ESLOY vs. NVS

Last updated Apr 1, 2026

Compare and contrast key facts about Essilor International SA (ESLOY) and Novartis AG (NVS).

Performance

ESLOY vs. NVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essilor International SA (ESLOY) and Novartis AG (NVS). The values are adjusted to include any dividend payments, if applicable.

ESLOY vs. NVS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESLOY Essilor International SA	-26.46%	33.44%	22.45%	12.96%	-13.84%	38.51%	2.43%	23.58%	-7.18%	26.94%
NVS Novartis AG	14.16%	46.95%	0.02%	16.14%	8.06%	-3.65%	3.34%	13.92%	5.95%	19.42%

Fundamentals

Market Cap ESLOY : $109.34B NVS : $294.65B
EPS ESLOY : $5.01 NVS : $7.20
PE Ratio ESLOY : 23.25 NVS : 21.22
PEG Ratio ESLOY : 1.96 NVS : 1.43
PS Ratio ESLOY : 1.98 NVS : 5.29
PB Ratio ESLOY : 2.81 NVS : 6.39
Total Revenue (TTM) ESLOY : $54.89B NVS : $56.15B
Gross Profit (TTM) ESLOY : $33.87B NVS : $41.12B
EBITDA (TTM) ESLOY : $12.51B NVS : $22.99B

Returns By Period

In the year-to-date period, ESLOY achieves a -26.46% return, which is significantly lower than NVS's 14.16% return. Over the past 10 years, ESLOY has underperformed NVS with an annualized return of 8.58%, while NVS has yielded a comparatively higher 11.92% annualized return.

ESLOY

• 1D: 3.70%
• 1M: -12.41%
• YTD: -26.46%
• 6M: -28.53%
• 1Y: -17.83%
• 3Y*: 10.92%
• 5Y*: 9.00%
• 10Y*: 8.58%

NVS

• 1D: 1.59%
• 1M: -6.65%
• YTD: 14.16%
• 6M: 22.74%
• 1Y: 41.19%
• 3Y*: 22.57%
• 5Y*: 16.43%
• 10Y*: 11.92%

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

Return for Risk

ESLOY vs. NVS — Risk / Return Rank

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

ESLOY

ESLOY Risk / Return Rank: 19
ESLOY Sharpe Ratio Rank: 18
ESLOY Sortino Ratio Rank: 17
ESLOY Omega Ratio Rank: 17
ESLOY Calmar Ratio Rank: 28
ESLOY Martin Ratio Rank: 16

NVS

NVS Risk / Return Rank: 89
NVS Sharpe Ratio Rank: 90
NVS Sortino Ratio Rank: 87
NVS Omega Ratio Rank: 85
NVS Calmar Ratio Rank: 90
NVS Martin Ratio Rank: 91

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.

ESLOY vs. NVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) and Novartis AG (NVS). 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.

	ESLOY	NVS	Difference
Sharpe ratio Return per unit of total volatility	-0.54	1.91	-2.45
Sortino ratio Return per unit of downside risk	-0.65	2.51	-3.16
Omega ratio Gain probability vs. loss probability	0.92	1.33	-0.41
Calmar ratio Return relative to maximum drawdown	-0.45	3.70	-4.15
Martin ratio Return relative to average drawdown	-1.30	10.89	-12.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESLOY vs. NVS - Sharpe Ratio Comparison

The current ESLOY Sharpe Ratio is -0.54, which is lower than the NVS Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ESLOY and NVS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESLOY	NVS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	1.91	-2.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.89	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.61	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.43	-0.27

Correlation

The correlation between ESLOY and NVS is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESLOY vs. NVS - Dividend Comparison

ESLOY's dividend yield for the trailing twelve months is around 1.93%, less than NVS's 3.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESLOY Essilor International SA	1.93%	1.42%	1.75%	1.76%	1.46%	0.62%	0.90%	1.49%	1.49%	3.64%	2.21%	0.91%
NVS Novartis AG	3.12%	2.90%	3.84%	3.44%	3.70%	3.86%	3.22%	3.03%	3.47%	3.24%	3.73%	3.10%

Drawdowns

ESLOY vs. NVS - Drawdown Comparison

The maximum ESLOY drawdown since its inception was -74.27%, which is greater than NVS's maximum drawdown of -42.10%. Use the drawdown chart below to compare losses from any high point for ESLOY and NVS.

Drawdown Indicators

	ESLOY	NVS	Difference
Max Drawdown Largest peak-to-trough decline	-74.27%	-42.10%	-32.17%
Max Drawdown (1Y) Largest decline over 1 year	-39.98%	-10.76%	-29.22%
Max Drawdown (5Y) Largest decline over 5 years	-39.98%	-20.42%	-19.56%
Max Drawdown (10Y) Largest decline over 10 years	-39.98%	-26.03%	-13.95%
Current Drawdown Current decline from peak	-37.24%	-6.65%	-30.59%
Average Drawdown Average peak-to-trough decline	-20.81%	-10.94%	-9.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.74%	3.66%	+10.08%

Volatility

ESLOY vs. NVS - Volatility Comparison

Essilor International SA (ESLOY) has a higher volatility of 7.39% compared to Novartis AG (NVS) at 6.36%. This indicates that ESLOY's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESLOY	NVS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.39%	6.36%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	25.83%	14.77%	+11.06%
Volatility (1Y) Calculated over the trailing 1-year period	33.32%	21.66%	+11.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.65%	18.51%	+9.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.89%	19.55%	+7.34%

Financials

ESLOY vs. NVS - Profitability Comparison

The chart below illustrates the profitability comparison between Essilor International SA and Novartis AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ESLOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Essilor International SA reported a gross profit of 8.35B and revenue of 14.36B. Therefore, the gross margin over that period was 58.2%.

NVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Novartis AG reported a gross profit of 8.40B and revenue of 13.33B. Therefore, the gross margin over that period was 63.0%.

ESLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Essilor International SA reported an operating income of 1.36B and revenue of 14.36B, resulting in an operating margin of 9.5%.

NVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Novartis AG reported an operating income of 3.05B and revenue of 13.33B, resulting in an operating margin of 22.8%.

ESLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Essilor International SA reported a net income of 921.13M and revenue of 14.36B, resulting in a net margin of 6.4%.

NVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Novartis AG reported a net income of 2.41B and revenue of 13.33B, resulting in a net margin of 18.1%.