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

Correlation

The correlation between MRUS and NVO is 0.36, 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

MRUS vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merus N.V. (MRUS) 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

MRUS:

-0.16

NVO:

-1.13

Sortino Ratio

MRUS:

-0.02

NVO:

-1.63

Omega Ratio

MRUS:

1.00

NVO:

0.79

Calmar Ratio

MRUS:

-0.38

NVO:

-0.79

Martin Ratio

MRUS:

-0.74

NVO:

-1.49

Ulcer Index

MRUS:

21.61%

NVO:

31.68%

Daily Std Dev

MRUS:

60.36%

NVO:

42.39%

Max Drawdown

MRUS:

-67.42%

NVO:

-71.29%

Current Drawdown

MRUS:

-32.06%

NVO:

-54.34%

Fundamentals

Market Cap

MRUS:

$2.83B

NVO:

$288.72B

EPS

MRUS:

-$3.35

NVO:

$3.56

PEG Ratio

MRUS:

0.00

NVO:

1.00

PS Ratio

MRUS:

78.31

NVO:

0.95

PB Ratio

MRUS:

4.37

NVO:

13.79

Total Revenue (TTM)

MRUS:

$37.38M

NVO:

$303.14B

Gross Profit (TTM)

MRUS:

$37.38M

NVO:

$255.65B

EBITDA (TTM)

MRUS:

-$331.91M

NVO:

$113.24B

Returns By Period

In the year-to-date period, MRUS achieves a -2.73% return, which is significantly higher than NVO's -22.31% return.


MRUS

YTD

-2.73%

1M

5.90%

6M

-24.95%

1Y

-8.13%

5Y*

20.72%

10Y*

N/A

NVO

YTD

-22.31%

1M

7.45%

6M

-37.66%

1Y

-47.77%

5Y*

17.48%

10Y*

11.19%

*Annualized

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Risk-Adjusted Performance

MRUS vs. NVO — Risk-Adjusted Performance Rank

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

MRUS
The Risk-Adjusted Performance Rank of MRUS is 3636
Overall Rank
The Sharpe Ratio Rank of MRUS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MRUS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MRUS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MRUS is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MRUS is 3535
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 55
Overall Rank
The Sharpe Ratio Rank of NVO is 22
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 77
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.

MRUS vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merus N.V. (MRUS) 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 MRUS Sharpe Ratio is -0.16, which is higher than the NVO Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of MRUS 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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Dividends

MRUS vs. NVO - Dividend Comparison

MRUS has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 2.45%.


TTM20242023202220212020201920182017201620152014
MRUS
Merus N.V.
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
2.45%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%

Drawdowns

MRUS vs. NVO - Drawdown Comparison

The maximum MRUS drawdown since its inception was -67.42%, smaller than the maximum NVO drawdown of -71.29%. Use the drawdown chart below to compare losses from any high point for MRUS and NVO. For additional features, visit the drawdowns tool.


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Volatility

MRUS vs. NVO - Volatility Comparison

Merus N.V. (MRUS) has a higher volatility of 19.10% compared to Novo Nordisk A/S (NVO) at 16.43%. This indicates that MRUS's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MRUS vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Merus N.V. 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
9.14M
78.09B
(MRUS) Total Revenue
(NVO) Total Revenue
Values in USD except per share items