NOVO-B.CO vs. SU.PA
NOVO-B.CO (Novo Nordisk A/S) and SU.PA (Schneider Electric S.E.) are both stocks. NOVO-B.CO operates in Biotechnology (Healthcare), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, NOVO-B.CO returned 15.87%/yr vs 20.02%/yr for SU.PA. At a 0.25 correlation, their price movements are largely independent.
Performance
NOVO-B.CO vs. SU.PA - Performance Comparison
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Different Trading Currencies
NOVO-B.CO is traded in DKK, while SU.PA is traded in EUR. To make them comparable, the SU.PA 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 -14.51% return, which is significantly lower than SU.PA's 16.93% return. Over the past 10 years, NOVO-B.CO has underperformed SU.PA with an annualized return of 15.87%, while SU.PA has yielded a comparatively higher 20.02% annualized return.
NOVO-B.CO
- 1D
- -1.18%
- 1M
- -7.41%
- YTD
- -14.51%
- 6M
- -7.00%
- 1Y
- -42.63%
- 3Y*
- 2.27%
- 5Y*
- 19.11%
- 10Y*
- 15.87%
SU.PA
- 1D
- 0.00%
- 1M
- 0.71%
- YTD
- 16.93%
- 6M
- 15.61%
- 1Y
- 20.86%
- 3Y*
- 20.17%
- 5Y*
- 17.90%
- 10Y*
- 20.02%
NOVO-B.CO vs. SU.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOVO-B.CO Novo Nordisk A/S | -14.51% | -46.40% | -9.59% | 205.34% | 31.49% | 79.08% | 15.29% | 36.17% | -6.15% | 39.57% |
SU.PA Schneider Electric S.E. | 16.93% | -0.60% | 34.57% | 42.33% | -22.55% | 48.67% | 32.83% | 58.60% | -13.14% | 10.44% |
Correlation
The correlation between NOVO-B.CO and SU.PA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.25 |
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Return for Risk
NOVO-B.CO vs. SU.PA — Risk / Return Rank
NOVO-B.CO
SU.PA
NOVO-B.CO vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOVO-B.CO) and Schneider Electric S.E. (SU.PA). 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.
| NOVO-B.CO | SU.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.14 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.23 | -2.01 |
| Martin ratioReturn relative to average drawdown | -1.16 | 3.01 | -4.18 |
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
| NOVO-B.CO | SU.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.68 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.60 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.72 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.46 | +0.32 |
Drawdowns
NOVO-B.CO vs. SU.PA - Drawdown Comparison
The maximum NOVO-B.CO drawdown since its inception was -76.75%, which is greater than SU.PA's maximum drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for NOVO-B.CO and SU.PA.
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Drawdown Indicators
| NOVO-B.CO | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -55.99% | -20.76% |
Max Drawdown (1Y)Largest decline over 1 year | -54.94% | -17.76% | -37.18% |
Max Drawdown (3Y)Largest decline over 3 years | -76.75% | -31.28% | -45.47% |
Max Drawdown (5Y)Largest decline over 5 years | -76.75% | -35.97% | -40.78% |
Max Drawdown (10Y)Largest decline over 10 years | -76.75% | -35.97% | -40.78% |
Current DrawdownCurrent decline from peak | -72.07% | -5.88% | -66.19% |
Average DrawdownAverage peak-to-trough decline | -11.25% | -11.08% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.82% | 7.23% | +29.59% |
Volatility
NOVO-B.CO vs. SU.PA - Volatility Comparison
Novo Nordisk A/S (NOVO-B.CO) and Schneider Electric S.E. (SU.PA) have volatilities of 10.59% and 10.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOVO-B.CO | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 10.26% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 39.29% | 24.38% | +14.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.59% | 31.93% | +22.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.54% | 29.22% | +29.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.06% | 27.49% | +17.57% |
Dividends
NOVO-B.CO vs. SU.PA - Dividend Comparison
NOVO-B.CO's dividend yield for the trailing twelve months is around 4.35%, more than SU.PA's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVO-B.CO Novo Nordisk A/S | 4.35% | 3.58% | 1.59% | 1.01% | 2.38% | 2.54% | 4.03% | 4.22% | 5.27% | 4.54% | 7.38% | 2.50% |
SU.PA Schneider Electric S.E. | 1.55% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 2.59% |
Financials
NOVO-B.CO vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Schneider Electric S.E.. 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 SU.PA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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