BC94.L vs. NOVN.SW
BC94.L (Samsung Electronics Co., Ltd) and NOVN.SW (Novartis AG) are both stocks. BC94.L operates in Consumer Electronics (Technology), while NOVN.SW operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, BC94.L returned 27.90%/yr vs 12.28%/yr for NOVN.SW. At a 0.24 correlation, their price movements are largely independent.
Performance
BC94.L vs. NOVN.SW - Performance Comparison
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Different Trading Currencies
BC94.L is traded in USD, while NOVN.SW is traded in CHF. To make them comparable, the NOVN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BC94.L achieves a 171.75% return, which is significantly higher than NOVN.SW's 9.34% return. Over the past 10 years, BC94.L has outperformed NOVN.SW with an annualized return of 27.90%, while NOVN.SW has yielded a comparatively lower 12.28% annualized return.
BC94.L
- 1D
- -4.35%
- 1M
- 23.24%
- YTD
- 171.75%
- 6M
- 208.14%
- 1Y
- 418.37%
- 3Y*
- 62.43%
- 5Y*
- 26.70%
- 10Y*
- 27.90%
NOVN.SW
- 1D
- 2.48%
- 1M
- 1.33%
- YTD
- 9.34%
- 6M
- 13.79%
- 1Y
- 29.20%
- 3Y*
- 19.83%
- 5Y*
- 15.76%
- 10Y*
- 12.28%
BC94.L vs. NOVN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BC94.L Samsung Electronics Co., Ltd | 171.75% | 130.23% | -38.22% | 37.91% | -31.58% | -8.20% | 58.92% | 40.94% | -25.70% | 62.80% |
NOVN.SW Novartis AG | 9.27% | 46.11% | 0.96% | 22.94% | 7.48% | -3.63% | 4.07% | 30.55% | 5.39% | 21.32% |
Correlation
The correlation between BC94.L and NOVN.SW is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.24 |
Over the past year, the correlation between BC94.L and NOVN.SW has dropped to 0.03 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
BC94.L vs. NOVN.SW — Risk / Return Rank
BC94.L
NOVN.SW
BC94.L vs. NOVN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co., Ltd (BC94.L) and Novartis AG (NOVN.SW). 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.
| BC94.L | NOVN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.19 | ||
| Sortino ratioReturn per unit of downside risk | +4.37 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.25 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 19.59 | 2.28 | +17.30 |
| Martin ratioReturn relative to average drawdown | 66.09 | 5.57 | +60.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BC94.L | NOVN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.64 | 1.45 | +7.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.81 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.65 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.03 |
Drawdowns
BC94.L vs. NOVN.SW - Drawdown Comparison
The maximum BC94.L drawdown since its inception was -64.96%, which is greater than NOVN.SW's maximum drawdown of -40.85%. Use the drawdown chart below to compare losses from any high point for BC94.L and NOVN.SW.
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Drawdown Indicators
| BC94.L | NOVN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.96% | -40.85% | -24.11% |
Max Drawdown (1Y)Largest decline over 1 year | -22.00% | -13.01% | -8.99% |
Max Drawdown (3Y)Largest decline over 3 years | -44.67% | -19.68% | -24.99% |
Max Drawdown (5Y)Largest decline over 5 years | -49.33% | -21.10% | -28.23% |
Max Drawdown (10Y)Largest decline over 10 years | -54.66% | -24.72% | -29.94% |
Current DrawdownCurrent decline from peak | -5.88% | -10.82% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -18.12% | -9.00% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 5.29% | +1.24% |
Volatility
BC94.L vs. NOVN.SW - Volatility Comparison
Samsung Electronics Co., Ltd (BC94.L) has a higher volatility of 22.24% compared to Novartis AG (NOVN.SW) at 6.68%. This indicates that BC94.L's price experiences larger fluctuations and is considered to be riskier than NOVN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BC94.L | NOVN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.24% | 6.68% | +15.56% |
Volatility (6M)Calculated over the trailing 6-month period | 42.19% | 15.01% | +27.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.89% | 20.54% | +29.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.45% | 19.42% | +15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.75% | 18.99% | +13.76% |
Dividends
BC94.L vs. NOVN.SW - Dividend Comparison
BC94.L's dividend yield for the trailing twelve months is around 0.27%, less than NOVN.SW's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BC94.L Samsung Electronics Co., Ltd | 0.27% | 0.80% | 2.29% | 1.52% | 2.12% | 1.64% | 3.06% | 2.09% | 3.09% | 1.37% | 1.43% | 1.32% |
NOVN.SW Novartis AG | 3.19% | 3.19% | 3.72% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% |
Financials
BC94.L vs. NOVN.SW - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co., Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BC94.L and NOVN.SW have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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