MOMO vs. NVO

In the year-to-date period, MOMO achieves a -16.75% return, which is significantly lower than NVO's -15.54% return. Over the past 10 years, MOMO has underperformed NVO with an annualized return of -5.62%, while NVO has yielded a comparatively higher 11.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Momo Inc. (MOMO) 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 MOMO Sharpe Ratio is 0.33, which is higher than the NVO Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of MOMO 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.

MOMO's dividend yield for the trailing twelve months is around 4.94%, more than NVO's 2.25% yield.

The maximum MOMO drawdown since its inception was -90.31%, which is greater than NVO's maximum drawdown of -71.29%. Use the drawdown chart below to compare losses from any high point for MOMO and NVO.

The current volatility for Momo Inc. (MOMO) is 8.79%, while Novo Nordisk A/S (NVO) has a volatility of 13.11%. This indicates that MOMO 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.

This section allows you to compare key financial metrics between Momo 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.