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NRDBY vs. RHHBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NRDBY and RHHBY is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NRDBY vs. RHHBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordea Bank Abp ADR (NRDBY) and Roche Holding AG (RHHBY). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
532.21%
305.26%
NRDBY
RHHBY

Key characteristics

Sharpe Ratio

NRDBY:

0.74

RHHBY:

1.28

Sortino Ratio

NRDBY:

1.23

RHHBY:

1.78

Omega Ratio

NRDBY:

1.16

RHHBY:

1.24

Calmar Ratio

NRDBY:

1.27

RHHBY:

0.75

Martin Ratio

NRDBY:

2.56

RHHBY:

3.70

Ulcer Index

NRDBY:

8.22%

RHHBY:

8.31%

Daily Std Dev

NRDBY:

28.61%

RHHBY:

23.99%

Max Drawdown

NRDBY:

-57.94%

RHHBY:

-50.12%

Current Drawdown

NRDBY:

0.00%

RHHBY:

-17.39%

Fundamentals

Market Cap

NRDBY:

$46.59B

RHHBY:

$253.61B

EPS

NRDBY:

$1.62

RHHBY:

$1.56

PE Ratio

NRDBY:

8.29

RHHBY:

25.48

PEG Ratio

NRDBY:

3.25

RHHBY:

0.64

PS Ratio

NRDBY:

3.98

RHHBY:

4.06

PB Ratio

NRDBY:

1.38

RHHBY:

6.58

Returns By Period

In the year-to-date period, NRDBY achieves a 34.15% return, which is significantly higher than RHHBY's 17.07% return. Over the past 10 years, NRDBY has outperformed RHHBY with an annualized return of 9.36%, while RHHBY has yielded a comparatively lower 4.42% annualized return.


NRDBY

YTD

34.15%

1M

2.98%

6M

24.23%

1Y

25.03%

5Y*

31.75%

10Y*

9.36%

RHHBY

YTD

17.07%

1M

-4.21%

6M

0.65%

1Y

36.02%

5Y*

0.74%

10Y*

4.42%

*Annualized

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Risk-Adjusted Performance

NRDBY vs. RHHBY — Risk-Adjusted Performance Rank

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

NRDBY
The Risk-Adjusted Performance Rank of NRDBY is 7777
Overall Rank
The Sharpe Ratio Rank of NRDBY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of NRDBY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NRDBY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NRDBY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of NRDBY is 7777
Martin Ratio Rank

RHHBY
The Risk-Adjusted Performance Rank of RHHBY is 8383
Overall Rank
The Sharpe Ratio Rank of RHHBY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of RHHBY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of RHHBY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of RHHBY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of RHHBY is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NRDBY vs. RHHBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp ADR (NRDBY) 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.


The chart of Sharpe ratio for NRDBY, currently valued at 0.73, compared to the broader market-2.00-1.000.001.002.003.00
NRDBY: 0.74
RHHBY: 1.28
The chart of Sortino ratio for NRDBY, currently valued at 1.23, compared to the broader market-6.00-4.00-2.000.002.004.00
NRDBY: 1.23
RHHBY: 1.78
The chart of Omega ratio for NRDBY, currently valued at 1.16, compared to the broader market0.501.001.502.00
NRDBY: 1.16
RHHBY: 1.24
The chart of Calmar ratio for NRDBY, currently valued at 1.27, compared to the broader market0.001.002.003.004.005.00
NRDBY: 1.27
RHHBY: 0.75
The chart of Martin ratio for NRDBY, currently valued at 2.56, compared to the broader market-5.000.005.0010.0015.0020.00
NRDBY: 2.56
RHHBY: 3.70

The current NRDBY Sharpe Ratio is 0.74, which is lower than the RHHBY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of NRDBY and RHHBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.74
1.28
NRDBY
RHHBY

Dividends

NRDBY vs. RHHBY - Dividend Comparison

NRDBY's dividend yield for the trailing twelve months is around 7.26%, more than RHHBY's 3.45% yield.


TTM20242023202220212020201920182017201620152014
NRDBY
Nordea Bank Abp ADR
7.26%9.08%7.05%7.30%7.47%10.90%9.62%10.05%5.72%6.39%6.23%5.09%
RHHBY
Roche Holding AG
3.45%3.99%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%

Drawdowns

NRDBY vs. RHHBY - Drawdown Comparison

The maximum NRDBY drawdown since its inception was -57.94%, which is greater than RHHBY's maximum drawdown of -50.12%. Use the drawdown chart below to compare losses from any high point for NRDBY and RHHBY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-17.39%
NRDBY
RHHBY

Volatility

NRDBY vs. RHHBY - Volatility Comparison

Nordea Bank Abp ADR (NRDBY) has a higher volatility of 14.54% compared to Roche Holding AG (RHHBY) at 10.89%. This indicates that NRDBY's price experiences larger fluctuations and is considered to be riskier than RHHBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.54%
10.89%
NRDBY
RHHBY

Financials

NRDBY vs. RHHBY - Financials Comparison

This section allows you to compare key financial metrics between Nordea Bank Abp ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items