO — Risk / Return Rank

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

0P6S.L
0P6S.L Risk / Return Rank: 8989
Overall Rank
0P6S.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
0P6S.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
0P6S.L Omega Ratio Rank: 8888
Omega Ratio Rank
0P6S.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
0P6S.L Martin Ratio Rank: 9090
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 88
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 99
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 88
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 88
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 99
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.

0P6S.L vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG NA (0P6S.L) 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.


0P6S.LNOVO-B.CODifference

Sharpe ratio

Return per unit of total volatility

2.22

-0.88

+3.10

Sortino ratio

Return per unit of downside risk

2.93

-1.12

+4.05

Omega ratio

Gain probability vs. loss probability

1.39

0.85

+0.54

Calmar ratio

Return relative to maximum drawdown

3.70

-0.87

+4.57

Martin ratio

Return relative to average drawdown

11.58

-1.48

+13.06

0P6S.L vs. NOVO-B.CO - Sharpe Ratio Comparison

The current 0P6S.L Sharpe Ratio is 2.22, which is higher than the NOVO-B.CO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of 0P6S.L and NOVO-B.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


0P6S.LNOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

-0.88

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.11

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.16

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.47

-0.40

Correlation

The correlation between 0P6S.L and NOVO-B.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

0P6S.L vs. NOVO-B.CO - Dividend Comparison

0P6S.L's dividend yield for the trailing twelve months is around 0.28%, less than NOVO-B.CO's 4.94% yield.


TTM20252024202320222021202020192018201720162015
0P6S.L
Bayer AG NA
0.28%0.30%0.57%7.14%4.09%4.25%5.81%3.84%4.62%2.64%2.59%1.97%
NOVO-B.CO
Novo Nordisk A/S
4.94%3.58%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%

Drawdowns

0P6S.L vs. NOVO-B.CO - Drawdown Comparison

The maximum 0P6S.L drawdown since its inception was -82.30%, which is greater than NOVO-B.CO's maximum drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for 0P6S.L and NOVO-B.CO.


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Drawdown Indicators


0P6S.LNOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-82.30%

-76.75%

-5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-54.94%

+31.91%

Max Drawdown (5Y)

Largest decline over 5 years

-70.73%

-76.75%

+6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-80.48%

-76.75%

-3.73%

Current Drawdown

Current decline from peak

-62.34%

-75.38%

+13.04%

Average Drawdown

Average peak-to-trough decline

-33.78%

-15.80%

-17.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

32.14%

-24.77%

Volatility

0P6S.L vs. NOVO-B.CO - Volatility Comparison

Bayer AG NA (0P6S.L) has a higher volatility of 10.41% compared to Novo Nordisk A/S (NOVO-B.CO) at 9.13%. This indicates that 0P6S.L's price experiences larger fluctuations and is considered to be riskier 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


0P6S.LNOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

9.13%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

28.35%

40.82%

-12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

39.09%

55.46%

-16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.06%

38.38%

-7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

32.54%

+6.59%

Financials

0P6S.L vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Bayer AG NA 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. 0P6S.L values in EUR, NOVO-B.CO values in DKK