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

Correlation

The correlation between CRVL 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.


-0.50.00.51.00.2

Performance

CRVL vs. NVO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.43%
-38.54%
CRVL
NVO

Key characteristics

Sharpe Ratio

CRVL:

1.34

NVO:

-0.61

Sortino Ratio

CRVL:

2.03

NVO:

-0.65

Omega Ratio

CRVL:

1.25

NVO:

0.91

Calmar Ratio

CRVL:

2.52

NVO:

-0.49

Martin Ratio

CRVL:

6.29

NVO:

-1.31

Ulcer Index

CRVL:

6.80%

NVO:

16.66%

Daily Std Dev

CRVL:

31.83%

NVO:

35.90%

Max Drawdown

CRVL:

-67.12%

NVO:

-71.30%

Current Drawdown

CRVL:

-10.46%

NVO:

-43.34%

Fundamentals

Market Cap

CRVL:

$5.68B

NVO:

$361.90B

EPS

CRVL:

$1.57

NVO:

$2.93

PE Ratio

CRVL:

70.45

NVO:

28.30

PEG Ratio

CRVL:

0.00

NVO:

1.24

Total Revenue (TTM)

CRVL:

$643.34M

NVO:

$204.72B

Gross Profit (TTM)

CRVL:

$128.90M

NVO:

$173.22B

EBITDA (TTM)

CRVL:

$100.42M

NVO:

$108.42B

Returns By Period

In the year-to-date period, CRVL achieves a -0.58% return, which is significantly higher than NVO's -3.60% return. Over the past 10 years, CRVL has outperformed NVO with an annualized return of 25.50%, while NVO has yielded a comparatively lower 16.46% annualized return.


CRVL

YTD

-0.58%

1M

-9.40%

6M

16.43%

1Y

43.63%

5Y*

28.37%

10Y*

25.50%

NVO

YTD

-3.60%

1M

-23.26%

6M

-38.54%

1Y

-21.17%

5Y*

24.08%

10Y*

16.46%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CRVL vs. NVO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRVL
The Risk-Adjusted Performance Rank of CRVL is 8686
Overall Rank
The Sharpe Ratio Rank of CRVL is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CRVL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CRVL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CRVL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CRVL is 8686
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 1717
Overall Rank
The Sharpe Ratio Rank of NVO is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 1919
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRVL vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CorVel Corporation (CRVL) 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 CRVL, currently valued at 1.34, compared to the broader market-2.000.002.001.34-0.61
The chart of Sortino ratio for CRVL, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03-0.65
The chart of Omega ratio for CRVL, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.91
The chart of Calmar ratio for CRVL, currently valued at 2.52, compared to the broader market0.002.004.006.002.52-0.49
The chart of Martin ratio for CRVL, currently valued at 6.29, compared to the broader market-30.00-20.00-10.000.0010.0020.006.29-1.31
CRVL
NVO

The current CRVL Sharpe Ratio is 1.34, which is higher than the NVO Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of CRVL 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.34
-0.61
CRVL
NVO

Dividends

CRVL vs. NVO - Dividend Comparison

CRVL has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 1.74%.


TTM20242023202220212020201920182017201620152014
CRVL
CorVel Corporation
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
1.74%1.68%0.99%1.18%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

CRVL vs. NVO - Drawdown Comparison

The maximum CRVL drawdown since its inception was -67.12%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for CRVL and NVO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.46%
-43.34%
CRVL
NVO

Volatility

CRVL vs. NVO - Volatility Comparison

The current volatility for CorVel Corporation (CRVL) is 10.49%, while Novo Nordisk A/S (NVO) has a volatility of 21.44%. This indicates that CRVL 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%AugustSeptemberOctoberNovemberDecember2025
10.49%
21.44%
CRVL
NVO

Financials

CRVL vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between CorVel Corporation 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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