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AMT vs. NVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMT vs. NVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Tower Corporation (AMT) and Novartis AG (NVS). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%JuneJulyAugustSeptemberOctoberNovember
536.49%
684.95%
AMT
NVS

Returns By Period

In the year-to-date period, AMT achieves a -6.75% return, which is significantly lower than NVS's 5.66% return. Over the past 10 years, AMT has outperformed NVS with an annualized return of 9.37%, while NVS has yielded a comparatively lower 6.67% annualized return.


AMT

YTD

-6.75%

1M

-13.19%

6M

2.58%

1Y

2.61%

5Y (annualized)

0.69%

10Y (annualized)

9.37%

NVS

YTD

5.66%

1M

-12.31%

6M

-0.08%

1Y

12.41%

5Y (annualized)

8.08%

10Y (annualized)

6.67%

Fundamentals


AMTNVS
Market Cap$90.52B$209.76B
EPS$4.16$5.73
PE Ratio46.5718.31
PEG Ratio1.243.12
Total Revenue (TTM)$11.04B$49.29B
Gross Profit (TTM)$6.09B$36.69B
EBITDA (TTM)$6.65B$19.83B

Key characteristics


AMTNVS
Sharpe Ratio0.150.81
Sortino Ratio0.371.17
Omega Ratio1.051.16
Calmar Ratio0.090.90
Martin Ratio0.362.59
Ulcer Index9.91%5.19%
Daily Std Dev23.95%16.57%
Max Drawdown-98.70%-41.72%
Current Drawdown-28.95%-15.00%

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Correlation

-0.50.00.51.00.3

The correlation between AMT and NVS is 0.27, 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.

Risk-Adjusted Performance

AMT vs. NVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Tower Corporation (AMT) and Novartis AG (NVS). 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 AMT, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.080.81
The chart of Sortino ratio for AMT, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.281.17
The chart of Omega ratio for AMT, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.16
The chart of Calmar ratio for AMT, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.90
The chart of Martin ratio for AMT, currently valued at 0.19, compared to the broader market0.0010.0020.0030.000.192.59
AMT
NVS

The current AMT Sharpe Ratio is 0.15, which is lower than the NVS Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of AMT and NVS, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.08
0.81
AMT
NVS

Dividends

AMT vs. NVS - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.34%, less than NVS's 3.68% yield.


TTM20232022202120202019201820172016201520142013
AMT
American Tower Corporation
3.34%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
NVS
Novartis AG
3.68%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%3.37%

Drawdowns

AMT vs. NVS - Drawdown Comparison

The maximum AMT drawdown since its inception was -98.70%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for AMT and NVS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.95%
-15.00%
AMT
NVS

Volatility

AMT vs. NVS - Volatility Comparison

American Tower Corporation (AMT) has a higher volatility of 10.28% compared to Novartis AG (NVS) at 5.85%. This indicates that AMT's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.28%
5.85%
AMT
NVS

Financials

AMT vs. NVS - Financials Comparison

This section allows you to compare key financial metrics between American Tower Corporation and Novartis AG. 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