NOVN.SW vs. FLSW
Compare and contrast key facts about Novartis AG (NOVN.SW) and Franklin FTSE Switzerland ETF (FLSW).
FLSW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Switzerland RIC Capped Index. It was launched on Feb 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOVN.SW or FLSW.
Key characteristics
| NOVN.SW | FLSW | |
|---|---|---|
| YTD Return | 13.53% | 3.85% |
| 1Y Return | 14.30% | 16.70% |
| 3Y Return (Ann) | 13.46% | 0.73% |
| 5Y Return (Ann) | 6.52% | 7.52% |
| Sharpe Ratio | 0.82 | 1.34 |
| Sortino Ratio | 1.20 | 1.93 |
| Omega Ratio | 1.16 | 1.22 |
| Calmar Ratio | 1.41 | 1.07 |
| Martin Ratio | 3.77 | 5.74 |
| Ulcer Index | 3.59% | 2.87% |
| Daily Std Dev | 16.58% | 12.28% |
| Max Drawdown | -42.25% | -28.16% |
| Current Drawdown | -9.58% | -7.62% |
Correlation
The correlation between NOVN.SW and FLSW is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NOVN.SW vs. FLSW - Performance Comparison
In the year-to-date period, NOVN.SW achieves a 13.53% return, which is significantly higher than FLSW's 3.85% return. 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
NOVN.SW vs. FLSW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NOVN.SW) and Franklin FTSE Switzerland ETF (FLSW). 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
NOVN.SW vs. FLSW - Dividend Comparison
NOVN.SW's dividend yield for the trailing twelve months is around 3.55%, more than FLSW's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 3.55% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% | 3.17% | 3.86% |
FLSW Franklin FTSE Switzerland ETF | 2.03% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NOVN.SW vs. FLSW - Drawdown Comparison
The maximum NOVN.SW drawdown since its inception was -42.25%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for NOVN.SW and FLSW. For additional features, visit the drawdowns tool.
Volatility
NOVN.SW vs. FLSW - Volatility Comparison
Novartis AG (NOVN.SW) has a higher volatility of 5.71% compared to Franklin FTSE Switzerland ETF (FLSW) at 3.88%. This indicates that NOVN.SW's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.