GUBRA.CO vs. NOVO-B.CO

Last updated Apr 3, 2026

Compare and contrast key facts about Gubra A/S (GUBRA.CO) and Novo Nordisk A/S (NOVO-B.CO).

Performance

GUBRA.CO vs. NOVO-B.CO - Performance Comparison

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

GUBRA.CO vs. NOVO-B.CO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GUBRA.CO Gubra A/S	-29.62%	-6.15%	399.20%	13.64%
NOVO-B.CO Novo Nordisk A/S	-24.65%	-46.40%	-9.59%	29.36%

Returns By Period

In the year-to-date period, GUBRA.CO achieves a -29.62% return, which is significantly lower than NOVO-B.CO's -24.65% return.

GUBRA.CO

• 1D: 2.59%
• 1M: -5.40%
• YTD: -29.62%
• 6M: -15.62%
• 1Y: -3.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NOVO-B.CO

• 1D: 2.60%
• 1M: 5.86%
• YTD: -24.65%
• 6M: -33.97%
• 1Y: -46.86%
• 3Y*: -22.16%
• 5Y*: 4.16%
• 10Y*: 5.27%

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

Return for Risk

GUBRA.CO vs. NOVO-B.CO — Risk / Return Rank

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

GUBRA.CO

GUBRA.CO Risk / Return Rank: 33
GUBRA.CO Sharpe Ratio Rank: 33
GUBRA.CO Sortino Ratio Rank: 33
GUBRA.CO Omega Ratio Rank: 33
GUBRA.CO Calmar Ratio Rank: 34
GUBRA.CO Martin Ratio Rank: 33

NOVO-B.CO

NOVO-B.CO Risk / Return Rank: 8
NOVO-B.CO Sharpe Ratio Rank: 6
NOVO-B.CO Sortino Ratio Rank: 9
NOVO-B.CO Omega Ratio Rank: 8
NOVO-B.CO Calmar Ratio Rank: 8
NOVO-B.CO Martin Ratio Rank: 9

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.

GUBRA.CO vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gubra A/S (GUBRA.CO) 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.

	GUBRA.CO	NOVO-B.CO	Difference
Sharpe ratio Return per unit of total volatility	-0.14	-0.88	+0.74
Sortino ratio Return per unit of downside risk	0.21	-1.12	+1.34
Omega ratio Gain probability vs. loss probability	1.02	0.84	+0.18
Calmar ratio Return relative to maximum drawdown	-0.17	-0.87	+0.69
Martin ratio Return relative to average drawdown	-0.37	-1.48	+1.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GUBRA.CO vs. NOVO-B.CO - Sharpe Ratio Comparison

The current GUBRA.CO Sharpe Ratio is -0.14, which is higher than the NOVO-B.CO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of GUBRA.CO and NOVO-B.CO, 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

	GUBRA.CO	NOVO-B.CO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.14	-0.88	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.51	+0.31

Correlation

The correlation between GUBRA.CO and NOVO-B.CO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GUBRA.CO vs. NOVO-B.CO - Dividend Comparison

GUBRA.CO's dividend yield for the trailing twelve months is around 16.80%, more than NOVO-B.CO's 4.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GUBRA.CO Gubra A/S	16.80%	11.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NOVO-B.CO Novo Nordisk A/S	4.94%	3.58%	1.59%	1.01%	1.19%	1.27%	2.02%	2.11%	2.64%	2.27%	3.69%	1.25%

Drawdowns

GUBRA.CO vs. NOVO-B.CO - Drawdown Comparison

The maximum GUBRA.CO drawdown since its inception was -52.03%, smaller than the maximum NOVO-B.CO drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for GUBRA.CO and NOVO-B.CO.

Drawdown Indicators

	GUBRA.CO	NOVO-B.CO	Difference
Max Drawdown Largest peak-to-trough decline	-52.03%	-76.75%	+24.72%
Max Drawdown (1Y) Largest decline over 1 year	-38.99%	-54.94%	+15.95%
Max Drawdown (5Y) Largest decline over 5 years	—	-76.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.75%	—
Current Drawdown Current decline from peak	-43.39%	-75.38%	+31.99%
Average Drawdown Average peak-to-trough decline	-20.58%	-15.80%	-4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.26%	32.14%	-13.88%

Volatility

GUBRA.CO vs. NOVO-B.CO - Volatility Comparison

Gubra A/S (GUBRA.CO) has a higher volatility of 14.14% compared to Novo Nordisk A/S (NOVO-B.CO) at 9.07%. This indicates that GUBRA.CO's price experiences larger fluctuations and is considered to be riskier than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GUBRA.CO	NOVO-B.CO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.14%	9.07%	+5.07%
Volatility (6M) Calculated over the trailing 6-month period	41.98%	40.80%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	58.47%	55.40%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.30%	38.25%	+30.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.30%	32.32%	+35.98%

Financials