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NVCR vs. GSGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, NVCR achieves a 24.90% return, which is significantly higher than GSGDX's 0.65% return. Over the past 10 years, NVCR has outperformed GSGDX with an annualized return of 4.08%, while GSGDX has yielded a comparatively lower 2.80% annualized return.


NVCR

1D
2.09%
1M
-4.61%
YTD
24.90%
6M
36.75%
1Y
-5.22%
3Y*
-41.22%
5Y*
-39.88%
10Y*
4.08%

GSGDX

1D
0.12%
1M
1.03%
YTD
0.65%
6M
0.56%
1Y
6.49%
3Y*
5.18%
5Y*
0.47%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVCR vs. GSGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVCR
NovoCure Limited
24.90%-56.61%99.60%-79.65%-2.30%-56.61%105.34%151.70%65.74%157.32%
GSGDX
Goldman Sachs Investment Grade Credit Fund
0.65%8.23%1.93%8.81%-17.33%-0.97%10.12%16.83%-2.55%6.49%

Correlation

The correlation between NVCR and GSGDX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.18

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2015

0.08

The correlation between NVCR and GSGDX shifts across timeframes, from 0.08 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NVCR vs. GSGDX — Risk / Return Rank

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

NVCR
NVCR Risk / Return Rank: 3939
Overall Rank
NVCR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NVCR Sortino Ratio Rank: 4141
Sortino Ratio Rank
NVCR Omega Ratio Rank: 4040
Omega Ratio Rank
NVCR Calmar Ratio Rank: 3737
Calmar Ratio Rank
NVCR Martin Ratio Rank: 3737
Martin Ratio Rank

GSGDX
GSGDX Risk / Return Rank: 2727
Overall Rank
GSGDX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GSGDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GSGDX Omega Ratio Rank: 2626
Omega Ratio Rank
GSGDX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GSGDX Martin Ratio Rank: 2727
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.

NVCR vs. GSGDX - Risk-Adjusted Trends 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.


NVCRGSGDXDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.06

1.26

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.11

1.90

-2.01

Martin ratioReturn relative to average drawdown

-0.18

6.45

-6.63

NVCR vs. GSGDX - Sharpe Ratio Comparison

The current NVCR Sharpe Ratio is -0.07, which is lower than the GSGDX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of NVCR and GSGDX, 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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Sharpe Ratios by Period


NVCRGSGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.49

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.07

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.44

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.66

-0.68

Drawdowns

NVCR vs. GSGDX - Drawdown Comparison

The maximum NVCR drawdown since its inception was -95.55%, which is greater than GSGDX's maximum drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for NVCR and GSGDX.


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Drawdown Indicators


NVCRGSGDXDifference

Max Drawdown

Largest peak-to-trough decline

-95.55%

-23.48%

-72.07%

Max Drawdown (1Y)

Largest decline over 1 year

-45.67%

-3.52%

-42.15%

Max Drawdown (3Y)

Largest decline over 3 years

-87.84%

-6.98%

-80.86%

Max Drawdown (5Y)

Largest decline over 5 years

-95.55%

-23.48%

-72.07%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

-23.48%

-72.07%

Current Drawdown

Current decline from peak

-92.84%

-1.36%

-91.48%

Average Drawdown

Average peak-to-trough decline

-52.14%

-3.87%

-48.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.28%

1.03%

+28.25%

Volatility

NVCR vs. GSGDX - Volatility Comparison

NovoCure Limited (NVCR) has a higher volatility of 15.37% compared to Goldman Sachs Investment Grade Credit Fund (GSGDX) at 1.58%. This indicates that NVCR's price experiences larger fluctuations and is considered to be riskier than GSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVCRGSGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

1.58%

+13.79%

Volatility (6M)

Calculated over the trailing 6-month period

57.54%

3.37%

+54.17%

Volatility (1Y)

Calculated over the trailing 1-year period

73.51%

4.50%

+69.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.38%

6.85%

+72.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.18%

6.40%

+65.78%

Dividends

NVCR vs. GSGDX - Dividend Comparison

NVCR has not paid dividends to shareholders, while GSGDX's dividend yield for the trailing twelve months is around 4.82%.


PositionTTM20252024202320222021202020192018201720162015
GSGDX
Goldman Sachs Investment Grade Credit Fund
4.82%4.75%3.94%3.52%2.74%5.10%4.18%5.89%3.56%3.19%3.38%3.76%
NVCR
NovoCure Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVCR and GSGDX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVCR has higher volatility (15.37%) compared to GSGDX (1.58%). In terms of maximum drawdown, NVCR dropped -95.55% vs GSGDX's -23.48%.

GSGDX currently has the higher Sharpe Ratio (1.49 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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