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ENI.MI vs. NOVO-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENI.MI vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eni S.p.A. (ENI.MI) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENI.MI 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, ENI.MI achieves a 47.16% return, which is significantly higher than NOVO-B.CO's -8.77% return. Over the past 10 years, ENI.MI has underperformed NOVO-B.CO with an annualized return of 12.61%, while NOVO-B.CO has yielded a comparatively higher 17.26% annualized return.


ENI.MI

1D
-2.27%
1M
-0.38%
YTD
47.16%
6M
49.00%
1Y
75.52%
3Y*
29.49%
5Y*
25.09%
10Y*
12.61%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENI.MI vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENI.MI
Eni S.p.A.
47.16%32.29%-8.74%23.38%16.23%52.33%-33.91%6.74%4.80%-5.53%
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 ENI.MI and NOVO-B.CO is -0.02, 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

-0.02

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

0.04

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.17

The correlation between ENI.MI and NOVO-B.CO shifts across timeframes, from -0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ENI.MI vs. NOVO-B.CO — Risk / Return Rank

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

ENI.MI
ENI.MI Risk / Return Rank: 9696
Overall Rank
ENI.MI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENI.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
ENI.MI Omega Ratio Rank: 9696
Omega Ratio Rank
ENI.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
ENI.MI Martin Ratio Rank: 9797
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 1313
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 1212
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 1717
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.

ENI.MI vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) 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.


ENI.MINOVO-B.CODifference
Sharpe ratioReturn per unit of total volatility

+4.13

Sortino ratioReturn per unit of downside risk

+4.66

Omega ratioGain probability vs. loss probability

1.59

0.87

+0.72

Calmar ratioReturn relative to maximum drawdown

6.15

-0.78

+6.93

Martin ratioReturn relative to average drawdown

24.16

-1.15

+25.31

ENI.MI vs. NOVO-B.CO - Sharpe Ratio Comparison

The current ENI.MI Sharpe Ratio is 3.34, which is higher than the NOVO-B.CO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of ENI.MI and NOVO-B.CO, 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

ENI.MI vs. NOVO-B.CO - Drawdown Comparison

The maximum ENI.MI drawdown since its inception was -59.75%, smaller than the maximum NOVO-B.CO drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for ENI.MI and NOVO-B.CO.


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Drawdown Indicators


ENI.MINOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-59.75%

-76.81%

+17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-54.72%

+42.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-76.81%

+53.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-76.81%

+50.55%

Max Drawdown (10Y)

Largest decline over 10 years

-59.75%

-76.81%

+17.06%

Current Drawdown

Current decline from peak

-5.63%

-70.26%

+64.63%

Average Drawdown

Average peak-to-trough decline

-16.90%

-11.90%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

37.20%

-34.00%

Volatility

ENI.MI vs. NOVO-B.CO - Volatility Comparison

The current volatility for Eni S.p.A. (ENI.MI) is 7.00%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 11.47%. This indicates that ENI.MI 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


ENI.MINOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

11.47%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

39.57%

-18.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

54.44%

-31.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

58.61%

-35.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

45.19%

-18.84%

Dividends

ENI.MI vs. NOVO-B.CO - Dividend Comparison

ENI.MI's dividend yield for the trailing twelve months is around 4.52%, more than NOVO-B.CO's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
ENI.MI
Eni S.p.A.
4.52%6.32%7.41%5.93%6.55%5.48%6.43%6.06%5.96%5.80%5.17%6.96%
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

ENI.MI vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Eni S.p.A. 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


Please note, different currencies. ENI.MI values in EUR, NOVO-B.CO values in DKK

Frequently Asked Questions


ENI.MI and NOVO-B.CO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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