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MSTR vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSTR vs. NVO - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSTR achieves a -39.01% return, which is significantly lower than NVO's -1.67% return. Over the past 10 years, MSTR has outperformed NVO with an annualized return of 18.32%, while NVO has yielded a comparatively lower 8.17% annualized return.


MSTR

1D
12.60%
1M
-41.74%
YTD
-39.01%
6M
-40.36%
1Y
-75.86%
3Y*
39.36%
5Y*
6.88%
10Y*
18.32%

NVO

1D
0.56%
1M
6.06%
YTD
-1.67%
6M
-2.80%
1Y
-26.15%
3Y*
-13.58%
5Y*
5.11%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTR vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSTR
Strategy Inc
-39.01%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%
NVO
Novo Nordisk A/S
-1.67%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between MSTR and NVO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 11, 1998

0.18

Fundamentals

Market Cap

MSTR:

$30.95B

NVO:

$215.05B

EPS

MSTR:

-$39.78

NVO:

DKK 27.42

PS Ratio

MSTR:

58.70

NVO:

4.30

PB Ratio

MSTR:

0.84

NVO:

6.95

Total Revenue (TTM)

MSTR:

$490.47M

NVO:

DKK 327.80B

Gross Profit (TTM)

MSTR:

$334.08M

NVO:

DKK 268.30B

EBITDA (TTM)

MSTR:

$466.93M

NVO:

DKK 181.54B

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Return for Risk

MSTR vs. NVO — Risk / Return Rank

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

MSTR
MSTR Risk / Return Rank: 66
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 22
Sortino Ratio Rank
MSTR Omega Ratio Rank: 55
Omega Ratio Rank
MSTR Calmar Ratio Rank: 66
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1010
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 2424
Overall Rank
NVO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVO Omega Ratio Rank: 2222
Omega Ratio Rank
NVO Calmar Ratio Rank: 2525
Calmar Ratio Rank
NVO Martin Ratio Rank: 2828
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.

MSTR vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSTRNVODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

0.78

0.94

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.53

-0.39

Martin ratioReturn relative to average drawdown

-1.37

-0.84

-0.53

MSTR vs. NVO - Sharpe Ratio Comparison

The current MSTR Sharpe Ratio is -1.02, which is lower than the NVO Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of MSTR and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSTR vs. NVO - Drawdown Comparison

The maximum MSTR drawdown since its inception was -99.86%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for MSTR and NVO.


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Drawdown Indicators


MSTRNVODifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-74.70%

-25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-81.95%

-49.17%

-32.78%

Max Drawdown (3Y)

Largest decline over 3 years

-82.63%

-74.70%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

-74.70%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

-74.70%

-14.57%

Current Drawdown

Current decline from peak

-80.44%

-64.87%

-15.57%

Average Drawdown

Average peak-to-trough decline

-86.44%

-17.83%

-68.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.19%

31.10%

+24.09%

Volatility

MSTR vs. NVO - Volatility Comparison

Strategy Inc (MSTR) has a higher volatility of 28.41% compared to Novo Nordisk A/S (NVO) at 11.68%. This indicates that MSTR'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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Volatility by Period


MSTRNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.41%

11.68%

+16.73%

Volatility (6M)

Calculated over the trailing 6-month period

60.21%

37.71%

+22.50%

Volatility (1Y)

Calculated over the trailing 1-year period

74.35%

51.65%

+22.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.65%

38.48%

+52.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.13%

32.57%

+41.56%

Dividends

MSTR vs. NVO - Dividend Comparison

MSTR has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 3.73%.


PositionTTM20252024202320222021202020192018201720162015
MSTR
Strategy 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
3.73%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Financials

MSTR vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Strategy 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
124.30M
96.82B
(MSTR) Total Revenue
(NVO) Total Revenue
Please note, different currencies. MSTR values in USD, NVO values in DKK

Frequently Asked Questions


MSTR and NVO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (28.41%) compared to NVO (11.68%). In terms of maximum drawdown, MSTR dropped -99.86% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (-0.51 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MSTR and NVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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