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

Correlation

The correlation between NVCR and GSGDX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NVCR vs. GSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovoCure Limited (NVCR) and Goldman Sachs Investment Grade Credit Fund (GSGDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


NVCR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GSGDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NVCR vs. GSGDX — 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 5959
Overall Rank
The Sharpe Ratio Rank of NVCR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of NVCR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NVCR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NVCR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of NVCR is 5757
Martin Ratio Rank

GSGDX
The Risk-Adjusted Performance Rank of GSGDX is 6767
Overall Rank
The Sharpe Ratio Rank of GSGDX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GSGDX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GSGDX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GSGDX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of GSGDX is 6767
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. GSGDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NovoCure Limited (NVCR) and Goldman Sachs Investment Grade Credit Fund (GSGDX). 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.



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Dividends

NVCR vs. GSGDX - Dividend Comparison

Neither NVCR nor GSGDX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVCR vs. GSGDX - Drawdown Comparison


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Volatility

NVCR vs. GSGDX - Volatility Comparison


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