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NVCR vs. GSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

NVCR vs. GSG

Last updated May 14, 2025

Compare and contrast key facts about NovoCure Limited (NVCR) and iShares S&P GSCI Commodity-Indexed Trust (GSG).

GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVCR or GSG.

Correlation

The correlation between NVCR and GSG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

NVCR vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovoCure Limited (NVCR) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NVCR:

0.01

GSG:

-0.09

Sortino Ratio

NVCR:

0.96

GSG:

-0.01

Omega Ratio

NVCR:

1.11

GSG:

1.00

Calmar Ratio

NVCR:

0.13

GSG:

-0.02

Martin Ratio

NVCR:

0.41

GSG:

-0.27

Ulcer Index

NVCR:

30.17%

GSG:

5.98%

Daily Std Dev

NVCR:

81.83%

GSG:

17.78%

Max Drawdown

NVCR:

-95.07%

GSG:

-89.62%

Current Drawdown

NVCR:

-91.96%

GSG:

-71.50%

Returns By Period

In the year-to-date period, NVCR achieves a -39.13% return, which is significantly lower than GSG's 0.00% return.

NVCR

YTD

-39.13%

1M

9.94%

6M

1.80%

1Y

0.89%

5Y*

-21.89%

10Y*

N/A

GSG

YTD

0.00%

1M

3.08%

6M

4.51%

1Y

-1.58%

5Y*

19.35%

10Y*

-0.03%

*Annualized

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Risk-Adjusted Performance

NVCR vs. GSG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVCR
The Risk-Adjusted Performance Rank of NVCR is 5858
Overall Rank
The Sharpe Ratio Rank of NVCR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of NVCR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NVCR is 6060
Omega Ratio Rank
The Calmar Ratio Rank of NVCR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of NVCR is 5656
Martin Ratio Rank
GSG
The Risk-Adjusted Performance Rank of GSG is 1212
Overall Rank
The Sharpe Ratio Rank of GSG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of GSG is 1111
Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1313
Calmar Ratio Rank
The Martin Ratio Rank of GSG is 1111
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.

NVCR vs. GSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NovoCure Limited (NVCR) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 current NVCR Sharpe Ratio is 0.01, which is higher than the GSG Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of NVCR and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

NVCR vs. GSG - Dividend Comparison

Neither NVCR nor GSG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

NVCR vs. GSG - Drawdown Comparison

The maximum NVCR drawdown since its inception was -95.07%, which is greater than GSG's maximum drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for NVCR and GSG. For additional features, visit the drawdowns tool.

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Volatility

NVCR vs. GSG - Volatility Comparison

NovoCure Limited (NVCR) has a higher volatility of 16.97% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 4.80%. This indicates that NVCR's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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