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DBMF vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBMF vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP DBi Managed Futures Strategy ETF (DBMF) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBMF achieves a 10.27% return, which is significantly higher than NVO's -10.74% return.


DBMF

1D
0.26%
1M
-0.96%
YTD
10.27%
6M
11.24%
1Y
27.33%
3Y*
9.64%
5Y*
8.01%
10Y*

NVO

1D
-0.18%
1M
-6.80%
YTD
-10.74%
6M
-9.50%
1Y
-43.34%
3Y*
-15.59%
5Y*
2.92%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMF vs. NVO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
10.27%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%23.12%

Correlation

The correlation between DBMF and NVO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.09

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Return for Risk

DBMF vs. NVO — Risk / Return Rank

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

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NVO Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBMF vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) 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.

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.


DBMFNVODifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.47

0.85

+0.62

Calmar ratioReturn relative to maximum drawdown

4.50

-0.80

+5.30

Martin ratioReturn relative to average drawdown

16.30

-1.18

+17.48

DBMF vs. NVO - Sharpe Ratio Comparison

The current DBMF Sharpe Ratio is 2.22, which is higher than the NVO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of DBMF and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBMF vs. NVO - Drawdown Comparison

The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for DBMF and NVO.


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Drawdown Indicators


DBMFNVODifference

Max Drawdown

Largest peak-to-trough decline

-20.39%

-74.70%

+54.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-54.34%

+48.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-74.70%

+59.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-74.70%

+54.31%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-1.91%

-68.11%

+66.20%

Average Drawdown

Average peak-to-trough decline

-6.56%

-17.79%

+11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

37.62%

-35.94%

Volatility

DBMF vs. NVO - Volatility Comparison

The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while Novo Nordisk A/S (NVO) has a volatility of 10.68%. This indicates that DBMF 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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Volatility by Period


DBMFNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

10.68%

-7.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

38.04%

-28.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

51.88%

-39.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

38.33%

-25.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

32.56%

-20.15%

Dividends

DBMF vs. NVO - Dividend Comparison

DBMF's dividend yield for the trailing twelve months is around 5.19%, more than NVO's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.11%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


DBMF and NVO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.68%) compared to DBMF (2.71%). In terms of maximum drawdown, DBMF dropped -20.39% vs NVO's -74.70%.

DBMF currently has the higher Sharpe Ratio (2.22 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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