PortfoliosLab logoPortfoliosLab logo
NOVN.SW vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

NOVN.SW vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Novartis AG (NOVN.SW) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NOVN.SW is traded in CHF, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, NOVN.SW achieves a 15.74% return, which is significantly higher than ^GSPC's 11.07% return. Over the past 10 years, NOVN.SW has outperformed ^GSPC with an annualized return of 11.55%, while ^GSPC has yielded a comparatively lower 10.89% annualized return.


NOVN.SW

1D
-1.52%
1M
4.06%
6M
9.77%
YTD
15.74%
1Y
37.44%
3Y*
21.47%
5Y*
16.71%
10Y*
11.55%
ALL TIME*
8.60%

^GSPC

1D
0.24%
1M
0.02%
6M
8.33%
YTD
11.07%
1Y
19.54%
3Y*
15.37%
5Y*
8.56%
10Y*
10.89%
ALL TIME*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOVN.SW vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOVN.SW
Novartis AG
15.74%27.98%8.44%28.10%8.50%-0.33%-5.58%28.24%6.26%15.78%
^GSPC
S&P 500 Index
11.07%1.70%33.03%13.11%-18.34%30.63%6.46%26.69%-5.33%14.35%

Correlation

The correlation between NOVN.SW and ^GSPC is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2007

0.31

Over the past year, the correlation between NOVN.SW and ^GSPC has dropped to 0.02 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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

NOVN.SW vs. ^GSPC — Risk / Return Rank

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

NOVN.SW
NOVN.SW Risk / Return Rank: 8989
Overall Rank
NOVN.SW Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
NOVN.SW Sortino Ratio Rank: 8888
Sortino Ratio Rank
NOVN.SW Omega Ratio Rank: 8989
Omega Ratio Rank
NOVN.SW Calmar Ratio Rank: 9090
Calmar Ratio Rank
NOVN.SW Martin Ratio Rank: 8989
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

NOVN.SW vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NOVN.SW) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOVN.SW^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.52

2.13

+1.39

Martin ratioReturn relative to average drawdown

8.66

7.09

+1.57

NOVN.SW vs. ^GSPC - Sharpe Ratio Comparison

The current NOVN.SW Sharpe Ratio is 1.99, which is higher than the ^GSPC Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of NOVN.SW and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NOVN.SW vs. ^GSPC - Drawdown Comparison

The maximum NOVN.SW drawdown since its inception was -42.59%, smaller than the maximum ^GSPC drawdown of -56.33%. Use the drawdown chart below to compare losses from any high point for NOVN.SW and ^GSPC.


Loading charts...

Drawdown Indicators


NOVN.SW^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-56.33%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-9.21%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-24.92%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-24.92%

+8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

-33.88%

+9.62%

Current Drawdown

Current decline from peak

-3.84%

-1.51%

-2.33%

Average Drawdown

Average peak-to-trough decline

-11.46%

-13.61%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.76%

+1.62%

Volatility

NOVN.SW vs. ^GSPC - Volatility Comparison

Novartis AG (NOVN.SW) has a higher volatility of 6.14% compared to S&P 500 Index (^GSPC) at 3.22%. This indicates that NOVN.SW's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NOVN.SW^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

3.22%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

10.20%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

13.70%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

18.22%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

19.57%

-0.76%

Frequently Asked Questions


NOVN.SW and ^GSPC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NOVN.SW and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer