KPELY vs. NOVN.SW

Last updated Jun 4, 2026

KPELY (Keppel Corporation Limited) and NOVN.SW (Novartis AG) are both stocks. KPELY operates in Conglomerates (Industrials), while NOVN.SW operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, KPELY returned 18.26%/yr vs 12.10%/yr for NOVN.SW. At a 0.20 correlation, their price movements are largely independent.

Performance

KPELY vs. NOVN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keppel Corporation Limited (KPELY) and Novartis AG (NOVN.SW). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

KPELY 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, KPELY achieves a 11.94% return, which is significantly higher than NOVN.SW's 6.86% return. Over the past 10 years, KPELY has outperformed NOVN.SW with an annualized return of 18.26%, while NOVN.SW has yielded a comparatively lower 12.10% annualized return.

KPELY

• 1D: 8.51%
• 1M: 5.06%
• YTD: 11.94%
• 6M: 14.45%
• 1Y: 71.08%
• 3Y*: 30.71%
• 5Y*: 33.21%
• 10Y*: 18.26%

NOVN.SW

• 1D: -0.18%
• 1M: -1.14%
• YTD: 6.86%
• 6M: 10.11%
• 1Y: 28.01%
• 3Y*: 19.48%
• 5Y*: 15.23%
• 10Y*: 12.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KPELY vs. NOVN.SW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KPELY Keppel Corporation Limited	11.94%	79.12%	-6.58%	55.44%	54.67%	-3.86%	-16.80%	20.19%	-18.40%	45.58%
NOVN.SW Novartis AG	6.86%	46.11%	0.96%	22.94%	7.48%	-3.63%	4.07%	30.55%	5.39%	21.32%

Correlation

The correlation between KPELY and NOVN.SW is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007	0.20

The correlation between KPELY and NOVN.SW shifts across timeframes, from 0.04 (5 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KPELY vs. NOVN.SW — Risk / Return Rank

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

KPELY

KPELY Risk / Return Rank: 80
KPELY Sharpe Ratio Rank: 81
KPELY Sortino Ratio Rank: 78
KPELY Omega Ratio Rank: 77
KPELY Calmar Ratio Rank: 78
KPELY Martin Ratio Rank: 85

NOVN.SW

NOVN.SW Risk / Return Rank: 73
NOVN.SW Sharpe Ratio Rank: 77
NOVN.SW Sortino Ratio Rank: 69
NOVN.SW Omega Ratio Rank: 69
NOVN.SW Calmar Ratio Rank: 75
NOVN.SW Martin Ratio Rank: 76

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.

KPELY vs. NOVN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keppel Corporation Limited (KPELY) 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.

	KPELY	NOVN.SW	Difference
Sharpe ratio Return per unit of total volatility	1.44	1.40	+0.04
Sortino ratio Return per unit of downside risk	2.15	1.91	+0.24
Omega ratio Gain probability vs. loss probability	1.28	1.24	+0.04
Calmar ratio Return relative to maximum drawdown	2.41	2.19	+0.22
Martin ratio Return relative to average drawdown	8.95	5.39	+3.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KPELY vs. NOVN.SW - Sharpe Ratio Comparison

The current KPELY Sharpe Ratio is 1.44, which is comparable to the NOVN.SW Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of KPELY and NOVN.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KPELY	NOVN.SW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	1.40	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.79	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.64	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.54	-0.32

Drawdowns

KPELY vs. NOVN.SW - Drawdown Comparison

The maximum KPELY drawdown since its inception was -74.06%, 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 KPELY and NOVN.SW.

Drawdown Indicators

	KPELY	NOVN.SW	Difference
Max Drawdown Largest peak-to-trough decline	-74.06%	-40.85%	-33.21%
Max Drawdown (1Y) Largest decline over 1 year	-29.59%	-13.01%	-16.58%
Max Drawdown (3Y) Largest decline over 3 years	-29.59%	-19.68%	-9.91%
Max Drawdown (5Y) Largest decline over 5 years	-29.59%	-21.10%	-8.49%
Max Drawdown (10Y) Largest decline over 10 years	-50.82%	-24.72%	-26.10%
Current Drawdown Current decline from peak	-13.27%	-12.85%	-0.42%
Average Drawdown Average peak-to-trough decline	-22.49%	-9.00%	-13.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.96%	5.25%	+2.71%

Volatility

KPELY vs. NOVN.SW - Volatility Comparison

Keppel Corporation Limited (KPELY) has a higher volatility of 20.71% compared to Novartis AG (NOVN.SW) at 6.23%. This indicates that KPELY'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.

Volatility by Period

	KPELY	NOVN.SW	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.71%	6.23%	+14.48%
Volatility (6M) Calculated over the trailing 6-month period	33.81%	14.78%	+19.03%
Volatility (1Y) Calculated over the trailing 1-year period	49.58%	20.33%	+29.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.99%	19.37%	+26.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.41%	18.97%	+19.44%

Dividends

KPELY vs. NOVN.SW - Dividend Comparison

KPELY's dividend yield for the trailing twelve months is around 2.96%, less than NOVN.SW's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KPELY Keppel Corporation Limited	2.96%	3.17%	5.36%	36.11%	4.88%	3.84%	4.86%	3.40%	5.05%	5.18%	10.66%	7.80%
NOVN.SW Novartis AG	3.26%	3.19%	3.72%	3.77%	3.91%	3.94%	3.72%	3.27%	3.98%	3.98%	4.35%	3.58%

Financials

Frequently Asked Questions

Can I hold both KPELY and NOVN.SW in my portfolio?

KPELY and NOVN.SW have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.