NOV.DE vs. O
NOV.DE (Novo Nordisk A/S) and O (Realty Income Corporation) are both stocks. NOV.DE operates in Biotechnology (Healthcare), while O operates in REIT - Retail (Real Estate). Over the past 10 years, NOV.DE returned 9.63%/yr vs 4.32%/yr for O. At a 0.10 correlation, their price movements are largely independent.
Performance
NOV.DE vs. O - Performance Comparison
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Different Trading Currencies
NOV.DE is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, NOV.DE achieves a -10.57% return, which is significantly lower than O's 12.45% return. Over the past 10 years, NOV.DE has outperformed O with an annualized return of 9.63%, while O has yielded a comparatively lower 4.32% annualized return.
NOV.DE
- 1D
- 4.26%
- 1M
- -1.56%
- YTD
- -10.57%
- 6M
- -2.27%
- 1Y
- -39.21%
- 3Y*
- -17.58%
- 5Y*
- 5.10%
- 10Y*
- 9.63%
O
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 12.45%
- 6M
- 10.08%
- 1Y
- 13.43%
- 3Y*
- 3.27%
- 5Y*
- 3.84%
- 10Y*
- 4.32%
NOV.DE vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOV.DE Novo Nordisk A/S | -10.57% | -45.91% | -9.75% | 49.59% | 30.57% | 73.65% | 13.34% | 35.39% | 19.47% | 34.91% |
O Realty Income Corporation | 10.79% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 24.01% | 21.38% | -9.07% |
Correlation
The correlation between NOV.DE and O is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.10 |
The correlation between NOV.DE and O shifts across timeframes, from -0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NOV.DE vs. O — Risk / Return Rank
NOV.DE
O
NOV.DE vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOV.DE) and Realty Income Corporation (O). 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.DE | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.15 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.31 | -2.00 |
| Martin ratioReturn relative to average drawdown | -1.02 | 3.09 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NOV.DE | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 0.85 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.20 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.17 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.35 | +0.15 |
Drawdowns
NOV.DE vs. O - Drawdown Comparison
The maximum NOV.DE drawdown since its inception was -76.64%, which is greater than O's maximum drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for NOV.DE and O.
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Drawdown Indicators
| NOV.DE | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.64% | -48.59% | -28.05% |
Max Drawdown (1Y)Largest decline over 1 year | -54.59% | -10.26% | -44.33% |
Max Drawdown (3Y)Largest decline over 3 years | -76.64% | -23.22% | -53.42% |
Max Drawdown (5Y)Largest decline over 5 years | -76.64% | -37.26% | -39.38% |
Max Drawdown (10Y)Largest decline over 10 years | -76.64% | -48.59% | -28.05% |
Current DrawdownCurrent decline from peak | -70.56% | -11.71% | -58.85% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -14.59% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.00% | 4.35% | +32.65% |
Volatility
NOV.DE vs. O - Volatility Comparison
Novo Nordisk A/S (NOV.DE) has a higher volatility of 8.55% compared to Realty Income Corporation (O) at 4.89%. This indicates that NOV.DE's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOV.DE | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 4.89% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 39.45% | 12.09% | +27.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.45% | 15.95% | +37.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.93% | 18.85% | +19.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.39% | 25.94% | +7.45% |
Dividends
NOV.DE vs. O - Dividend Comparison
NOV.DE's dividend yield for the trailing twelve months is around 4.11%, less than O's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOV.DE Novo Nordisk A/S | 4.11% | 3.54% | 1.58% | 1.01% | 1.17% | 1.27% | 1.98% | 2.08% | 27.19% | 2.27% | 3.67% | 1.25% |
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
NOV.DE vs. O - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Realty Income 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
Frequently Asked Questions
NOV.DE and O have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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