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1CS.MI vs. NOVO-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

1CS.MI vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA SA (1CS.MI) 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

1CS.MI 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, 1CS.MI achieves a 0.98% return, which is significantly higher than NOVO-B.CO's -8.77% return. Over the past 10 years, 1CS.MI has underperformed NOVO-B.CO with an annualized return of 13.16%, while NOVO-B.CO has yielded a comparatively higher 17.26% annualized return.


1CS.MI

1D
0.46%
1M
-0.68%
YTD
0.98%
6M
2.87%
1Y
0.18%
3Y*
19.78%
5Y*
18.23%
10Y*
13.16%

NOVO-B.CO

1D
1.61%
1M
-4.08%
YTD
-8.77%
6M
-7.60%
1Y
-41.92%
3Y*
4.37%
5Y*
20.51%
10Y*
17.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1CS.MI vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1CS.MI
AXA SA
0.98%27.07%23.08%18.99%6.46%42.27%-10.99%42.47%-20.11%8.41%
NOVO-B.CO
Novo Nordisk A/S
-8.77%-46.44%-9.91%205.51%31.09%79.61%15.78%35.77%-6.27%39.30%

Correlation

The correlation between 1CS.MI and NOVO-B.CO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.06

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

0.06

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

0.08

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

0.18

The correlation between 1CS.MI and NOVO-B.CO shifts across timeframes, from -0.03 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

1CS.MI vs. NOVO-B.CO — Risk / Return Rank

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

1CS.MI
1CS.MI Risk / Return Rank: 3535
Overall Rank
1CS.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
1CS.MI Sortino Ratio Rank: 3232
Sortino Ratio Rank
1CS.MI Omega Ratio Rank: 3333
Omega Ratio Rank
1CS.MI Calmar Ratio Rank: 3737
Calmar Ratio Rank
1CS.MI Martin Ratio Rank: 3737
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.

1CS.MI vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA SA (1CS.MI) 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.


1CS.MINOVO-B.CODifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.01

0.87

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.13

-0.78

+0.65

Martin ratioReturn relative to average drawdown

-0.23

-1.15

+0.92

1CS.MI vs. NOVO-B.CO - Sharpe Ratio Comparison

The current 1CS.MI Sharpe Ratio is -0.07, which is higher than the NOVO-B.CO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of 1CS.MI 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

1CS.MI vs. NOVO-B.CO - Drawdown Comparison

The maximum 1CS.MI drawdown since its inception was -81.45%, 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 1CS.MI and NOVO-B.CO.


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Drawdown Indicators


1CS.MINOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-81.45%

-76.81%

-4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-54.72%

+41.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-76.81%

+63.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-76.81%

+52.23%

Max Drawdown (10Y)

Largest decline over 10 years

-51.02%

-76.81%

+25.79%

Current Drawdown

Current decline from peak

-3.74%

-70.26%

+66.52%

Average Drawdown

Average peak-to-trough decline

-22.07%

-11.90%

-10.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

37.20%

-29.53%

Volatility

1CS.MI vs. NOVO-B.CO - Volatility Comparison

The current volatility for AXA SA (1CS.MI) is 5.71%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 11.47%. This indicates that 1CS.MI 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


1CS.MINOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

11.47%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

39.57%

-20.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.17%

54.44%

-29.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

58.61%

-34.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.28%

45.19%

-17.91%

Dividends

1CS.MI vs. NOVO-B.CO - Dividend Comparison

1CS.MI's dividend yield for the trailing twelve months is around 5.91%, more than NOVO-B.CO's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
1CS.MI
AXA SA
5.91%5.22%5.80%5.77%5.85%5.43%10.97%5.32%6.72%4.68%4.60%3.74%
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

1CS.MI vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between AXA SA 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. 1CS.MI values in EUR, NOVO-B.CO values in DKK

Frequently Asked Questions


1CS.MI and NOVO-B.CO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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