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MONC.MI vs. NOVO-B.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MONC.MI vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Moncler SpA (MONC.MI) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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MONC.MI vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MONC.MI
Moncler SpA
-3.93%10.17%-6.80%14.52%-21.57%28.76%27.39%40.08%11.72%59.09%
NOVO-B.CO
Novo Nordisk A/S
-24.63%-46.44%-9.91%50.83%29.14%76.14%13.26%32.53%-8.71%35.09%
Different Trading Currencies

MONC.MI is traded in EUR, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MONC.MI achieves a -3.93% return, which is significantly higher than NOVO-B.CO's -24.63% return. Over the past 10 years, MONC.MI has outperformed NOVO-B.CO with an annualized return of 15.13%, while NOVO-B.CO has yielded a comparatively lower 5.25% annualized return.


MONC.MI

1D
2.65%
1M
-6.75%
YTD
-3.93%
6M
5.02%
1Y
-6.07%
3Y*
-4.17%
5Y*
2.85%
10Y*
15.13%

NOVO-B.CO

1D
2.73%
1M
3.44%
YTD
-24.63%
6M
-33.16%
1Y
-48.27%
3Y*
-22.22%
5Y*
4.03%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MONC.MI vs. NOVO-B.CO — Risk / Return Rank

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

MONC.MI
MONC.MI Risk / Return Rank: 3030
Overall Rank
MONC.MI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MONC.MI Sortino Ratio Rank: 2727
Sortino Ratio Rank
MONC.MI Omega Ratio Rank: 2828
Omega Ratio Rank
MONC.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
MONC.MI Martin Ratio Rank: 3131
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 88
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 99
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 88
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 99
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 99
Martin Ratio Rank
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.

MONC.MI vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moncler SpA (MONC.MI) and Novo Nordisk A/S (NOVO-B.CO). 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.


MONC.MINOVO-B.CODifference

Sharpe ratio

Return per unit of total volatility

-0.19

-0.88

+0.69

Sortino ratio

Return per unit of downside risk

-0.05

-1.12

+1.07

Omega ratio

Gain probability vs. loss probability

0.99

0.85

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.30

-0.87

+0.56

Martin ratio

Return relative to average drawdown

-0.55

-1.48

+0.93

MONC.MI vs. NOVO-B.CO - Sharpe Ratio Comparison

The current MONC.MI Sharpe Ratio is -0.19, which is higher than the NOVO-B.CO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of MONC.MI and NOVO-B.CO, 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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Sharpe Ratios by Period


MONC.MINOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.88

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.11

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.16

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between MONC.MI and NOVO-B.CO is 0.23, 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

MONC.MI vs. NOVO-B.CO - Dividend Comparison

MONC.MI's dividend yield for the trailing twelve months is around 2.46%, less than NOVO-B.CO's 4.94% yield.


TTM20252024202320222021202020192018201720162015
MONC.MI
Moncler SpA
2.46%2.37%2.26%2.01%1.21%0.70%1.10%1.00%0.97%0.69%0.85%0.93%
NOVO-B.CO
Novo Nordisk A/S
4.94%3.58%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%

Drawdowns

MONC.MI vs. NOVO-B.CO - Drawdown Comparison

The maximum MONC.MI drawdown since its inception was -45.80%, smaller than the maximum NOVO-B.CO drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for MONC.MI and NOVO-B.CO.


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Drawdown Indicators


MONC.MINOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-45.80%

-76.75%

+30.95%

Max Drawdown (1Y)

Largest decline over 1 year

-19.94%

-54.94%

+35.00%

Max Drawdown (5Y)

Largest decline over 5 years

-45.80%

-76.75%

+30.95%

Max Drawdown (10Y)

Largest decline over 10 years

-45.80%

-76.75%

+30.95%

Current Drawdown

Current decline from peak

-21.89%

-75.38%

+53.49%

Average Drawdown

Average peak-to-trough decline

-15.90%

-15.80%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

32.14%

-21.16%

Volatility

MONC.MI vs. NOVO-B.CO - Volatility Comparison

The current volatility for Moncler SpA (MONC.MI) is 7.21%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 9.13%. This indicates that MONC.MI experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MONC.MINOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

9.13%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

40.82%

-17.91%

Volatility (1Y)

Calculated over the trailing 1-year period

32.26%

55.46%

-23.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.06%

38.38%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.08%

32.54%

-0.46%

Financials

MONC.MI vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Moncler SpA 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


Please note, different currencies. MONC.MI values in EUR, NOVO-B.CO values in DKK