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

Correlation

The correlation between BNS and NVS is 0.35, 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.


-0.50.00.51.00.4

Performance

BNS vs. NVS - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
746.73%
515.18%
BNS
NVS

Key characteristics

Sharpe Ratio

BNS:

1.34

NVS:

0.23

Sortino Ratio

BNS:

1.86

NVS:

0.42

Omega Ratio

BNS:

1.23

NVS:

1.06

Calmar Ratio

BNS:

0.72

NVS:

0.19

Martin Ratio

BNS:

4.35

NVS:

0.53

Ulcer Index

BNS:

5.18%

NVS:

7.12%

Daily Std Dev

BNS:

16.77%

NVS:

16.62%

Max Drawdown

BNS:

-63.79%

NVS:

-41.72%

Current Drawdown

BNS:

-14.85%

NVS:

-19.67%

Fundamentals

Market Cap

BNS:

$68.54B

NVS:

$198.38B

EPS

BNS:

$4.13

NVS:

$5.73

PE Ratio

BNS:

13.30

NVS:

17.29

PEG Ratio

BNS:

1.51

NVS:

2.95

Total Revenue (TTM)

BNS:

$53.19B

NVS:

$49.29B

Gross Profit (TTM)

BNS:

$54.33B

NVS:

$36.69B

EBITDA (TTM)

BNS:

$3.64B

NVS:

$19.76B

Returns By Period

In the year-to-date period, BNS achieves a 17.35% return, which is significantly higher than NVS's -0.15% return. Over the past 10 years, BNS has underperformed NVS with an annualized return of 4.60%, while NVS has yielded a comparatively higher 6.26% annualized return.


BNS

YTD

17.35%

1M

-4.78%

6M

22.64%

1Y

20.60%

5Y*

5.05%

10Y*

4.60%

NVS

YTD

-0.15%

1M

-5.80%

6M

-7.71%

1Y

2.77%

5Y*

5.98%

10Y*

6.26%

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

BNS vs. NVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of Nova Scotia (BNS) 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 BNS, currently valued at 1.34, compared to the broader market-4.00-2.000.002.001.340.23
The chart of Sortino ratio for BNS, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.860.42
The chart of Omega ratio for BNS, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.06
The chart of Calmar ratio for BNS, currently valued at 0.72, compared to the broader market0.002.004.006.000.720.19
The chart of Martin ratio for BNS, currently valued at 4.35, compared to the broader market-5.000.005.0010.0015.0020.0025.004.350.53
BNS
NVS

The current BNS Sharpe Ratio is 1.34, which is higher than the NVS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of BNS 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.34
0.23
BNS
NVS

Dividends

BNS vs. NVS - Dividend Comparison

BNS's dividend yield for the trailing twelve months is around 5.86%, more than NVS's 3.89% yield.


TTM20232022202120202019201820172016201520142013
BNS
The Bank of Nova Scotia
5.86%6.40%6.40%4.02%4.94%3.54%5.10%3.75%3.98%6.63%4.11%2.82%
NVS
Novartis AG
3.89%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%3.37%

Drawdowns

BNS vs. NVS - Drawdown Comparison

The maximum BNS drawdown since its inception was -63.79%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for BNS 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%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-19.67%
BNS
NVS

Volatility

BNS vs. NVS - Volatility Comparison

The Bank of Nova Scotia (BNS) and Novartis AG (NVS) have volatilities of 4.93% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.93%
4.74%
BNS
NVS

Financials

BNS vs. NVS - Financials Comparison

This section allows you to compare key financial metrics between The Bank of Nova Scotia 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
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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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