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

Performance

GOOGL vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) 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, GOOGL achieves a 15.06% return, which is significantly higher than NVO's -10.74% return. Over the past 10 years, GOOGL has outperformed NVO with an annualized return of 25.76%, while NVO has yielded a comparatively lower 7.56% annualized return.


GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%

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)

GOOGL vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between GOOGL 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

0.23

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

0.25

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

0.28

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.28

Fundamentals

Market Cap

GOOGL:

$4.40T

NVO:

$195.21B

EPS

GOOGL:

$13.11

NVO:

DKK 27.42

PE Ratio

GOOGL:

27.43

NVO:

10.34

PEG Ratio

GOOGL:

1.35

NVO:

0.44

PS Ratio

GOOGL:

10.40

NVO:

3.85

PB Ratio

GOOGL:

9.19

NVO:

6.21

Total Revenue (TTM)

GOOGL:

$422.57B

NVO:

DKK 327.80B

Gross Profit (TTM)

GOOGL:

$255.12B

NVO:

DKK 268.30B

EBITDA (TTM)

GOOGL:

$174.08B

NVO:

DKK 181.54B

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Return for Risk

GOOGL vs. NVO — Risk / Return Rank

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

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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.

GOOGL vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) 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.


GOOGLNVODifference
Sharpe ratioReturn per unit of total volatility

+4.46

Sortino ratioReturn per unit of downside risk

+5.96

Omega ratioGain probability vs. loss probability

1.59

0.85

+0.74

Calmar ratioReturn relative to maximum drawdown

5.20

-0.80

+6.00

Martin ratioReturn relative to average drawdown

18.48

-1.18

+19.66

GOOGL vs. NVO - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the NVO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of GOOGL 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

GOOGL vs. NVO - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for GOOGL and NVO.


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Drawdown Indicators


GOOGLNVODifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-74.70%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-54.34%

+33.97%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-74.70%

+44.89%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

-74.70%

+30.38%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

-74.70%

+30.38%

Current Drawdown

Current decline from peak

-10.61%

-68.11%

+57.50%

Average Drawdown

Average peak-to-trough decline

-13.01%

-17.79%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

37.62%

-31.90%

Volatility

GOOGL vs. NVO - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 7.24%, while Novo Nordisk A/S (NVO) has a volatility of 10.68%. This indicates that GOOGL 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


GOOGLNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

10.68%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

38.04%

-17.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

51.88%

-22.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

38.33%

-7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

32.56%

-3.43%

Dividends

GOOGL vs. NVO - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.24%, less than NVO's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%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%

Financials

GOOGL vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc. Class 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


40.00B60.00B80.00B100.00B120.00B20222023202420252026
109.90B
96.82B
(GOOGL) Total Revenue
(NVO) Total Revenue
Please note, different currencies. GOOGL values in USD, NVO values in DKK

GOOGL vs. NVO - Profitability Comparison

The chart below illustrates the profitability comparison between Alphabet Inc. Class A and Novo Nordisk A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
62.5%
86.0%
Portfolio components
GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

NVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

NVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.

NVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.


Frequently Asked Questions


GOOGL 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.

NVO has higher volatility (10.68%) compared to GOOGL (7.24%). In terms of maximum drawdown, GOOGL dropped -65.29% vs NVO's -74.70%.

GOOGL currently has the higher Sharpe Ratio (3.62 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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