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

Performance

ABT vs. NOVO-B.CO - Performance Comparison

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

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ABT vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABT
Abbott Laboratories
-17.64%12.87%4.81%2.26%-20.68%30.53%28.04%22.08%29.06%52.03%
NOVO-B.CO
Novo Nordisk A/S
-27.56%-39.54%-15.04%55.49%22.06%62.19%24.39%29.71%-12.97%54.02%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ABT achieves a -17.64% return, which is significantly higher than NOVO-B.CO's -27.56% return. Over the past 10 years, ABT has outperformed NOVO-B.CO with an annualized return of 11.37%, while NOVO-B.CO has yielded a comparatively lower 5.15% annualized return.


ABT

1D
0.78%
1M
-11.76%
YTD
-17.64%
6M
-22.62%
1Y
-21.15%
3Y*
2.45%
5Y*
-1.11%
10Y*
11.37%

NOVO-B.CO

1D
1.05%
1M
-1.52%
YTD
-27.56%
6M
-31.59%
1Y
-45.06%
3Y*
-21.16%
5Y*
3.25%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABT vs. NOVO-B.CO — Risk / Return Rank

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

ABT
ABT Risk / Return Rank: 88
Overall Rank
ABT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 1010
Sortino Ratio Rank
ABT Omega Ratio Rank: 99
Omega Ratio Rank
ABT Calmar Ratio Rank: 1313
Calmar Ratio Rank
ABT Martin Ratio Rank: 22
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 88
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 1010
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 99
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 77
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 88
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.

ABT vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) 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.


ABTNOVO-B.CODifference

Sharpe ratio

Return per unit of total volatility

-0.92

-0.80

-0.12

Sortino ratio

Return per unit of downside risk

-1.12

-0.95

-0.17

Omega ratio

Gain probability vs. loss probability

0.84

0.87

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.86

+0.06

Martin ratio

Return relative to average drawdown

-2.02

-1.50

-0.52

ABT vs. NOVO-B.CO - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -0.92, which is comparable to the NOVO-B.CO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of ABT 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


ABTNOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

-0.80

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.08

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.16

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.43

-0.02

Correlation

The correlation between ABT and NOVO-B.CO is 0.20, 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

ABT vs. NOVO-B.CO - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.34%, less than NOVO-B.CO's 5.07% yield.


TTM20252024202320222021202020192018201720162015
ABT
Abbott Laboratories
2.34%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
NOVO-B.CO
Novo Nordisk A/S
5.07%3.58%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%

Drawdowns

ABT vs. NOVO-B.CO - Drawdown Comparison

The maximum ABT drawdown since its inception was -55.57%, smaller than the maximum NOVO-B.CO drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for ABT and NOVO-B.CO.


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Drawdown Indicators


ABTNOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-76.75%

+21.18%

Max Drawdown (1Y)

Largest decline over 1 year

-25.18%

-54.94%

+29.76%

Max Drawdown (5Y)

Largest decline over 5 years

-33.88%

-76.75%

+42.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

-76.75%

+42.87%

Current Drawdown

Current decline from peak

-25.41%

-76.01%

+50.60%

Average Drawdown

Average peak-to-trough decline

-14.29%

-15.79%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.94%

31.97%

-22.03%

Volatility

ABT vs. NOVO-B.CO - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 5.95%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 9.89%. This indicates that ABT 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


ABTNOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

9.89%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

41.63%

-24.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

56.93%

-33.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

39.05%

-17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

33.04%

-9.47%

Financials

ABT vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories 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. ABT values in USD, NOVO-B.CO values in DKK