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

Correlation

The correlation between LSRCY and NVO is 0.35, 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.


Performance

LSRCY vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lasertec Corporation ADR (LSRCY) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LSRCY:

-1.17

NVO:

-1.05

Sortino Ratio

LSRCY:

-2.19

NVO:

-1.51

Omega Ratio

LSRCY:

0.75

NVO:

0.81

Calmar Ratio

LSRCY:

-0.83

NVO:

-0.76

Martin Ratio

LSRCY:

-1.22

NVO:

-1.34

Ulcer Index

LSRCY:

51.45%

NVO:

34.06%

Daily Std Dev

LSRCY:

52.98%

NVO:

43.26%

Max Drawdown

LSRCY:

-76.19%

NVO:

-71.29%

Current Drawdown

LSRCY:

-67.69%

NVO:

-50.36%

Fundamentals

Market Cap

LSRCY:

$9.12B

NVO:

$303.58B

EPS

LSRCY:

$1.08

NVO:

$3.54

PE Ratio

LSRCY:

18.54

NVO:

20.20

PS Ratio

LSRCY:

0.04

NVO:

1.00

PB Ratio

LSRCY:

7.61

NVO:

15.23

Total Revenue (TTM)

LSRCY:

$56.30B

NVO:

$303.14B

Gross Profit (TTM)

LSRCY:

$30.67B

NVO:

$255.65B

EBITDA (TTM)

LSRCY:

$24.58B

NVO:

$154.08B

Returns By Period

In the year-to-date period, LSRCY achieves a 6.21% return, which is significantly higher than NVO's -15.54% return.


LSRCY

YTD

6.21%

1M

9.46%

6M

-9.00%

1Y

-60.92%

3Y*

-11.69%

5Y*

N/A

10Y*

N/A

NVO

YTD

-15.54%

1M

8.99%

6M

-31.97%

1Y

-46.09%

3Y*

10.66%

5Y*

18.68%

10Y*

11.78%

*Annualized

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Lasertec Corporation ADR

Novo Nordisk A/S

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LSRCY vs. NVO — Risk-Adjusted Performance Rank

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

LSRCY
The Risk-Adjusted Performance Rank of LSRCY is 55
Overall Rank
The Sharpe Ratio Rank of LSRCY is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of LSRCY is 11
Sortino Ratio Rank
The Omega Ratio Rank of LSRCY is 33
Omega Ratio Rank
The Calmar Ratio Rank of LSRCY is 44
Calmar Ratio Rank
The Martin Ratio Rank of LSRCY is 1616
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 66
Overall Rank
The Sharpe Ratio Rank of NVO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 55
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 66
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 66
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 1111
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.

LSRCY vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lasertec Corporation ADR (LSRCY) 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 LSRCY Sharpe Ratio is -1.17, which is comparable to the NVO Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of LSRCY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LSRCY vs. NVO - Dividend Comparison

LSRCY has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 2.25%.


TTM20242023202220212020201920182017201620152014
LSRCY
Lasertec Corporation ADR
0.00%0.00%0.33%0.51%0.22%0.15%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
2.25%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

LSRCY vs. NVO - Drawdown Comparison

The maximum LSRCY drawdown since its inception was -76.19%, which is greater than NVO's maximum drawdown of -71.29%. Use the drawdown chart below to compare losses from any high point for LSRCY and NVO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LSRCY vs. NVO - Volatility Comparison

The current volatility for Lasertec Corporation ADR (LSRCY) is 12.21%, while Novo Nordisk A/S (NVO) has a volatility of 13.11%. This indicates that LSRCY 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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Financials

LSRCY vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Lasertec Corporation ADR 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
56.30B
78.09B
(LSRCY) Total Revenue
(NVO) Total Revenue
Values in USD except per share items