NOVN.SW vs. NESN.SW
Compare and contrast key facts about Novartis AG (NOVN.SW) and Nestlé S.A. (NESN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOVN.SW or NESN.SW.
Key characteristics
| NOVN.SW | NESN.SW | |
|---|---|---|
| YTD Return | 12.42% | -17.70% |
| 1Y Return | 12.83% | -19.27% |
| 3Y Return (Ann) | 12.92% | -11.98% |
| 5Y Return (Ann) | 6.03% | -3.15% |
| 10Y Return (Ann) | 6.18% | 3.72% |
| Sharpe Ratio | 0.77 | -1.16 |
| Sortino Ratio | 1.14 | -1.52 |
| Omega Ratio | 1.15 | 0.81 |
| Calmar Ratio | 1.22 | -0.54 |
| Martin Ratio | 3.40 | -2.32 |
| Ulcer Index | 3.75% | 8.14% |
| Daily Std Dev | 16.56% | 16.28% |
| Max Drawdown | -42.25% | -39.85% |
| Current Drawdown | -10.47% | -34.96% |
Fundamentals
| NOVN.SW | NESN.SW | |
|---|---|---|
| Market Cap | CHF 184.65B | CHF 200.56B |
| EPS | CHF 5.02 | CHF 4.27 |
| PE Ratio | 18.40 | 18.27 |
| PEG Ratio | 3.17 | 2.36 |
| Total Revenue (TTM) | CHF 49.94B | CHF 91.94B |
| Gross Profit (TTM) | CHF 37.42B | CHF 42.99B |
| EBITDA (TTM) | CHF 19.71B | CHF 19.45B |
Correlation
The correlation between NOVN.SW and NESN.SW is 0.57, 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. NESN.SW - Performance Comparison
In the year-to-date period, NOVN.SW achieves a 12.42% return, which is significantly higher than NESN.SW's -17.70% return. Over the past 10 years, NOVN.SW has outperformed NESN.SW with an annualized return of 6.18%, while NESN.SW has yielded a comparatively lower 3.72% annualized 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. NESN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NOVN.SW) and Nestlé S.A. (NESN.SW). 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. NESN.SW - Dividend Comparison
NOVN.SW's dividend yield for the trailing twelve months is around 3.59%, less than NESN.SW's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 3.59% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% | 3.17% | 3.86% |
NESN.SW Nestlé S.A. | 3.86% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
Drawdowns
NOVN.SW vs. NESN.SW - Drawdown Comparison
The maximum NOVN.SW drawdown since its inception was -42.25%, which is greater than NESN.SW's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for NOVN.SW and NESN.SW. For additional features, visit the drawdowns tool.
Volatility
NOVN.SW vs. NESN.SW - Volatility Comparison
Novartis AG (NOVN.SW) has a higher volatility of 5.51% compared to Nestlé S.A. (NESN.SW) at 5.03%. This indicates that NOVN.SW's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOVN.SW vs. NESN.SW - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Nestlé S.A.. 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