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

Correlation

The correlation between AXSM and NVO is 0.15, 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.


-0.50.00.51.00.1

Performance

AXSM vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axsome Therapeutics, Inc. (AXSM) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
938.10%
272.84%
AXSM
NVO

Key characteristics

Sharpe Ratio

AXSM:

0.68

NVO:

-0.43

Sortino Ratio

AXSM:

1.22

NVO:

-0.37

Omega Ratio

AXSM:

1.15

NVO:

0.95

Calmar Ratio

AXSM:

0.75

NVO:

-0.36

Martin Ratio

AXSM:

1.82

NVO:

-1.15

Ulcer Index

AXSM:

15.69%

NVO:

13.25%

Daily Std Dev

AXSM:

42.15%

NVO:

35.35%

Max Drawdown

AXSM:

-86.65%

NVO:

-71.30%

Current Drawdown

AXSM:

-14.60%

NVO:

-41.92%

Fundamentals

Market Cap

AXSM:

$4.35B

NVO:

$486.49B

EPS

AXSM:

-$6.58

NVO:

$2.99

PEG Ratio

AXSM:

0.00

NVO:

1.61

Total Revenue (TTM)

AXSM:

$338.46M

NVO:

$270.58B

Gross Profit (TTM)

AXSM:

$306.46M

NVO:

$229.07B

EBITDA (TTM)

AXSM:

-$300.59M

NVO:

$135.97B

Returns By Period

In the year-to-date period, AXSM achieves a 14.00% return, which is significantly higher than NVO's -16.93% return.


AXSM

YTD

14.00%

1M

-4.09%

6M

18.77%

1Y

25.18%

5Y*

-2.06%

10Y*

N/A

NVO

YTD

-16.93%

1M

-19.26%

6M

-39.90%

1Y

-16.95%

5Y*

26.03%

10Y*

17.16%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AXSM vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) 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.


Sharpe ratio
The chart of Sharpe ratio for AXSM, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68-0.43
The chart of Sortino ratio for AXSM, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22-0.37
The chart of Omega ratio for AXSM, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.95
The chart of Calmar ratio for AXSM, currently valued at 0.75, compared to the broader market0.002.004.006.000.75-0.36
The chart of Martin ratio for AXSM, currently valued at 1.82, compared to the broader market-5.000.005.0010.0015.0020.0025.001.82-1.15
AXSM
NVO

The current AXSM Sharpe Ratio is 0.68, which is higher than the NVO Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of AXSM and NVO, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.43
AXSM
NVO

Dividends

AXSM vs. NVO - Dividend Comparison

AXSM has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 1.70%.


TTM20232022202120202019201820172016201520142013
AXSM
Axsome Therapeutics, 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
1.70%0.99%1.18%1.34%1.86%2.12%2.47%2.12%3.93%1.31%1.96%1.72%

Drawdowns

AXSM vs. NVO - Drawdown Comparison

The maximum AXSM drawdown since its inception was -86.65%, which is greater than NVO's maximum drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for AXSM and NVO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.60%
-41.92%
AXSM
NVO

Volatility

AXSM vs. NVO - Volatility Comparison

The current volatility for Axsome Therapeutics, Inc. (AXSM) is 10.14%, while Novo Nordisk A/S (NVO) has a volatility of 20.84%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
10.14%
20.84%
AXSM
NVO

Financials

AXSM vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Axsome Therapeutics, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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