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NVO vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NVOAAPL
YTD Return31.72%-2.68%
1Y Return69.03%9.33%
3Y Return (Ann)50.66%14.38%
5Y Return (Ann)42.82%34.11%
10Y Return (Ann)21.99%25.46%
Sharpe Ratio2.100.47
Daily Std Dev31.96%20.26%
Max Drawdown-51.38%-81.80%
Current Drawdown0.00%-5.42%

Fundamentals


NVOAAPL
Market Cap$587.55B$2.91T
EPS$2.90$6.44
PE Ratio45.4829.48
PEG Ratio2.362.22
Revenue (TTM)$244.24B$381.62B
Gross Profit (TTM)$148.51B$170.78B
EBITDA (TTM)$117.85B$129.63B

Correlation

-0.50.00.51.00.2

The correlation between NVO and AAPL is 0.16, 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

NVO vs. AAPL - Performance Comparison

In the year-to-date period, NVO achieves a 31.72% return, which is significantly higher than AAPL's -2.68% return. Over the past 10 years, NVO has underperformed AAPL with an annualized return of 21.99%, while AAPL has yielded a comparatively higher 25.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


140,000.00%160,000.00%180,000.00%200,000.00%220,000.00%240,000.00%December2024FebruaryMarchAprilMay
194,964.75%
218,985.58%
NVO
AAPL

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Novo Nordisk A/S

Apple Inc.

Risk-Adjusted Performance

NVO vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Apple Inc. (AAPL). 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.


NVO
Sharpe ratio
The chart of Sharpe ratio for NVO, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for NVO, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.006.003.53
Omega ratio
The chart of Omega ratio for NVO, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for NVO, currently valued at 5.60, compared to the broader market0.002.004.006.005.60
Martin ratio
The chart of Martin ratio for NVO, currently valued at 15.49, compared to the broader market-10.000.0010.0020.0030.0015.49
AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.006.000.79
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 1.14, compared to the broader market-10.000.0010.0020.0030.001.14

NVO vs. AAPL - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is 2.10, which is higher than the AAPL Sharpe Ratio of 0.47. The chart below compares the 12-month rolling Sharpe Ratio of NVO and AAPL.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.10
0.47
NVO
AAPL

Dividends

NVO vs. AAPL - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 0.60%, more than AAPL's 0.52% yield.


TTM20232022202120202019201820172016201520142013
NVO
Novo Nordisk A/S
0.60%0.36%0.42%0.47%0.67%0.76%0.98%0.76%1.44%0.46%0.72%0.12%
AAPL
Apple Inc.
0.52%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

NVO vs. AAPL - Drawdown Comparison

The maximum NVO drawdown since its inception was -51.38%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for NVO and AAPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay0
-5.42%
NVO
AAPL

Volatility

NVO vs. AAPL - Volatility Comparison

The current volatility for Novo Nordisk A/S (NVO) is 6.88%, while Apple Inc. (AAPL) has a volatility of 7.74%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.88%
7.74%
NVO
AAPL

Financials

NVO vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Novo Nordisk A/S and Apple Inc.. 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