4AB.DE vs. NOV.DE
Compare and contrast key facts about AbbVie Inc (4AB.DE) and Novo Nordisk A/S (NOV.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 4AB.DE or NOV.DE.
Key characteristics
| 4AB.DE | NOV.DE | |
|---|---|---|
| YTD Return | 21.03% | 18.04% |
| 1Y Return | 31.65% | 21.14% |
| 3Y Return (Ann) | 21.37% | 39.61% |
| 5Y Return (Ann) | 20.70% | 47.72% |
| 10Y Return (Ann) | 17.10% | 43.07% |
| Sharpe Ratio | 1.39 | 0.61 |
| Sortino Ratio | 1.79 | 1.09 |
| Omega Ratio | 1.28 | 1.13 |
| Calmar Ratio | 1.90 | 0.72 |
| Martin Ratio | 6.61 | 1.89 |
| Ulcer Index | 4.79% | 10.02% |
| Daily Std Dev | 22.73% | 30.98% |
| Max Drawdown | -36.94% | -50.94% |
| Current Drawdown | -15.29% | -24.08% |
Fundamentals
| 4AB.DE | NOV.DE | |
|---|---|---|
| Market Cap | €326.60B | €446.19B |
| EPS | €2.69 | €2.85 |
| PE Ratio | 61.38 | 35.16 |
| PEG Ratio | 0.42 | 1.59 |
| Total Revenue (TTM) | €41.07B | €85.63B |
| Gross Profit (TTM) | €27.07B | €72.69B |
| EBITDA (TTM) | €14.78B | €44.45B |
Correlation
The correlation between 4AB.DE and NOV.DE is 0.25, 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
4AB.DE vs. NOV.DE - Performance Comparison
In the year-to-date period, 4AB.DE achieves a 21.03% return, which is significantly higher than NOV.DE's 18.04% return. Over the past 10 years, 4AB.DE has underperformed NOV.DE with an annualized return of 17.10%, while NOV.DE has yielded a comparatively higher 43.07% 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
4AB.DE vs. NOV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc (4AB.DE) and Novo Nordisk A/S (NOV.DE). 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
4AB.DE vs. NOV.DE - Dividend Comparison
4AB.DE's dividend yield for the trailing twelve months is around 3.51%, more than NOV.DE's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4AB.DE AbbVie Inc | 3.51% | 3.87% | 3.53% | 3.67% | 4.88% | 4.31% | 3.54% | 2.73% | 3.26% | 0.00% | 0.00% | 0.00% |
NOV.DE Novo Nordisk A/S | 1.30% | 1.01% | 1.18% | 1.27% | 1.99% | 2.09% | 5.96% | 2.28% | 3.69% | 1.25% | 1.69% | 1.82% |
Drawdowns
4AB.DE vs. NOV.DE - Drawdown Comparison
The maximum 4AB.DE drawdown since its inception was -36.94%, smaller than the maximum NOV.DE drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for 4AB.DE and NOV.DE. For additional features, visit the drawdowns tool.
Volatility
4AB.DE vs. NOV.DE - Volatility Comparison
AbbVie Inc (4AB.DE) has a higher volatility of 14.88% compared to Novo Nordisk A/S (NOV.DE) at 5.60%. This indicates that 4AB.DE's price experiences larger fluctuations and is considered to be riskier than NOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
4AB.DE vs. NOV.DE - Financials Comparison
This section allows you to compare key financial metrics between AbbVie Inc 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