NOV.DE vs. AMAT
Compare and contrast key facts about Novo Nordisk A/S (NOV.DE) and Applied Materials, Inc. (AMAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOV.DE or AMAT.
Key characteristics
| NOV.DE | AMAT | |
|---|---|---|
| YTD Return | 16.14% | 15.77% |
| 1Y Return | 16.30% | 25.57% |
| 3Y Return (Ann) | 38.93% | 6.90% |
| 5Y Return (Ann) | 47.39% | 28.11% |
| 10Y Return (Ann) | 42.86% | 25.06% |
| Sharpe Ratio | 0.65 | 0.60 |
| Sortino Ratio | 1.14 | 1.05 |
| Omega Ratio | 1.14 | 1.14 |
| Calmar Ratio | 0.76 | 0.79 |
| Martin Ratio | 2.03 | 1.75 |
| Ulcer Index | 9.91% | 14.16% |
| Daily Std Dev | 30.95% | 41.47% |
| Max Drawdown | -50.94% | -85.22% |
| Current Drawdown | -25.30% | -26.67% |
Fundamentals
| NOV.DE | AMAT | |
|---|---|---|
| Market Cap | €446.19B | $155.45B |
| EPS | €2.85 | $8.81 |
| PE Ratio | 35.16 | 21.18 |
| PEG Ratio | 1.59 | 1.74 |
| Total Revenue (TTM) | €85.63B | $20.12B |
| Gross Profit (TTM) | €72.69B | $9.56B |
| EBITDA (TTM) | €44.45B | $6.10B |
Correlation
The correlation between NOV.DE and AMAT is 0.13, 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
NOV.DE vs. AMAT - Performance Comparison
The year-to-date returns for both stocks are quite close, with NOV.DE having a 16.14% return and AMAT slightly lower at 15.77%. Over the past 10 years, NOV.DE has outperformed AMAT with an annualized return of 42.86%, while AMAT has yielded a comparatively lower 25.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NOV.DE vs. AMAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOV.DE) and Applied Materials, Inc. (AMAT). 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.
Dividends
NOV.DE vs. AMAT - Dividend Comparison
NOV.DE's dividend yield for the trailing twelve months is around 1.32%, more than AMAT's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOV.DE Novo Nordisk A/S | 1.32% | 1.01% | 1.18% | 1.27% | 1.99% | 2.09% | 5.96% | 2.28% | 3.69% | 1.25% | 1.69% | 1.82% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
NOV.DE vs. AMAT - Drawdown Comparison
The maximum NOV.DE drawdown since its inception was -50.94%, smaller than the maximum AMAT drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for NOV.DE and AMAT. For additional features, visit the drawdowns tool.
Volatility
NOV.DE vs. AMAT - Volatility Comparison
The current volatility for Novo Nordisk A/S (NOV.DE) is 5.49%, while Applied Materials, Inc. (AMAT) has a volatility of 13.82%. This indicates that NOV.DE experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOV.DE vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Applied Materials, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities