PortfoliosLab logoPortfoliosLab logo
NOV.DE vs. NOVO-B.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NOV.DE vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Novo Nordisk A/S (NOV.DE) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NOV.DE vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOV.DE
Novo Nordisk A/S
-25.88%-45.91%-9.75%49.59%30.57%73.65%13.34%35.40%19.47%34.91%
NOVO-B.CO
Novo Nordisk A/S
-24.70%-46.44%-9.91%50.83%29.14%76.14%13.26%32.53%-8.71%35.09%
Different Trading Currencies

NOV.DE is traded in EUR, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with NOV.DE having a -25.88% return and NOVO-B.CO slightly higher at -24.63%. Over the past 10 years, NOV.DE has outperformed NOVO-B.CO with an annualized return of 7.88%, while NOVO-B.CO has yielded a comparatively lower 5.25% annualized return.


NOV.DE

1D
0.75%
1M
4.46%
YTD
-25.88%
6M
-34.37%
1Y
-47.29%
3Y*
-22.45%
5Y*
4.02%
10Y*
7.88%

NOVO-B.CO

1D
2.73%
1M
5.97%
YTD
-24.63%
6M
-33.93%
1Y
-46.96%
3Y*
-22.22%
5Y*
4.03%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NOV.DE vs. NOVO-B.CO — Risk / Return Rank

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

NOV.DE
NOV.DE Risk / Return Rank: 99
Overall Rank
NOV.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NOV.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
NOV.DE Omega Ratio Rank: 88
Omega Ratio Rank
NOV.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
NOV.DE Martin Ratio Rank: 1010
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 88
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 99
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 88
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 88
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 99
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.

NOV.DE vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOV.DE) and Novo Nordisk A/S (NOVO-B.CO). 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.


NOV.DENOVO-B.CODifference

Sharpe ratio

Return per unit of total volatility

-0.87

-0.88

+0.01

Sortino ratio

Return per unit of downside risk

-1.09

-1.12

+0.03

Omega ratio

Gain probability vs. loss probability

0.85

0.85

0.00

Calmar ratio

Return relative to maximum drawdown

-0.84

-0.87

+0.03

Martin ratio

Return relative to average drawdown

-1.42

-1.48

+0.06

NOV.DE vs. NOVO-B.CO - Sharpe Ratio Comparison

The current NOV.DE Sharpe Ratio is -0.87, which is comparable to the NOVO-B.CO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of NOV.DE and NOVO-B.CO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NOV.DENOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-0.88

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.11

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.16

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

0.00

Correlation

The correlation between NOV.DE and NOVO-B.CO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NOV.DE vs. NOVO-B.CO - Dividend Comparison

NOV.DE's dividend yield for the trailing twelve months is around 4.96%, which matches NOVO-B.CO's 4.94% yield.


TTM20252024202320222021202020192018201720162015
NOV.DE
Novo Nordisk A/S
4.96%3.54%1.58%1.01%1.17%1.27%1.99%2.09%27.20%2.27%3.67%1.25%
NOVO-B.CO
Novo Nordisk A/S
4.94%3.58%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%

Drawdowns

NOV.DE vs. NOVO-B.CO - Drawdown Comparison

The maximum NOV.DE drawdown since its inception was -76.64%, roughly equal to the maximum NOVO-B.CO drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for NOV.DE and NOVO-B.CO.


Loading graphics...

Drawdown Indicators


NOV.DENOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-76.64%

-76.75%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-54.59%

-54.94%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-76.64%

-76.75%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-76.64%

-76.75%

+0.11%

Current Drawdown

Current decline from peak

-75.60%

-75.38%

-0.22%

Average Drawdown

Average peak-to-trough decline

-12.35%

-15.80%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.08%

32.14%

-0.06%

Volatility

NOV.DE vs. NOVO-B.CO - Volatility Comparison

The current volatility for Novo Nordisk A/S (NOV.DE) is 7.06%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 9.13%. This indicates that NOV.DE experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NOV.DENOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

9.13%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

40.82%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

54.43%

55.46%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.51%

38.38%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.16%

32.54%

+0.62%

Financials

NOV.DE vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Novo Nordisk A/S 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


Please note, different currencies. NOV.DE values in EUR, NOVO-B.CO values in DKK