NOVO-B.CO vs. XLM-USD
NOVO-B.CO (Novo Nordisk A/S) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, NOVO-B.CO returned 17.36%/yr vs 60.12%/yr for XLM-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
NOVO-B.CO vs. XLM-USD - Performance Comparison
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Different Trading Currencies
NOVO-B.CO is traded in DKK, while XLM-USD is traded in USD. To make them comparable, the XLM-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 XLM-USD's -3.91% return. Over the past 10 years, NOVO-B.CO has underperformed XLM-USD with an annualized return of 17.36%, while XLM-USD has yielded a comparatively higher 60.12% 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%
XLM-USD
- 1D
- 0.00%
- 1M
- 17.99%
- YTD
- -3.91%
- 6M
- -19.22%
- 1Y
- -27.18%
- 3Y*
- 31.00%
- 5Y*
- -10.25%
- 10Y*
- 60.12%
NOVO-B.CO vs. XLM-USD - 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% |
XLM-USD Stellar | -3.91% | -46.63% | 172.94% | 74.35% | -71.15% | 123.97% | 160.26% | -59.44% | -63.04% | 10,995.82% |
Correlation
The correlation between NOVO-B.CO and XLM-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.04 |
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Return for Risk
NOVO-B.CO vs. XLM-USD — Risk / Return Rank
NOVO-B.CO
XLM-USD
NOVO-B.CO vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NOVO-B.CO) and Stellar (XLM-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.CO | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.01 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.38 | -0.40 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.54 | -0.61 |
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Drawdowns
NOVO-B.CO vs. XLM-USD - Drawdown Comparison
The maximum NOVO-B.CO drawdown since its inception was -76.75%, smaller than the maximum XLM-USD drawdown of -95.91%. Use the drawdown chart below to compare losses from any high point for NOVO-B.CO and XLM-USD.
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Drawdown Indicators
| NOVO-B.CO | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -95.91% | +19.16% |
Max Drawdown (1Y)Largest decline over 1 year | -54.63% | -71.17% | +16.54% |
Max Drawdown (3Y)Largest decline over 3 years | -76.75% | -76.60% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -76.75% | -81.09% | +4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -76.75% | -95.91% | +19.16% |
Current DrawdownCurrent decline from peak | -70.15% | -77.55% | +7.40% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -69.81% | +58.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.11% | 50.25% | -13.14% |
Volatility
NOVO-B.CO vs. XLM-USD - Volatility Comparison
The current volatility for Novo Nordisk A/S (NOVO-B.CO) is 11.47%, while Stellar (XLM-USD) has a volatility of 38.93%. This indicates that NOVO-B.CO experiences smaller price fluctuations and is considered to be less risky than XLM-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.CO | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 38.93% | -27.46% |
Volatility (6M)Calculated over the trailing 6-month period | 39.57% | 56.38% | -16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.40% | 70.72% | -16.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.56% | 73.04% | -14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.08% | 127.71% | -82.63% |
Frequently Asked Questions
NOVO-B.CO and XLM-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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