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NOVO-B.CO vs. TRX-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NOVO-B.CO vs. TRX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Novo Nordisk A/S (NOVO-B.CO) and Tronix (TRX-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NOVO-B.CO is traded in DKK, while TRX-USD is traded in USD. To make them comparable, the TRX-USD 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 TRX-USD's 12.76% 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%

TRX-USD

1D
0.00%
1M
-10.07%
YTD
12.76%
6M
16.98%
1Y
16.95%
3Y*
61.03%
5Y*
35.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOVO-B.CO vs. TRX-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%10.91%
TRX-USD
Tronix
12.76%-1.25%156.34%89.07%-23.50%201.46%84.69%-28.07%-45.86%1,684.29%

Correlation

The correlation between NOVO-B.CO and TRX-USD is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.05

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Return for Risk

NOVO-B.CO vs. TRX-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 1313
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 1212
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 1717
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOVO-B.CO vs. TRX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOVO-B.CO) and Tronix (TRX-USD). 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.COTRX-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

0.87

1.11

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.78

0.63

-1.41

Martin ratioReturn relative to average drawdown

-1.15

1.14

-2.30

NOVO-B.CO vs. TRX-USD - Sharpe Ratio Comparison

The current NOVO-B.CO Sharpe Ratio is -0.78, which is lower than the TRX-USD Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of NOVO-B.CO and TRX-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOVO-B.CO vs. TRX-USD - Drawdown Comparison

The maximum NOVO-B.CO drawdown since its inception was -76.75%, smaller than the maximum TRX-USD drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for NOVO-B.CO and TRX-USD.


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Drawdown Indicators


NOVO-B.COTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.75%

-95.55%

+18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-54.63%

-26.90%

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-76.75%

-52.64%

-24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-76.75%

-55.66%

-21.09%

Max Drawdown (10Y)

Largest decline over 10 years

-76.75%

Current Drawdown

Current decline from peak

-70.15%

-33.69%

-36.46%

Average Drawdown

Average peak-to-trough decline

-11.29%

-61.39%

+50.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.11%

13.60%

+23.51%

Volatility

NOVO-B.CO vs. TRX-USD - Volatility Comparison

Novo Nordisk A/S (NOVO-B.CO) has a higher volatility of 11.47% compared to Tronix (TRX-USD) at 8.72%. This indicates that NOVO-B.CO's price experiences larger fluctuations and is considered to be riskier than TRX-USD 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.COTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

8.72%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

39.57%

19.22%

+20.35%

Volatility (1Y)

Calculated over the trailing 1-year period

54.40%

23.56%

+30.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.56%

58.00%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.08%

111.00%

-65.92%

Frequently Asked Questions


NOVO-B.CO and TRX-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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