AIL.DE vs. NVO
Compare and contrast key facts about Air Liquide SA (AIL.DE) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIL.DE or NVO.
Key characteristics
| AIL.DE | NVO | |
|---|---|---|
| YTD Return | 2.39% | 4.48% |
| 1Y Return | 6.71% | 8.96% |
| 3Y Return (Ann) | 10.27% | 25.32% |
| 5Y Return (Ann) | 12.00% | 32.34% |
| 10Y Return (Ann) | 11.96% | 19.50% |
| Sharpe Ratio | 0.38 | 0.24 |
| Sortino Ratio | 0.69 | 0.57 |
| Omega Ratio | 1.08 | 1.07 |
| Calmar Ratio | 0.73 | 0.26 |
| Martin Ratio | 1.56 | 0.73 |
| Ulcer Index | 4.38% | 9.90% |
| Daily Std Dev | 17.89% | 30.26% |
| Max Drawdown | -39.86% | -71.30% |
| Current Drawdown | -8.54% | -26.95% |
Fundamentals
| AIL.DE | NVO | |
|---|---|---|
| Market Cap | €92.10B | $494.05B |
| EPS | €5.27 | $3.03 |
| PE Ratio | 30.30 | 35.33 |
| PEG Ratio | 2.09 | 1.62 |
| Total Revenue (TTM) | €27.01B | $199.27B |
| Gross Profit (TTM) | €12.81B | $169.07B |
| EBITDA (TTM) | €7.51B | $98.21B |
Correlation
The correlation between AIL.DE and NVO is 0.24, 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
AIL.DE vs. NVO - Performance Comparison
In the year-to-date period, AIL.DE achieves a 2.39% return, which is significantly lower than NVO's 4.48% return. Over the past 10 years, AIL.DE has underperformed NVO with an annualized return of 11.96%, while NVO has yielded a comparatively higher 19.50% 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
AIL.DE vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA (AIL.DE) 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.
Dividends
AIL.DE vs. NVO - Dividend Comparison
AIL.DE's dividend yield for the trailing twelve months is around 1.81%, more than NVO's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIL.DE Air Liquide SA | 1.81% | 1.67% | 1.97% | 1.79% | 2.00% | 1.90% | 2.49% | 2.24% | 2.49% | 2.49% | 2.54% | 2.76% |
NVO Novo Nordisk A/S | 1.35% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
AIL.DE vs. NVO - Drawdown Comparison
The maximum AIL.DE drawdown since its inception was -39.86%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for AIL.DE and NVO. For additional features, visit the drawdowns tool.
Volatility
AIL.DE vs. NVO - Volatility Comparison
Air Liquide SA (AIL.DE) and Novo Nordisk A/S (NVO) have volatilities of 6.23% and 6.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AIL.DE vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Air Liquide 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.
Total Revenue: Total amount of money received from sales and other business activities