ASM.AS vs. NVO
Compare and contrast key facts about ASM International NV (ASM.AS) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASM.AS or NVO.
Performance
ASM.AS vs. NVO - Performance Comparison
Returns By Period
In the year-to-date period, ASM.AS achieves a 6.08% return, which is significantly higher than NVO's -2.46% return. Over the past 10 years, ASM.AS has outperformed NVO with an annualized return of 33.13%, while NVO has yielded a comparatively lower 18.65% annualized return.
ASM.AS
6.08%
-4.34%
-24.23%
7.11%
37.59%
33.13%
NVO
-2.46%
-15.48%
-24.62%
-0.47%
31.86%
18.65%
Fundamentals
| ASM.AS | NVO | |
|---|---|---|
| Market Cap | €25.72B | $494.05B |
| EPS | €11.15 | $3.03 |
| PE Ratio | 47.00 | 35.33 |
| PEG Ratio | 2.28 | 1.62 |
| Total Revenue (TTM) | €2.76B | $199.27B |
| Gross Profit (TTM) | €1.37B | $169.07B |
| EBITDA (TTM) | €414.50M | $98.21B |
Key characteristics
| ASM.AS | NVO | |
|---|---|---|
| Sharpe Ratio | 0.20 | 0.05 |
| Sortino Ratio | 0.55 | 0.29 |
| Omega Ratio | 1.08 | 1.03 |
| Calmar Ratio | 0.26 | 0.04 |
| Martin Ratio | 0.59 | 0.13 |
| Ulcer Index | 14.67% | 10.43% |
| Daily Std Dev | 42.10% | 30.21% |
| Max Drawdown | -87.99% | -71.30% |
| Current Drawdown | -32.95% | -31.80% |
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Correlation
The correlation between ASM.AS and NVO is 0.19, 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
ASM.AS vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASM International NV (ASM.AS) 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
ASM.AS vs. NVO - Dividend Comparison
ASM.AS's dividend yield for the trailing twelve months is around 0.55%, less than NVO's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASM.AS ASM International NV | 0.55% | 0.53% | 1.06% | 0.51% | 0.28% | 2.00% | 13.26% | 1.24% | 1.64% | 1.66% | 1.42% | 19.83% |
NVO Novo Nordisk A/S | 1.45% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
ASM.AS vs. NVO - Drawdown Comparison
The maximum ASM.AS drawdown since its inception was -87.99%, which is greater than NVO's maximum drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for ASM.AS and NVO. For additional features, visit the drawdowns tool.
Volatility
ASM.AS vs. NVO - Volatility Comparison
ASM International NV (ASM.AS) has a higher volatility of 12.36% compared to Novo Nordisk A/S (NVO) at 7.03%. This indicates that ASM.AS'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.
Financials
ASM.AS vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between ASM International 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.
Total Revenue: Total amount of money received from sales and other business activities