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

Key characteristics


AMPHNVO
YTD Return-34.60%37.93%
1Y Return-30.71%78.94%
3Y Return (Ann)26.12%52.80%
5Y Return (Ann)14.43%42.84%
Sharpe Ratio-0.662.46
Daily Std Dev42.84%31.91%
Max Drawdown-49.92%-51.38%
Current Drawdown-37.77%-1.16%

Fundamentals


AMPHNVO
Market Cap$1.99B$634.88B
EPS$2.91$2.86
PE Ratio13.9649.73
PEG Ratio2.772.36
Total Revenue (TTM)$676.21M$244.24B
Gross Profit (TTM)$362.00M$206.74B
EBITDA (TTM)$239.32M$123.31B

Correlation

-0.50.00.51.00.2

The correlation between AMPH and NVO is 0.23, 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

AMPH vs. NVO - Performance Comparison

In the year-to-date period, AMPH achieves a -34.60% return, which is significantly lower than NVO's 37.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%2024FebruaryMarchAprilMayJune
362.29%
614.69%
AMPH
NVO

Compare stocks, funds, or ETFs

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


Amphastar Pharmaceuticals, Inc.

Novo Nordisk A/S

Risk-Adjusted Performance

AMPH vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphastar Pharmaceuticals, Inc. (AMPH) 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.


AMPH
Sharpe ratio
The chart of Sharpe ratio for AMPH, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00-0.66
Sortino ratio
The chart of Sortino ratio for AMPH, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.006.00-0.73
Omega ratio
The chart of Omega ratio for AMPH, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for AMPH, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70
Martin ratio
The chart of Martin ratio for AMPH, currently valued at -1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.14
NVO
Sharpe ratio
The chart of Sharpe ratio for NVO, currently valued at 2.46, compared to the broader market-2.00-1.000.001.002.003.002.46
Sortino ratio
The chart of Sortino ratio for NVO, currently valued at 3.99, compared to the broader market-4.00-2.000.002.004.006.003.99
Omega ratio
The chart of Omega ratio for NVO, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for NVO, currently valued at 6.52, compared to the broader market0.002.004.006.006.52
Martin ratio
The chart of Martin ratio for NVO, currently valued at 18.35, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.35

AMPH vs. NVO - Sharpe Ratio Comparison

The current AMPH Sharpe Ratio is -0.66, which is lower than the NVO Sharpe Ratio of 2.46. The chart below compares the 12-month rolling Sharpe Ratio of AMPH and NVO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.66
2.46
AMPH
NVO

Dividends

AMPH vs. NVO - Dividend Comparison

AMPH has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 0.69%.


TTM20232022202120202019201820172016201520142013
AMPH
Amphastar 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
0.69%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%

Drawdowns

AMPH vs. NVO - Drawdown Comparison

The maximum AMPH drawdown since its inception was -49.92%, roughly equal to the maximum NVO drawdown of -51.38%. Use the drawdown chart below to compare losses from any high point for AMPH and NVO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-37.77%
-1.16%
AMPH
NVO

Volatility

AMPH vs. NVO - Volatility Comparison

Amphastar Pharmaceuticals, Inc. (AMPH) has a higher volatility of 6.95% compared to Novo Nordisk A/S (NVO) at 5.15%. This indicates that AMPH'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.


5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
6.95%
5.15%
AMPH
NVO

Financials

AMPH vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Amphastar 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items