NVO vs. AZN
Compare and contrast key facts about Novo Nordisk A/S (NVO) and AstraZeneca PLC (AZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVO or AZN.
Performance
NVO vs. AZN - Performance Comparison
Returns By Period
In the year-to-date period, NVO achieves a -2.11% return, which is significantly higher than AZN's -4.09% return. Over the past 10 years, NVO has outperformed AZN with an annualized return of 18.69%, while AZN has yielded a comparatively lower 8.97% annualized return.
NVO
-2.11%
-15.18%
-24.36%
-0.13%
31.95%
18.69%
AZN
-4.09%
-19.21%
-17.27%
0.73%
8.43%
8.97%
Fundamentals
| NVO | AZN | |
|---|---|---|
| Market Cap | $494.05B | $202.13B |
| EPS | $3.03 | $2.06 |
| PE Ratio | 35.33 | 31.65 |
| PEG Ratio | 1.62 | 0.73 |
| Total Revenue (TTM) | $199.27B | $38.56B |
| Gross Profit (TTM) | $169.07B | $29.12B |
| EBITDA (TTM) | $98.21B | $12.74B |
Key characteristics
| NVO | AZN | |
|---|---|---|
| Sharpe Ratio | 0.06 | 0.11 |
| Sortino Ratio | 0.31 | 0.29 |
| Omega Ratio | 1.04 | 1.04 |
| Calmar Ratio | 0.06 | 0.08 |
| Martin Ratio | 0.17 | 0.31 |
| Ulcer Index | 10.42% | 7.50% |
| Daily Std Dev | 30.19% | 20.40% |
| Max Drawdown | -71.30% | -48.94% |
| Current Drawdown | -31.57% | -27.84% |
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Correlation
The correlation between NVO and AZN is 0.32, 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.
Risk-Adjusted Performance
NVO vs. AZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and AstraZeneca PLC (AZN). 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.
Dividends
NVO vs. AZN - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 1.44%, less than AZN's 2.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 1.44% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
AZN AstraZeneca PLC | 2.35% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
Drawdowns
NVO vs. AZN - Drawdown Comparison
The maximum NVO drawdown since its inception was -71.30%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for NVO and AZN. For additional features, visit the drawdowns tool.
Volatility
NVO vs. AZN - Volatility Comparison
The current volatility for Novo Nordisk A/S (NVO) is 6.98%, while AstraZeneca PLC (AZN) has a volatility of 9.29%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NVO vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and AstraZeneca PLC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities