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IYRI vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYRI vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Real Estate High Income ETF (IYRI) 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, IYRI achieves a 4.71% return, which is significantly higher than NVO's -12.15% return.


IYRI

1D
-0.47%
1M
-1.40%
YTD
4.71%
6M
5.51%
1Y
8.01%
3Y*
5Y*
10Y*

NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYRI vs. NVO - Yearly Performance Comparison


2026 (YTD)2025
IYRI
NEOS Real Estate High Income ETF
4.71%6.99%
NVO
Novo Nordisk A/S
-12.15%-35.60%

Correlation

The correlation between IYRI 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 (All Time)
Calculated using the full available price history since Jan 15, 2025

0.35

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Return for Risk

IYRI vs. NVO — Risk / Return Rank

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

IYRI
IYRI Risk / Return Rank: 2323
Overall Rank
IYRI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYRI Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYRI Omega Ratio Rank: 2121
Omega Ratio Rank
IYRI Calmar Ratio Rank: 2323
Calmar Ratio Rank
IYRI Martin Ratio Rank: 2828
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
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.

IYRI vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Real Estate High Income ETF (IYRI) 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.


IYRINVODifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.14

0.87

+0.26

Calmar ratioReturn relative to maximum drawdown

1.06

-0.77

+1.83

Martin ratioReturn relative to average drawdown

3.78

-1.20

+4.98

IYRI vs. NVO - Sharpe Ratio Comparison

The current IYRI Sharpe Ratio is 0.74, which is higher than the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of IYRI 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

IYRI vs. NVO - Drawdown Comparison

The maximum IYRI drawdown since its inception was -12.12%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for IYRI and NVO.


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Drawdown Indicators


IYRINVODifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-74.70%

+62.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-50.59%

+43.06%

Max Drawdown (3Y)

Largest decline over 3 years

-74.70%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-2.72%

-68.62%

+65.90%

Average Drawdown

Average peak-to-trough decline

-1.69%

-17.81%

+16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

32.66%

-30.56%

Volatility

IYRI vs. NVO - Volatility Comparison

The current volatility for NEOS Real Estate High Income ETF (IYRI) is 4.02%, while Novo Nordisk A/S (NVO) has a volatility of 10.13%. This indicates that IYRI 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


IYRINVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

10.13%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

37.86%

-30.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

51.56%

-40.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

38.34%

-25.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

32.53%

-19.35%

Dividends

IYRI vs. NVO - Dividend Comparison

IYRI's dividend yield for the trailing twelve months is around 12.23%, more than NVO's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IYRI
NEOS Real Estate High Income ETF
12.23%11.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


IYRI 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 (10.13%) compared to IYRI (4.02%). In terms of maximum drawdown, IYRI dropped -12.12% vs NVO's -74.70%.

IYRI currently has the higher Sharpe Ratio (0.74 vs -0.76), 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.

Portfolio Optimizer

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