CS.PA vs. NOVO-B.CO
CS.PA (AXA SA) and NOVO-B.CO (Novo Nordisk A/S) are both stocks. CS.PA operates in Insurance - Diversified (Financial Services), while NOVO-B.CO operates in Biotechnology (Healthcare). Over the past 10 years, CS.PA returned 13.92%/yr vs 17.26%/yr for NOVO-B.CO. At a 0.19 correlation, their price movements are largely independent.
Performance
CS.PA vs. NOVO-B.CO - Performance Comparison
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Different Trading Currencies
CS.PA is traded in EUR, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CS.PA achieves a 5.73% return, which is significantly higher than NOVO-B.CO's -8.77% return. Over the past 10 years, CS.PA has underperformed NOVO-B.CO with an annualized return of 13.92%, while NOVO-B.CO has yielded a comparatively higher 17.26% annualized return.
CS.PA
- 1D
- 0.96%
- 1M
- 3.50%
- YTD
- 5.73%
- 6M
- 7.25%
- 1Y
- 4.06%
- 3Y*
- 22.45%
- 5Y*
- 19.62%
- 10Y*
- 13.92%
NOVO-B.CO
- 1D
- 1.61%
- 1M
- -4.08%
- YTD
- -8.77%
- 6M
- -7.60%
- 1Y
- -41.92%
- 3Y*
- 4.37%
- 5Y*
- 20.51%
- 10Y*
- 17.26%
CS.PA vs. NOVO-B.CO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CS.PA AXA SA | 5.73% | 25.73% | 23.53% | 20.24% | 6.17% | 42.63% | -19.23% | 41.10% | -19.51% | 7.98% |
NOVO-B.CO Novo Nordisk A/S | -8.77% | -46.44% | -9.91% | 205.51% | 31.09% | 79.61% | 15.78% | 35.77% | -6.27% | 39.30% |
Correlation
The correlation between CS.PA and NOVO-B.CO is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.19 |
The correlation between CS.PA and NOVO-B.CO shifts across timeframes, from -0.00 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CS.PA vs. NOVO-B.CO — Risk / Return Rank
CS.PA
NOVO-B.CO
CS.PA vs. NOVO-B.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (CS.PA) and Novo Nordisk A/S (NOVO-B.CO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CS.PA | NOVO-B.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.87 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.78 | +1.03 |
| Martin ratioReturn relative to average drawdown | 0.42 | -1.15 | +1.58 |
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Drawdowns
CS.PA vs. NOVO-B.CO - Drawdown Comparison
The maximum CS.PA drawdown since its inception was -76.72%, roughly equal to the maximum NOVO-B.CO drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for CS.PA and NOVO-B.CO.
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Drawdown Indicators
| CS.PA | NOVO-B.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.72% | -76.81% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -54.72% | +41.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -76.81% | +63.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -76.81% | +52.42% |
Max Drawdown (10Y)Largest decline over 10 years | -51.02% | -76.81% | +25.79% |
Current DrawdownCurrent decline from peak | -0.21% | -70.26% | +70.05% |
Average DrawdownAverage peak-to-trough decline | -17.10% | -11.90% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 37.20% | -29.21% |
Volatility
CS.PA vs. NOVO-B.CO - Volatility Comparison
The current volatility for AXA SA (CS.PA) is 4.55%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 11.47%. This indicates that CS.PA experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CS.PA | NOVO-B.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 11.47% | -6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 39.57% | -25.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 54.44% | -34.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.24% | 58.61% | -37.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 45.19% | -20.34% |
Dividends
CS.PA vs. NOVO-B.CO - Dividend Comparison
CS.PA's dividend yield for the trailing twelve months is around 5.68%, more than NOVO-B.CO's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CS.PA AXA SA | 5.68% | 5.25% | 5.77% | 5.76% | 5.91% | 5.46% | 3.74% | 5.34% | 6.68% | 4.69% | 4.59% | 3.77% |
NOVO-B.CO Novo Nordisk A/S | 4.07% | 3.58% | 1.59% | 1.01% | 2.38% | 2.54% | 4.03% | 4.22% | 5.27% | 4.54% | 7.38% | 2.50% |
Financials
CS.PA vs. NOVO-B.CO - Financials Comparison
This section allows you to compare key financial metrics between AXA SA 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
Frequently Asked Questions
CS.PA and NOVO-B.CO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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