NOVO-B.CO vs. O
NOVO-B.CO (Novo Nordisk A/S) and O (Realty Income Corporation) are both stocks. NOVO-B.CO operates in Biotechnology (Healthcare), while O operates in REIT - Retail (Real Estate). Over the past 10 years, NOVO-B.CO returned 17.36%/yr vs 4.61%/yr for O. At a 0.10 correlation, their price movements are largely independent.
Performance
NOVO-B.CO vs. O - Performance Comparison
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Different Trading Currencies
NOVO-B.CO is traded in DKK, while O is traded in USD. To make them comparable, the O values have been converted to DKK using the latest available exchange rates.
Returns By Period
In the year-to-date period, NOVO-B.CO achieves a -8.64% return, which is significantly lower than O's 15.53% return. Over the past 10 years, NOVO-B.CO has outperformed O with an annualized return of 17.36%, while O has yielded a comparatively lower 4.61% annualized return.
NOVO-B.CO
- 1D
- 1.66%
- 1M
- -3.99%
- YTD
- -8.64%
- 6M
- -7.47%
- 1Y
- -41.76%
- 3Y*
- 4.58%
- 5Y*
- 20.64%
- 10Y*
- 17.36%
O
- 1D
- 1.41%
- 1M
- 2.59%
- YTD
- 15.53%
- 6M
- 13.31%
- 1Y
- 14.99%
- 3Y*
- 4.26%
- 5Y*
- 4.55%
- 10Y*
- 4.61%
NOVO-B.CO vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOVO-B.CO Novo Nordisk A/S | -8.64% | -46.40% | -9.59% | 205.34% | 31.49% | 79.08% | 15.29% | 36.17% | -6.15% | 39.57% |
O Realty Income Corporation | 15.53% | -0.94% | 4.40% | -7.18% | -1.60% | 33.04% | -19.20% | 24.10% | 21.68% | -8.98% |
Correlation
The correlation between NOVO-B.CO and O 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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.10 |
The correlation between NOVO-B.CO and O shifts across timeframes, from -0.02 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NOVO-B.CO vs. O — Risk / Return Rank
NOVO-B.CO
O
NOVO-B.CO vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOVO-B.CO) and Realty Income Corporation (O). 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.
| NOVO-B.CO | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.16 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.44 | -2.22 |
| Martin ratioReturn relative to average drawdown | -1.15 | 3.33 | -4.48 |
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Drawdowns
NOVO-B.CO vs. O - Drawdown Comparison
The maximum NOVO-B.CO drawdown since its inception was -76.75%, which is greater than O's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for NOVO-B.CO and O.
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Drawdown Indicators
| NOVO-B.CO | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -48.58% | -28.17% |
Max Drawdown (1Y)Largest decline over 1 year | -54.63% | -10.22% | -44.41% |
Max Drawdown (3Y)Largest decline over 3 years | -76.75% | -23.09% | -53.66% |
Max Drawdown (5Y)Largest decline over 5 years | -76.75% | -37.05% | -39.70% |
Max Drawdown (10Y)Largest decline over 10 years | -76.75% | -48.58% | -28.17% |
Current DrawdownCurrent decline from peak | -70.15% | -8.93% | -61.22% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -14.57% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.11% | 4.41% | +32.70% |
Volatility
NOVO-B.CO vs. O - Volatility Comparison
Novo Nordisk A/S (NOVO-B.CO) has a higher volatility of 11.47% compared to Realty Income Corporation (O) at 5.51%. This indicates that NOVO-B.CO's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOVO-B.CO | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 5.51% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 39.57% | 12.22% | +27.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.40% | 16.16% | +38.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.56% | 18.87% | +39.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.08% | 25.89% | +19.19% |
Dividends
NOVO-B.CO vs. O - Dividend Comparison
NOVO-B.CO's dividend yield for the trailing twelve months is around 4.07%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVO-B.CO Novo Nordisk A/S | 4.07% | 3.58% | 1.59% | 1.01% | 2.38% | 2.54% | 4.03% | 4.22% | 5.27% | 4.54% | 7.38% | 2.50% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
NOVO-B.CO vs. O - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Realty Income Corporation. 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
Frequently Asked Questions
NOVO-B.CO and O 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.
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