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HLUN-B.CO vs. NVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HLUN-B.CO and NVO is 0.28, 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.


-0.50.00.51.00.3

Performance

HLUN-B.CO vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H Lundbeck A/S (HLUN-B.CO) 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%SeptemberOctoberNovemberDecember2025February
-7.65%
-42.43%
HLUN-B.CO
NVO

Key characteristics

Sharpe Ratio

HLUN-B.CO:

1.32

NVO:

-0.92

Sortino Ratio

HLUN-B.CO:

2.00

NVO:

-1.21

Omega Ratio

HLUN-B.CO:

1.24

NVO:

0.84

Calmar Ratio

HLUN-B.CO:

0.41

NVO:

-0.73

Martin Ratio

HLUN-B.CO:

4.16

NVO:

-1.65

Ulcer Index

HLUN-B.CO:

8.06%

NVO:

20.79%

Daily Std Dev

HLUN-B.CO:

25.14%

NVO:

37.29%

Max Drawdown

HLUN-B.CO:

-91.40%

NVO:

-71.32%

Current Drawdown

HLUN-B.CO:

-76.76%

NVO:

-46.80%

Fundamentals

Market Cap

HLUN-B.CO:

DKK 39.88B

NVO:

$350.00B

EPS

HLUN-B.CO:

DKK 3.17

NVO:

$3.15

PE Ratio

HLUN-B.CO:

13.23

NVO:

24.72

PEG Ratio

HLUN-B.CO:

8.05

NVO:

1.14

Total Revenue (TTM)

HLUN-B.CO:

DKK 22.03B

NVO:

$290.40B

Gross Profit (TTM)

HLUN-B.CO:

DKK 17.71B

NVO:

$245.88B

EBITDA (TTM)

HLUN-B.CO:

DKK 3.57B

NVO:

$148.56B

Returns By Period

In the year-to-date period, HLUN-B.CO achieves a 1.50% return, which is significantly higher than NVO's -9.47% return. Over the past 10 years, HLUN-B.CO has underperformed NVO with an annualized return of 5.35%, while NVO has yielded a comparatively higher 15.51% annualized return.


HLUN-B.CO

YTD

1.50%

1M

4.17%

6M

-2.96%

1Y

27.73%

5Y*

-3.93%

10Y*

5.35%

NVO

YTD

-9.47%

1M

-1.04%

6M

-42.27%

1Y

-36.52%

5Y*

21.43%

10Y*

15.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HLUN-B.CO vs. NVO — Risk-Adjusted Performance Rank

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

HLUN-B.CO
The Risk-Adjusted Performance Rank of HLUN-B.CO is 7575
Overall Rank
The Sharpe Ratio Rank of HLUN-B.CO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of HLUN-B.CO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HLUN-B.CO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of HLUN-B.CO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of HLUN-B.CO is 7676
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 66
Overall Rank
The Sharpe Ratio Rank of NVO is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 77
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 77
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 66
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 22
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.

HLUN-B.CO vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for H Lundbeck A/S (HLUN-B.CO) 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 HLUN-B.CO, currently valued at 0.85, compared to the broader market-2.000.002.004.000.85-0.98
The chart of Sortino ratio for HLUN-B.CO, currently valued at 1.39, compared to the broader market-6.00-4.00-2.000.002.004.006.001.39-1.32
The chart of Omega ratio for HLUN-B.CO, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.82
The chart of Calmar ratio for HLUN-B.CO, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.77
The chart of Martin ratio for HLUN-B.CO, currently valued at 2.10, compared to the broader market-10.000.0010.0020.0030.002.10-1.71
HLUN-B.CO
NVO

The current HLUN-B.CO Sharpe Ratio is 1.32, which is higher than the NVO Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of HLUN-B.CO 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.85
-0.98
HLUN-B.CO
NVO

Dividends

HLUN-B.CO vs. NVO - Dividend Comparison

HLUN-B.CO's dividend yield for the trailing twelve months is around 1.67%, less than NVO's 1.85% yield.


TTM20242023202220212020201920182017201620152014
HLUN-B.CO
H Lundbeck A/S
1.67%1.69%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
1.85%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

HLUN-B.CO vs. NVO - Drawdown Comparison

The maximum HLUN-B.CO drawdown since its inception was -91.40%, which is greater than NVO's maximum drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for HLUN-B.CO and NVO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-58.15%
-46.80%
HLUN-B.CO
NVO

Volatility

HLUN-B.CO vs. NVO - Volatility Comparison

The current volatility for H Lundbeck A/S (HLUN-B.CO) is 9.43%, while Novo Nordisk A/S (NVO) has a volatility of 13.24%. This indicates that HLUN-B.CO 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.43%
13.24%
HLUN-B.CO
NVO

Financials

HLUN-B.CO vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between H Lundbeck A/S 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


Please note, different currencies. HLUN-B.CO values in DKK, NVO values in USD
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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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