JBAXY vs. NOVN.SW
Compare and contrast key facts about Julius Baer Group Ltd (JBAXY) and Novartis AG (NOVN.SW).
Performance
JBAXY vs. NOVN.SW - Performance Comparison
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JBAXY vs. NOVN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBAXY Julius Baer Group Ltd | -5.57% | 27.88% | 21.88% | 0.50% | -10.56% | 16.46% | 16.82% | 49.88% | -40.80% | 44.83% |
NOVN.SW Novartis AG | 12.83% | 46.11% | 0.96% | 22.94% | 7.48% | -3.63% | 4.07% | 30.55% | 5.39% | 21.32% |
Different Trading Currencies
JBAXY is traded in USD, while NOVN.SW is traded in CHF. To make them comparable, the NOVN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JBAXY achieves a -5.57% return, which is significantly lower than NOVN.SW's 12.83% return. Over the past 10 years, JBAXY has underperformed NOVN.SW with an annualized return of 9.38%, while NOVN.SW has yielded a comparatively higher 14.12% annualized return.
JBAXY
- 1D
- 2.97%
- 1M
- -12.83%
- YTD
- -5.57%
- 6M
- 6.65%
- 1Y
- 13.00%
- 3Y*
- 7.99%
- 5Y*
- 6.33%
- 10Y*
- 9.38%
NOVN.SW
- 1D
- 1.08%
- 1M
- -7.98%
- YTD
- 12.83%
- 6M
- 24.19%
- 1Y
- 41.25%
- 3Y*
- 24.61%
- 5Y*
- 17.54%
- 10Y*
- 14.12%
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Return for Risk
JBAXY vs. NOVN.SW — Risk / Return Rank
JBAXY
NOVN.SW
JBAXY vs. NOVN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Julius Baer Group Ltd (JBAXY) and Novartis AG (NOVN.SW). 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.
| JBAXY | NOVN.SW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.76 | -1.30 |
Sortino ratioReturn per unit of downside risk | 0.79 | 2.22 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.31 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.89 | -2.38 |
Martin ratioReturn relative to average drawdown | 1.50 | 10.59 | -9.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JBAXY | NOVN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.76 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.92 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.75 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.55 | -0.31 |
Correlation
The correlation between JBAXY and NOVN.SW is 0.33, 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
JBAXY vs. NOVN.SW - Dividend Comparison
JBAXY's dividend yield for the trailing twelve months is around 4.32%, more than NOVN.SW's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBAXY Julius Baer Group Ltd | 4.32% | 4.08% | 4.68% | 5.12% | 2.82% | 1.05% | 2.67% | 2.63% | 3.84% | 3.91% | 2.32% | 2.16% |
NOVN.SW Novartis AG | 3.06% | 3.19% | 3.72% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% |
Drawdowns
JBAXY vs. NOVN.SW - Drawdown Comparison
The maximum JBAXY drawdown since its inception was -61.97%, which is greater than NOVN.SW's maximum drawdown of -40.85%. Use the drawdown chart below to compare losses from any high point for JBAXY and NOVN.SW.
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Drawdown Indicators
| JBAXY | NOVN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.97% | -42.25% | -19.72% |
Max Drawdown (1Y)Largest decline over 1 year | -21.11% | -15.71% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -42.00% | -16.86% | -25.14% |
Max Drawdown (10Y)Largest decline over 10 years | -61.97% | -24.11% | -37.86% |
Current DrawdownCurrent decline from peak | -16.53% | -4.57% | -11.96% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -11.42% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 4.37% | +2.78% |
Volatility
JBAXY vs. NOVN.SW - Volatility Comparison
Julius Baer Group Ltd (JBAXY) has a higher volatility of 8.82% compared to Novartis AG (NOVN.SW) at 6.33%. This indicates that JBAXY's price experiences larger fluctuations and is considered to be riskier than NOVN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JBAXY | NOVN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 6.33% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.65% | 14.58% | +5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.57% | 23.86% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.08% | 19.07% | +11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.72% | 18.88% | +11.84% |
Financials
JBAXY vs. NOVN.SW - Financials Comparison
This section allows you to compare key financial metrics between Julius Baer Group Ltd and Novartis AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities