NOV.DE vs. FICO
Compare and contrast key facts about Novo Nordisk A/S (NOV.DE) and Fair Isaac Corporation (FICO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOV.DE or FICO.
Key characteristics
| NOV.DE | FICO | |
|---|---|---|
| YTD Return | 14.47% | 86.95% |
| 1Y Return | 12.18% | 131.39% |
| 3Y Return (Ann) | 38.25% | 76.41% |
| 5Y Return (Ann) | 46.96% | 45.82% |
| 10Y Return (Ann) | 42.64% | 40.99% |
| Sharpe Ratio | 0.47 | 4.47 |
| Sortino Ratio | 0.91 | 4.50 |
| Omega Ratio | 1.11 | 1.66 |
| Calmar Ratio | 0.55 | 7.86 |
| Martin Ratio | 1.53 | 26.33 |
| Ulcer Index | 9.54% | 5.01% |
| Daily Std Dev | 30.71% | 29.47% |
| Max Drawdown | -50.94% | -79.26% |
| Current Drawdown | -26.37% | 0.00% |
Fundamentals
| NOV.DE | FICO | |
|---|---|---|
| Market Cap | €480.12B | $51.26B |
| EPS | €2.70 | $19.86 |
| PE Ratio | 39.93 | 105.27 |
| PEG Ratio | 1.66 | 1.88 |
| Total Revenue (TTM) | €85.63B | $1.72B |
| Gross Profit (TTM) | €72.69B | $1.37B |
| EBITDA (TTM) | €44.45B | $747.03M |
Correlation
The correlation between NOV.DE and FICO 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. FICO - Performance Comparison
In the year-to-date period, NOV.DE achieves a 14.47% return, which is significantly lower than FICO's 86.95% return. Both investments have delivered pretty close results over the past 10 years, with NOV.DE having a 42.64% annualized return and FICO not far behind at 40.99%. 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. FICO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOV.DE) and Fair Isaac Corporation (FICO). 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. FICO - Dividend Comparison
NOV.DE's dividend yield for the trailing twelve months is around 1.34%, while FICO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOV.DE Novo Nordisk A/S | 1.34% | 1.01% | 1.18% | 1.27% | 1.99% | 2.09% | 5.96% | 2.28% | 3.69% | 1.25% | 1.69% | 1.82% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
Drawdowns
NOV.DE vs. FICO - Drawdown Comparison
The maximum NOV.DE drawdown since its inception was -50.94%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for NOV.DE and FICO. For additional features, visit the drawdowns tool.
Volatility
NOV.DE vs. FICO - Volatility Comparison
The current volatility for Novo Nordisk A/S (NOV.DE) is 4.29%, while Fair Isaac Corporation (FICO) has a volatility of 8.14%. This indicates that NOV.DE experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOV.DE vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Fair Isaac Corporation. 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