AZN vs. NVO
Compare and contrast key facts about AstraZeneca PLC (AZN) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN or NVO.
Performance
AZN vs. NVO - Performance Comparison
Returns By Period
In the year-to-date period, AZN achieves a -3.85% return, which is significantly lower than NVO's -2.11% return. Over the past 10 years, AZN has underperformed NVO with an annualized return of 8.95%, while NVO has yielded a comparatively higher 18.69% annualized return.
AZN
-3.85%
-19.00%
-17.29%
0.98%
8.79%
8.95%
NVO
-2.11%
-15.18%
-24.36%
-0.13%
31.95%
18.69%
Fundamentals
| AZN | NVO | |
|---|---|---|
| Market Cap | $202.13B | $494.05B |
| EPS | $2.06 | $3.03 |
| PE Ratio | 31.65 | 35.33 |
| PEG Ratio | 0.73 | 1.62 |
| Total Revenue (TTM) | $38.56B | $199.27B |
| Gross Profit (TTM) | $29.12B | $169.07B |
| EBITDA (TTM) | $12.74B | $98.21B |
Key characteristics
| AZN | NVO | |
|---|---|---|
| Sharpe Ratio | 0.07 | 0.06 |
| Sortino Ratio | 0.23 | 0.31 |
| Omega Ratio | 1.03 | 1.04 |
| Calmar Ratio | 0.05 | 0.06 |
| Martin Ratio | 0.20 | 0.17 |
| Ulcer Index | 7.70% | 10.42% |
| Daily Std Dev | 20.41% | 30.19% |
| Max Drawdown | -48.94% | -71.30% |
| Current Drawdown | -27.65% | -31.57% |
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Correlation
The correlation between AZN and NVO is 0.32, 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
AZN vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) 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
AZN vs. NVO - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.34%, more than NVO's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.34% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
NVO Novo Nordisk A/S | 1.44% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
AZN vs. NVO - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for AZN and NVO. For additional features, visit the drawdowns tool.
Volatility
AZN vs. NVO - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 9.32% compared to Novo Nordisk A/S (NVO) at 6.98%. This indicates that AZN'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
AZN vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC 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