0QLR.L vs. NVO
Compare and contrast key facts about Novartis AG (0QLR.L) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0QLR.L or NVO.
Key characteristics
0QLR.L | NVO | |
---|---|---|
YTD Return | 6.86% | 23.68% |
1Y Return | 1.93% | 52.43% |
3Y Return (Ann) | 6.52% | 51.53% |
5Y Return (Ann) | 3.71% | 41.19% |
10Y Return (Ann) | 3.59% | 21.13% |
Sharpe Ratio | 0.15 | 1.78 |
Daily Std Dev | 15.71% | 32.21% |
Max Drawdown | -48.98% | -71.28% |
Current Drawdown | -4.38% | -5.87% |
Fundamentals
0QLR.L | NVO | |
---|---|---|
Market Cap | £195.43B | $548.93B |
Revenue (TTM) | £47.73B | $244.24B |
Gross Profit (TTM) | £36.74B | $148.51B |
EBITDA (TTM) | £18.94B | $117.85B |
Correlation
The correlation between 0QLR.L and NVO is 0.21, 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.
Performance
0QLR.L vs. NVO - Performance Comparison
In the year-to-date period, 0QLR.L achieves a 6.86% return, which is significantly lower than NVO's 23.68% return. Over the past 10 years, 0QLR.L has underperformed NVO with an annualized return of 3.59%, while NVO has yielded a comparatively higher 21.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0QLR.L vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) and Novo Nordisk A/S (NVO). 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.
Dividends
0QLR.L vs. NVO - Dividend Comparison
0QLR.L's dividend yield for the trailing twelve months is around 0.04%, less than NVO's 0.77% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Novartis AG | 0.04% | 0.04% | 0.04% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.03% | 0.03% | 0.00% |
Novo Nordisk A/S | 0.77% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
Drawdowns
0QLR.L vs. NVO - Drawdown Comparison
The maximum 0QLR.L drawdown since its inception was -48.98%, smaller than the maximum NVO drawdown of -71.28%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and NVO. For additional features, visit the drawdowns tool.
Volatility
0QLR.L vs. NVO - Volatility Comparison
The current volatility for Novartis AG (0QLR.L) is 4.89%, while Novo Nordisk A/S (NVO) has a volatility of 6.87%. This indicates that 0QLR.L experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0QLR.L vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG 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.
Total Revenue: Total amount of money received from sales and other business activities