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

Correlation

The correlation between CRVL and NVO is 0.31, 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.


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.

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Key characteristics

Sharpe Ratio

CRVL:

1.17

NVO:

-1.05

Sortino Ratio

CRVL:

1.59

NVO:

-1.51

Omega Ratio

CRVL:

1.19

NVO:

0.81

Calmar Ratio

CRVL:

1.62

NVO:

-0.76

Martin Ratio

CRVL:

3.63

NVO:

-1.34

Ulcer Index

CRVL:

8.67%

NVO:

34.06%

Daily Std Dev

CRVL:

33.49%

NVO:

43.26%

Max Drawdown

CRVL:

-67.12%

NVO:

-71.29%

Current Drawdown

CRVL:

-13.38%

NVO:

-50.36%

Fundamentals

Market Cap

CRVL:

$5.69B

NVO:

$303.58B

EPS

CRVL:

$1.83

NVO:

$3.57

PE Ratio

CRVL:

60.51

NVO:

19.46

PEG Ratio

CRVL:

0.00

NVO:

1.26

PS Ratio

CRVL:

6.35

NVO:

1.00

PB Ratio

CRVL:

17.61

NVO:

14.65

Total Revenue (TTM)

CRVL:

$895.59M

NVO:

$303.14B

Gross Profit (TTM)

CRVL:

$209.73M

NVO:

$255.65B

EBITDA (TTM)

CRVL:

$142.76M

NVO:

$154.08B

Returns By Period

In the year-to-date period, CRVL achieves a 0.01% return, which is significantly higher than NVO's -15.54% return. Over the past 10 years, CRVL has outperformed NVO with an annualized return of 26.40%, while NVO has yielded a comparatively lower 11.78% annualized return.


CRVL

YTD

0.01%

1M

2.31%

6M

-8.65%

1Y

39.00%

3Y*

30.80%

5Y*

37.51%

10Y*

26.40%

NVO

YTD

-15.54%

1M

7.60%

6M

-31.97%

1Y

-45.09%

3Y*

10.66%

5Y*

18.68%

10Y*

11.78%

*Annualized

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CorVel Corporation

Novo Nordisk A/S

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8282
Overall Rank
The Sharpe Ratio Rank of CRVL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CRVL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CRVL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CRVL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CRVL is 8181
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 66
Overall Rank
The Sharpe Ratio Rank of NVO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 55
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 66
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 66
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 1111
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.


The current CRVL Sharpe Ratio is 1.17, which is higher than the NVO Sharpe Ratio of -1.05. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 2.25%.


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
2.25%1.68%1.00%1.20%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 -71.29%. Use the drawdown chart below to compare losses from any high point for CRVL and NVO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CRVL vs. NVO - Volatility Comparison

The current volatility for CorVel Corporation (CRVL) is 8.26%, while Novo Nordisk A/S (NVO) has a volatility of 13.11%. 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.


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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


0.0020.00B40.00B60.00B80.00B20212022202320242025
231.51M
78.09B
(CRVL) Total Revenue
(NVO) Total Revenue
Values in USD except per share items

CRVL vs. NVO - Profitability Comparison

The chart below illustrates the profitability comparison between CorVel Corporation and Novo Nordisk A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20212022202320242025
25.0%
83.5%
(CRVL) Gross Margin
(NVO) Gross Margin
CRVL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CorVel Corporation reported a gross profit of 57.97M and revenue of 231.51M. Therefore, the gross margin over that period was 25.0%.

NVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Novo Nordisk A/S reported a gross profit of 65.20B and revenue of 78.09B. Therefore, the gross margin over that period was 83.5%.

CRVL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CorVel Corporation reported an operating income of 33.32M and revenue of 231.51M, resulting in an operating margin of 14.4%.

NVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Novo Nordisk A/S reported an operating income of 38.79B and revenue of 78.09B, resulting in an operating margin of 49.7%.

CRVL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CorVel Corporation reported a net income of 26.42M and revenue of 231.51M, resulting in a net margin of 11.4%.

NVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Novo Nordisk A/S reported a net income of 29.03B and revenue of 78.09B, resulting in a net margin of 37.2%.