IDCC vs. NVO

In the year-to-date period, IDCC achieves a -11.16% return, which is significantly lower than NVO's -8.52% return. Over the past 10 years, IDCC has underperformed NVO with an annualized return of 14.84%, while NVO has yielded a comparatively higher 15.98% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) 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.

The current IDCC Sharpe Ratio is 2.29, which is higher than the NVO Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of IDCC 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.

IDCC's dividend yield for the trailing twelve months is around 0.99%, less than NVO's 1.83% yield.

The maximum IDCC drawdown since its inception was -94.15%, which is greater than NVO's maximum drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for IDCC and NVO. For additional features, visit the drawdowns tool.

The current volatility for InterDigital, Inc. (IDCC) is 10.72%, while Novo Nordisk A/S (NVO) has a volatility of 21.75%. This indicates that IDCC 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.

This section allows you to compare key financial metrics between InterDigital, Inc. 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.