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

Performance

MTD vs. NVO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-23.70%
-23.78%
MTD
NVO

Returns By Period

In the year-to-date period, MTD achieves a -4.31% return, which is significantly lower than NVO's 0.30% return. Over the past 10 years, MTD has underperformed NVO with an annualized return of 14.77%, while NVO has yielded a comparatively higher 18.98% annualized return.


MTD

YTD

-4.31%

1M

-15.52%

6M

-23.70%

1Y

10.52%

5Y (annualized)

10.52%

10Y (annualized)

14.77%

NVO

YTD

0.30%

1M

-13.09%

6M

-23.78%

1Y

0.16%

5Y (annualized)

32.81%

10Y (annualized)

18.98%

Fundamentals


MTDNVO
Market Cap$26.61B$494.05B
EPS$37.07$3.03
PE Ratio34.0235.33
PEG Ratio2.551.62
Total Revenue (TTM)$3.76B$199.27B
Gross Profit (TTM)$2.24B$169.07B
EBITDA (TTM)$1.07B$98.21B

Key characteristics


MTDNVO
Sharpe Ratio0.320.08
Sortino Ratio0.740.34
Omega Ratio1.091.04
Calmar Ratio0.280.07
Martin Ratio1.410.22
Ulcer Index7.53%10.60%
Daily Std Dev33.26%30.28%
Max Drawdown-61.43%-71.30%
Current Drawdown-31.83%-29.88%

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Correlation

-0.50.00.51.00.2

The correlation between MTD and NVO is 0.24, 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.

Risk-Adjusted Performance

MTD vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) 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.


Sharpe ratio
The chart of Sharpe ratio for MTD, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.320.08
The chart of Sortino ratio for MTD, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.740.34
The chart of Omega ratio for MTD, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.04
The chart of Calmar ratio for MTD, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.07
The chart of Martin ratio for MTD, currently valued at 1.41, compared to the broader market-10.000.0010.0020.0030.001.410.22
MTD
NVO

The current MTD Sharpe Ratio is 0.32, which is higher than the NVO Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MTD 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.32
0.08
MTD
NVO

Dividends

MTD vs. NVO - Dividend Comparison

MTD has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 1.41%.


TTM20232022202120202019201820172016201520142013
MTD
Mettler-Toledo International 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
1.41%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%1.72%

Drawdowns

MTD vs. NVO - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for MTD and NVO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.83%
-29.88%
MTD
NVO

Volatility

MTD vs. NVO - Volatility Comparison

Mettler-Toledo International Inc. (MTD) has a higher volatility of 11.53% compared to Novo Nordisk A/S (NVO) at 7.89%. This indicates that MTD'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
11.53%
7.89%
MTD
NVO

Financials

MTD vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Mettler-Toledo International 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


Values in USD except per share items