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HISF vs. NVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HISF and NVO is 0.17, 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.


-0.50.00.51.00.2

Performance

HISF vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust High Income Strategic Focus ETF (HISF) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.33%
-39.95%
HISF
NVO

Key characteristics

Sharpe Ratio

HISF:

0.79

NVO:

-0.70

Sortino Ratio

HISF:

1.13

NVO:

-0.80

Omega Ratio

HISF:

1.14

NVO:

0.89

Calmar Ratio

HISF:

0.46

NVO:

-0.55

Martin Ratio

HISF:

2.12

NVO:

-1.48

Ulcer Index

HISF:

1.66%

NVO:

17.13%

Daily Std Dev

HISF:

4.45%

NVO:

36.27%

Max Drawdown

HISF:

-27.86%

NVO:

-71.31%

Current Drawdown

HISF:

-2.76%

NVO:

-46.24%

Returns By Period

In the year-to-date period, HISF achieves a 0.19% return, which is significantly higher than NVO's -8.52% return. Over the past 10 years, HISF has underperformed NVO with an annualized return of 2.79%, while NVO has yielded a comparatively higher 15.65% annualized return.


HISF

YTD

0.19%

1M

0.07%

6M

1.33%

1Y

3.58%

5Y*

0.86%

10Y*

2.79%

NVO

YTD

-8.52%

1M

-25.74%

6M

-39.95%

1Y

-26.03%

5Y*

22.75%

10Y*

15.65%

*Annualized

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Risk-Adjusted Performance

HISF vs. NVO — Risk-Adjusted Performance Rank

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

HISF
The Risk-Adjusted Performance Rank of HISF is 2828
Overall Rank
The Sharpe Ratio Rank of HISF is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of HISF is 3030
Sortino Ratio Rank
The Omega Ratio Rank of HISF is 2929
Omega Ratio Rank
The Calmar Ratio Rank of HISF is 2525
Calmar Ratio Rank
The Martin Ratio Rank of HISF is 2525
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 1212
Overall Rank
The Sharpe Ratio Rank of NVO is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 1313
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HISF vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust High Income Strategic Focus ETF (HISF) 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.


Sharpe ratio
The chart of Sharpe ratio for HISF, currently valued at 0.79, compared to the broader market0.002.004.000.79-0.70
The chart of Sortino ratio for HISF, currently valued at 1.13, compared to the broader market0.005.0010.001.13-0.80
The chart of Omega ratio for HISF, currently valued at 1.14, compared to the broader market1.002.003.001.140.89
The chart of Calmar ratio for HISF, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46-0.55
The chart of Martin ratio for HISF, currently valued at 2.12, compared to the broader market0.0020.0040.0060.0080.00100.002.12-1.48
HISF
NVO

The current HISF Sharpe Ratio is 0.79, which is higher than the NVO Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of HISF and NVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.79
-0.70
HISF
NVO

Dividends

HISF vs. NVO - Dividend Comparison

HISF's dividend yield for the trailing twelve months is around 4.67%, more than NVO's 1.83% yield.


TTM20242023202220212020201920182017201620152014
HISF
First Trust High Income Strategic Focus ETF
4.67%4.68%4.27%3.81%3.79%4.17%4.28%5.13%3.81%3.84%3.58%1.20%
NVO
Novo Nordisk A/S
1.83%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

HISF vs. NVO - Drawdown Comparison

The maximum HISF drawdown since its inception was -27.86%, smaller than the maximum NVO drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for HISF and NVO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.76%
-46.24%
HISF
NVO

Volatility

HISF vs. NVO - Volatility Comparison

The current volatility for First Trust High Income Strategic Focus ETF (HISF) is 1.47%, while Novo Nordisk A/S (NVO) has a volatility of 21.75%. This indicates that HISF 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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.47%
21.75%
HISF
NVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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