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EVTL vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EVTL vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertical Aerospace Ltd. (EVTL) 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, EVTL achieves a -68.11% return, which is significantly lower than NVO's -3.09% return.


EVTL

1D
-8.60%
1M
-37.73%
YTD
-68.11%
6M
-69.03%
1Y
-67.18%
3Y*
-54.63%
5Y*
10Y*

NVO

1D
0.49%
1M
7.81%
YTD
-3.09%
6M
-6.19%
1Y
-25.97%
3Y*
-13.17%
5Y*
5.04%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVTL vs. NVO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EVTL
Vertical Aerospace Ltd.
-68.11%-57.63%82.85%-79.71%-49.63%-25.06%
NVO
Novo Nordisk A/S
-3.09%-39.22%-15.93%54.84%22.66%-0.73%

Correlation

The correlation between EVTL and NVO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.14

The correlation between EVTL and NVO shifts across timeframes, from 0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EVTL:

$242.25M

NVO:

$211.94B

EPS

EVTL:

-£2.12

NVO:

DKK 27.42

Total Revenue (TTM)

EVTL:

£0.00

NVO:

DKK 327.80B

Gross Profit (TTM)

EVTL:

-£11.01M

NVO:

DKK 268.30B

EBITDA (TTM)

EVTL:

-£389.72M

NVO:

DKK 181.54B

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Return for Risk

EVTL vs. NVO — Risk / Return Rank

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

EVTL
EVTL Risk / Return Rank: 1111
Overall Rank
EVTL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EVTL Sortino Ratio Rank: 1313
Sortino Ratio Rank
EVTL Omega Ratio Rank: 1515
Omega Ratio Rank
EVTL Calmar Ratio Rank: 88
Calmar Ratio Rank
EVTL Martin Ratio Rank: 55
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 2424
Overall Rank
NVO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVO Omega Ratio Rank: 2222
Omega Ratio Rank
NVO Calmar Ratio Rank: 2424
Calmar Ratio Rank
NVO Martin Ratio Rank: 2727
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.

EVTL vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertical Aerospace Ltd. (EVTL) 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.


EVTLNVODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.89

0.94

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.53

-0.35

Martin ratioReturn relative to average drawdown

-1.57

-0.84

-0.73

EVTL vs. NVO - Sharpe Ratio Comparison

The current EVTL Sharpe Ratio is -0.71, which is lower than the NVO Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of EVTL 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

EVTL vs. NVO - Drawdown Comparison

The maximum EVTL drawdown since its inception was -98.46%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for EVTL and NVO.


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Drawdown Indicators


EVTLNVODifference

Max Drawdown

Largest peak-to-trough decline

-98.46%

-74.70%

-23.76%

Max Drawdown (1Y)

Largest decline over 1 year

-76.65%

-49.17%

-27.48%

Max Drawdown (3Y)

Largest decline over 3 years

-91.50%

-74.70%

-16.80%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-98.46%

-65.38%

-33.08%

Average Drawdown

Average peak-to-trough decline

-80.48%

-17.82%

-62.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.68%

30.98%

+11.70%

Volatility

EVTL vs. NVO - Volatility Comparison

Vertical Aerospace Ltd. (EVTL) has a higher volatility of 18.89% compared to Novo Nordisk A/S (NVO) at 11.82%. This indicates that EVTL's price experiences larger fluctuations and is considered to be riskier 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


EVTLNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.89%

11.82%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

62.30%

38.40%

+23.90%

Volatility (1Y)

Calculated over the trailing 1-year period

95.51%

51.76%

+43.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.30%

38.48%

+73.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.30%

32.57%

+79.73%

Dividends

EVTL vs. NVO - Dividend Comparison

EVTL has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 3.78%.


PositionTTM20252024202320222021202020192018201720162015
EVTL
Vertical Aerospace Ltd.
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
3.78%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Financials

EVTL vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Vertical Aerospace Ltd. 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


0.0020.00B40.00B60.00B80.00B100.00B2021202220232024202520260
96.82B
(EVTL) Total Revenue
(NVO) Total Revenue
Please note, different currencies. EVTL values in GBP, NVO values in DKK

Frequently Asked Questions


EVTL and NVO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVTL has higher volatility (18.89%) compared to NVO (11.82%). In terms of maximum drawdown, EVTL dropped -98.46% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (-0.51 vs -0.71), 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.

Portfolio Optimizer

Find the right allocation for EVTL and NVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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