NOV.DE vs. QCOM
Compare and contrast key facts about Novo Nordisk A/S (NOV.DE) and QUALCOMM Incorporated (QCOM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOV.DE or QCOM.
Key characteristics
| NOV.DE | QCOM | |
|---|---|---|
| YTD Return | 16.14% | 14.61% |
| 1Y Return | 16.30% | 34.69% |
| 3Y Return (Ann) | 38.93% | 1.91% |
| 5Y Return (Ann) | 47.39% | 15.18% |
| 10Y Return (Ann) | 42.86% | 11.96% |
| Sharpe Ratio | 0.65 | 0.92 |
| Sortino Ratio | 1.14 | 1.39 |
| Omega Ratio | 1.14 | 1.18 |
| Calmar Ratio | 0.76 | 1.08 |
| Martin Ratio | 2.03 | 2.30 |
| Ulcer Index | 9.91% | 14.93% |
| Daily Std Dev | 30.95% | 37.32% |
| Max Drawdown | -50.94% | -86.76% |
| Current Drawdown | -25.30% | -27.67% |
Fundamentals
| NOV.DE | QCOM | |
|---|---|---|
| Market Cap | €446.19B | $186.97B |
| EPS | €2.85 | $8.68 |
| PE Ratio | 35.16 | 18.83 |
| PEG Ratio | 1.59 | 1.78 |
| Total Revenue (TTM) | €85.63B | $38.96B |
| Gross Profit (TTM) | €72.69B | $21.90B |
| EBITDA (TTM) | €44.45B | $11.63B |
Correlation
The correlation between NOV.DE and QCOM is 0.12, 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. QCOM - Performance Comparison
In the year-to-date period, NOV.DE achieves a 16.14% return, which is significantly higher than QCOM's 14.61% return. Over the past 10 years, NOV.DE has outperformed QCOM with an annualized return of 42.86%, while QCOM has yielded a comparatively lower 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
NOV.DE vs. QCOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOV.DE) and QUALCOMM Incorporated (QCOM). 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. QCOM - Dividend Comparison
NOV.DE's dividend yield for the trailing twelve months is around 1.32%, less than QCOM's 2.02% 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% |
QCOM QUALCOMM Incorporated | 2.02% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
Drawdowns
NOV.DE vs. QCOM - Drawdown Comparison
The maximum NOV.DE drawdown since its inception was -50.94%, smaller than the maximum QCOM drawdown of -86.76%. Use the drawdown chart below to compare losses from any high point for NOV.DE and QCOM. For additional features, visit the drawdowns tool.
Volatility
NOV.DE vs. QCOM - Volatility Comparison
The current volatility for Novo Nordisk A/S (NOV.DE) is 5.49%, while QUALCOMM Incorporated (QCOM) has a volatility of 10.21%. This indicates that NOV.DE experiences smaller price fluctuations and is considered to be less risky than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOV.DE vs. QCOM - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and QUALCOMM Incorporated. 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