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.
Key characteristics
| NVO | AZN | |
|---|---|---|
| YTD Return | 27.90% | 25.98% |
| 1Y Return | 35.44% | 24.77% |
| 3Y Return (Ann) | 37.81% | 15.00% |
| 5Y Return (Ann) | 38.24% | 15.97% |
| 10Y Return (Ann) | 19.21% | 12.08% |
| Sharpe Ratio | 1.26 | 1.34 |
| Daily Std Dev | 30.53% | 19.85% |
| Max Drawdown | -51.96% | -48.94% |
| Current Drawdown | -10.40% | -5.22% |
Fundamentals
| NVO | AZN | |
|---|---|---|
| Market Cap | $585.29B | $265.25B |
| EPS | $2.98 | $2.06 |
| PE Ratio | 44.01 | 40.29 |
| PEG Ratio | 1.98 | 0.93 |
| Total Revenue (TTM) | $258.00B | $50.05B |
| Gross Profit (TTM) | $218.09B | $38.52B |
| EBITDA (TTM) | $130.97B | $16.06B |
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.
Performance
NVO vs. AZN - Performance Comparison
In the year-to-date period, NVO achieves a 27.90% return, which is significantly higher than AZN's 25.98% return. Over the past 10 years, NVO has outperformed AZN with an annualized return of 19.21%, while AZN has yielded a comparatively lower 12.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 0.90%, less than AZN's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
AZN AstraZeneca PLC | 1.79% | 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 -51.96%, 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
Novo Nordisk A/S (NVO) has a higher volatility of 10.84% compared to AstraZeneca PLC (AZN) at 5.17%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier 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