NOVN.SW vs. RHHBY
Compare and contrast key facts about Novartis AG (NOVN.SW) and Roche Holding AG (RHHBY).
Performance
NOVN.SW vs. RHHBY - Performance Comparison
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NOVN.SW vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 15.55% | 27.98% | 8.44% | 11.93% | 8.75% | -0.11% | -5.39% | 28.50% | 6.51% | 16.04% |
RHHBY Roche Holding AG | 1.14% | 33.57% | 8.13% | -12.62% | -21.15% | 23.74% | 0.67% | 31.20% | 3.15% | 9.46% |
Different Trading Currencies
NOVN.SW is traded in CHF, while RHHBY is traded in USD. To make them comparable, the RHHBY 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 15.55% return, which is significantly higher than RHHBY's 1.14% return. Over the past 10 years, NOVN.SW has outperformed RHHBY with an annualized return of 12.23%, while RHHBY has yielded a comparatively lower 6.38% annualized return.
NOVN.SW
- 1D
- 1.69%
- 1M
- -2.55%
- YTD
- 15.55%
- 6M
- 21.75%
- 1Y
- 28.67%
- 3Y*
- 19.68%
- 5Y*
- 14.07%
- 10Y*
- 12.23%
RHHBY
- 1D
- 0.97%
- 1M
- -8.20%
- YTD
- 1.14%
- 6M
- 15.79%
- 1Y
- 13.99%
- 3Y*
- 10.72%
- 5Y*
- 4.32%
- 10Y*
- 6.38%
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Return for Risk
NOVN.SW vs. RHHBY — Risk / Return Rank
NOVN.SW
RHHBY
NOVN.SW vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NOVN.SW) and Roche Holding AG (RHHBY). 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.
| NOVN.SW | RHHBY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.49 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.91 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.11 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.77 | +1.05 |
Martin ratioReturn relative to average drawdown | 6.59 | 1.56 | +5.03 |
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
| NOVN.SW | RHHBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.49 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.20 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.29 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.23 | +0.27 |
Correlation
The correlation between NOVN.SW and RHHBY is 0.47, 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.
Dividends
NOVN.SW vs. RHHBY - Dividend Comparison
NOVN.SW's dividend yield for the trailing twelve months is around 3.01%, less than RHHBY's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 3.01% | 3.19% | 3.72% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% |
RHHBY Roche Holding AG | 3.16% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Drawdowns
NOVN.SW vs. RHHBY - Drawdown Comparison
The maximum NOVN.SW drawdown since its inception was -42.25%, roughly equal to the maximum RHHBY drawdown of -43.24%. Use the drawdown chart below to compare losses from any high point for NOVN.SW and RHHBY.
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Drawdown Indicators
| NOVN.SW | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -45.73% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -19.31% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -40.88% | +24.02% |
Max Drawdown (10Y)Largest decline over 10 years | -24.11% | -40.88% | +16.77% |
Current DrawdownCurrent decline from peak | -2.96% | -14.17% | +11.21% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -12.84% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 6.00% | -1.62% |
Volatility
NOVN.SW vs. RHHBY - Volatility Comparison
The current volatility for Novartis AG (NOVN.SW) is 5.59%, while Roche Holding AG (RHHBY) has a volatility of 9.29%. This indicates that NOVN.SW experiences smaller price fluctuations and is considered to be less risky than RHHBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOVN.SW | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 9.29% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 21.24% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 28.87% | -8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 22.03% | -4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 22.16% | -4.00% |
Financials
NOVN.SW vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Roche Holding AG. 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