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ADYEY vs. NVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADYEY and NVO is 0.29, 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.


-0.50.00.51.00.3

Performance

ADYEY vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adyen NV (ADYEY) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.50%
-39.90%
ADYEY
NVO

Key characteristics

Sharpe Ratio

ADYEY:

0.44

NVO:

-0.43

Sortino Ratio

ADYEY:

0.98

NVO:

-0.37

Omega Ratio

ADYEY:

1.13

NVO:

0.95

Calmar Ratio

ADYEY:

0.23

NVO:

-0.36

Martin Ratio

ADYEY:

1.04

NVO:

-1.15

Ulcer Index

ADYEY:

17.90%

NVO:

13.25%

Daily Std Dev

ADYEY:

42.48%

NVO:

35.35%

Max Drawdown

ADYEY:

-89.30%

NVO:

-71.30%

Current Drawdown

ADYEY:

-75.81%

NVO:

-41.92%

Fundamentals

Market Cap

ADYEY:

$49.42B

NVO:

$486.49B

EPS

ADYEY:

$0.28

NVO:

$2.99

PE Ratio

ADYEY:

56.07

NVO:

36.12

PEG Ratio

ADYEY:

1.87

NVO:

1.61

Total Revenue (TTM)

ADYEY:

$1.93B

NVO:

$270.58B

Gross Profit (TTM)

ADYEY:

$1.10B

NVO:

$229.07B

EBITDA (TTM)

ADYEY:

$621.02M

NVO:

$135.97B

Returns By Period

In the year-to-date period, ADYEY achieves a 15.84% return, which is significantly higher than NVO's -16.93% return.


ADYEY

YTD

15.84%

1M

16.47%

6M

23.51%

1Y

16.11%

5Y*

-1.92%

10Y*

N/A

NVO

YTD

-16.93%

1M

-19.26%

6M

-39.90%

1Y

-16.95%

5Y*

26.03%

10Y*

17.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADYEY vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adyen NV (ADYEY) 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.


Sharpe ratio
The chart of Sharpe ratio for ADYEY, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.44-0.43
The chart of Sortino ratio for ADYEY, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98-0.37
The chart of Omega ratio for ADYEY, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.95
The chart of Calmar ratio for ADYEY, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.36
The chart of Martin ratio for ADYEY, currently valued at 1.04, compared to the broader market-5.000.005.0010.0015.0020.0025.001.04-1.15
ADYEY
NVO

The current ADYEY Sharpe Ratio is 0.44, which is higher than the NVO Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ADYEY and NVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.44
-0.43
ADYEY
NVO

Dividends

ADYEY vs. NVO - Dividend Comparison

ADYEY has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 1.70%.


TTM20232022202120202019201820172016201520142013
ADYEY
Adyen NV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
1.70%0.99%1.18%1.34%1.86%2.12%2.47%2.12%3.93%1.31%1.96%1.72%

Drawdowns

ADYEY vs. NVO - Drawdown Comparison

The maximum ADYEY drawdown since its inception was -89.30%, which is greater than NVO's maximum drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for ADYEY and NVO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.81%
-41.92%
ADYEY
NVO

Volatility

ADYEY vs. NVO - Volatility Comparison

The current volatility for Adyen NV (ADYEY) is 8.92%, while Novo Nordisk A/S (NVO) has a volatility of 20.84%. This indicates that ADYEY 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.92%
20.84%
ADYEY
NVO

Financials

ADYEY vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Adyen NV 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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