AGIO vs. NVO
AGIO (Agios Pharmaceuticals, Inc.) and NVO (Novo Nordisk A/S) are both stocks. Both are in the Healthcare sector — AGIO in Biotechnology, NVO in Drug Manufacturers - General. Over the past 10 years, AGIO returned -0.29%/yr vs 8.21%/yr for NVO. At a 0.22 correlation, their price movements are largely independent.
Performance
AGIO vs. NVO - Performance Comparison
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Returns By Period
In the year-to-date period, AGIO achieves a 48.97% return, which is significantly higher than NVO's 0.24% return. Over the past 10 years, AGIO has underperformed NVO with an annualized return of -0.29%, while NVO has yielded a comparatively higher 8.21% annualized return.
AGIO
- 1D
- -1.65%
- 1M
- 37.64%
- 6M
- 43.19%
- YTD
- 48.97%
- 1Y
- 3.84%
- 3Y*
- 14.21%
- 5Y*
- -6.22%
- 10Y*
- -0.29%
NVO
- 1D
- -0.40%
- 1M
- 12.31%
- 6M
- -14.80%
- YTD
- 0.24%
- 1Y
- -25.17%
- 3Y*
- -12.72%
- 5Y*
- 4.73%
- 10Y*
- 8.21%
AGIO vs. NVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGIO Agios Pharmaceuticals, Inc. | 48.97% | -17.16% | 47.55% | -20.69% | -14.57% | -24.14% | -9.26% | 3.56% | -19.35% | 37.00% |
NVO Novo Nordisk A/S | 0.24% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Correlation
The correlation between AGIO and NVO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2013 | 0.22 |
Fundamentals
AGIO:
$2.41B
NVO:
$218.99B
AGIO:
-$7.23
NVO:
DKK 27.42
AGIO:
35.87
NVO:
4.39
AGIO:
2.15
NVO:
7.08
AGIO:
$66.05M
NVO:
DKK 327.80B
AGIO:
$59.47M
NVO:
DKK 268.30B
AGIO:
-$443.16M
NVO:
DKK 181.54B
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Return for Risk
AGIO vs. NVO — Risk / Return Rank
AGIO
NVO
AGIO vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agios Pharmaceuticals, Inc. (AGIO) 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.
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.
| AGIO | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.94 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.51 | +0.59 |
| Martin ratioReturn relative to average drawdown | 0.13 | -0.80 | +0.93 |
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Drawdowns
AGIO vs. NVO - Drawdown Comparison
The maximum AGIO drawdown since its inception was -87.36%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for AGIO and NVO.
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Drawdown Indicators
| AGIO | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.36% | -74.70% | -12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -50.89% | -49.17% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -63.76% | -74.70% | +10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -69.93% | -74.70% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -82.86% | -74.70% | -8.16% |
Current DrawdownCurrent decline from peak | -69.97% | -64.19% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -58.94% | -17.87% | -41.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.17% | 31.54% | -2.37% |
Volatility
AGIO vs. NVO - Volatility Comparison
Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 19.69% compared to Novo Nordisk A/S (NVO) at 8.73%. This indicates that AGIO's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGIO | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.69% | 8.73% | +10.96% |
Volatility (6M)Calculated over the trailing 6-month period | 44.30% | 37.44% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.86% | 51.74% | +25.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.46% | 38.53% | +20.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.91% | 32.60% | +24.31% |
Dividends
AGIO vs. NVO - Dividend Comparison
AGIO has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 3.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGIO Agios Pharmaceuticals, Inc. | 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 | 3.66% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
Financials
AGIO vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Agios Pharmaceuticals, 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
Frequently Asked Questions
AGIO and NVO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGIO has higher volatility (19.69%) compared to NVO (8.73%). In terms of maximum drawdown, AGIO dropped -87.36% vs NVO's -74.70%.
AGIO currently has the higher Sharpe Ratio (0.05 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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