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KRYS vs. NVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KRYS and NVO is 0.19, 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.


-0.50.00.51.00.2

Performance

KRYS vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Krystal Biotech, Inc. (KRYS) 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%AugustSeptemberOctoberNovemberDecember2025
-31.60%
-42.16%
KRYS
NVO

Key characteristics

Sharpe Ratio

KRYS:

0.24

NVO:

-0.64

Sortino Ratio

KRYS:

0.96

NVO:

-0.71

Omega Ratio

KRYS:

1.11

NVO:

0.90

Calmar Ratio

KRYS:

0.42

NVO:

-0.52

Martin Ratio

KRYS:

1.10

NVO:

-1.40

Ulcer Index

KRYS:

12.84%

NVO:

16.43%

Daily Std Dev

KRYS:

58.13%

NVO:

35.90%

Max Drawdown

KRYS:

-53.42%

NVO:

-71.30%

Current Drawdown

KRYS:

-33.24%

NVO:

-44.53%

Fundamentals

Market Cap

KRYS:

$4.10B

NVO:

$373.83B

EPS

KRYS:

$1.78

NVO:

$2.91

PE Ratio

KRYS:

80.13

NVO:

27.90

Total Revenue (TTM)

KRYS:

$199.38M

NVO:

$204.72B

Gross Profit (TTM)

KRYS:

$182.28M

NVO:

$173.22B

EBITDA (TTM)

KRYS:

$51.83M

NVO:

$108.42B

Returns By Period

In the year-to-date period, KRYS achieves a -8.95% return, which is significantly lower than NVO's -5.63% return.


KRYS

YTD

-8.95%

1M

-12.83%

6M

-31.60%

1Y

11.12%

5Y*

22.34%

10Y*

N/A

NVO

YTD

-5.63%

1M

-24.10%

6M

-42.16%

1Y

-23.41%

5Y*

23.56%

10Y*

16.22%

*Annualized

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Risk-Adjusted Performance

KRYS vs. NVO — Risk-Adjusted Performance Rank

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

KRYS
The Risk-Adjusted Performance Rank of KRYS is 6262
Overall Rank
The Sharpe Ratio Rank of KRYS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 6262
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 1515
Overall Rank
The Sharpe Ratio Rank of NVO is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 1717
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 1010
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.

KRYS vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) 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 KRYS, currently valued at 0.24, compared to the broader market-2.000.002.000.24-0.64
The chart of Sortino ratio for KRYS, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96-0.71
The chart of Omega ratio for KRYS, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.90
The chart of Calmar ratio for KRYS, currently valued at 0.42, compared to the broader market0.002.004.006.000.42-0.52
The chart of Martin ratio for KRYS, currently valued at 1.10, compared to the broader market0.0010.0020.001.10-1.40
KRYS
NVO

The current KRYS Sharpe Ratio is 0.24, which is higher than the NVO Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of KRYS 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.24
-0.64
KRYS
NVO

Dividends

KRYS vs. NVO - Dividend Comparison

KRYS has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 1.78%.


TTM20242023202220212020201920182017201620152014
KRYS
Krystal Biotech, Inc.
0.00%0.00%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
1.78%1.68%0.99%1.18%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

KRYS vs. NVO - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for KRYS and NVO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.24%
-44.53%
KRYS
NVO

Volatility

KRYS vs. NVO - Volatility Comparison

The current volatility for Krystal Biotech, Inc. (KRYS) is 14.44%, while Novo Nordisk A/S (NVO) has a volatility of 21.18%. This indicates that KRYS 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%AugustSeptemberOctoberNovemberDecember2025
14.44%
21.18%
KRYS
NVO

Financials

KRYS vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Krystal Biotech, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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