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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

The year-to-date returns for both stocks are quite close, with MSTR having a -16.29% return and NVO slightly lower at -16.56%. Over the past 10 years, MSTR has outperformed NVO with an annualized return of 21.08%, while NVO has yielded a comparatively lower 6.20% annualized return.


MSTR

1D
5.61%
1M
-32.19%
YTD
-16.29%
6M
-30.75%
1Y
-66.03%
3Y*
65.16%
5Y*
19.92%
10Y*
21.08%

NVO

1D
-4.52%
1M
-10.96%
YTD
-16.56%
6M
-9.23%
1Y
-42.47%
3Y*
-17.53%
5Y*
1.78%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTR vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSTR
Strategy Inc
-16.29%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%
NVO
Novo Nordisk A/S
-16.56%-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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 12, 1998

0.18

Fundamentals

Market Cap

MSTR:

$42.47B

NVO:

$182.49B

EPS

MSTR:

-$40.19

NVO:

$27.42

PS Ratio

MSTR:

79.74

NVO:

0.56

PB Ratio

MSTR:

1.16

NVO:

0.90

Total Revenue (TTM)

MSTR:

$490.47M

NVO:

$327.80B

Gross Profit (TTM)

MSTR:

$334.08M

NVO:

$268.30B

EBITDA (TTM)

MSTR:

$466.93M

NVO:

$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: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 55
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1717
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.


MSTRNVODifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

0.82

0.86

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.77

-0.09

Martin ratioReturn relative to average drawdown

-1.27

-1.14

-0.12

MSTR vs. NVO - Sharpe Ratio Comparison

The current MSTR Sharpe Ratio is -0.94, which is comparable to the NVO Sharpe Ratio of -0.82. 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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Sharpe Ratios by Period


MSTRNVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

-0.82

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.05

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.19

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.47

-0.35

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

-76.53%

-55.03%

-21.50%

Max Drawdown (3Y)

Largest decline over 3 years

-77.42%

-74.70%

-2.72%

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

-73.15%

-70.19%

-2.96%

Average Drawdown

Average peak-to-trough decline

-86.47%

-17.77%

-68.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.19%

37.21%

+14.98%

Volatility

MSTR vs. NVO - Volatility Comparison

Strategy Inc (MSTR) has a higher volatility of 21.43% compared to Novo Nordisk A/S (NVO) at 9.75%. 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

21.43%

9.75%

+11.68%

Volatility (6M)

Calculated over the trailing 6-month period

56.80%

38.30%

+18.50%

Volatility (1Y)

Calculated over the trailing 1-year period

70.82%

52.08%

+18.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.87%

38.31%

+52.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.77%

32.56%

+41.21%

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 4.39%.


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
4.39%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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
124.30M
96.82B
(MSTR) Total Revenue
(NVO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MSTR and NVO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (21.43%) compared to NVO (9.75%). In terms of maximum drawdown, MSTR dropped -99.86% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (-0.82 vs -0.94), 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

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