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NVO vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVO vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novo Nordisk A/S (NVO) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVO achieves a -10.74% return, which is significantly lower than DBMF's 10.27% return.


NVO

1D
-0.18%
1M
-6.80%
YTD
-10.74%
6M
-9.50%
1Y
-43.34%
3Y*
-15.59%
5Y*
2.92%
10Y*
7.56%

DBMF

1D
0.26%
1M
-0.96%
YTD
10.27%
6M
11.24%
1Y
27.33%
3Y*
9.64%
5Y*
8.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVO vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%23.12%
DBMF
iMGP DBi Managed Futures Strategy ETF
10.27%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between NVO and DBMF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.11

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.09

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Return for Risk

NVO vs. DBMF — Risk / Return Rank

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

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NVO Martin Ratio Rank: 1616
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
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.

NVO vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NVODBMFDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-3.97

Omega ratioGain probability vs. loss probability

0.85

1.47

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.80

4.50

-5.30

Martin ratioReturn relative to average drawdown

-1.18

16.30

-17.48

NVO vs. DBMF - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is -0.84, which is lower than the DBMF Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of NVO and DBMF, 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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Drawdowns

NVO vs. DBMF - Drawdown Comparison

The maximum NVO drawdown since its inception was -74.70%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for NVO and DBMF.


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Drawdown Indicators


NVODBMFDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-20.39%

-54.31%

Max Drawdown (1Y)

Largest decline over 1 year

-54.34%

-6.10%

-48.24%

Max Drawdown (3Y)

Largest decline over 3 years

-74.70%

-15.60%

-59.10%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

-20.39%

-54.31%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-68.11%

-1.91%

-66.20%

Average Drawdown

Average peak-to-trough decline

-17.79%

-6.56%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.62%

1.68%

+35.94%

Volatility

NVO vs. DBMF - Volatility Comparison

Novo Nordisk A/S (NVO) has a higher volatility of 10.68% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.71%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVODBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

2.71%

+7.97%

Volatility (6M)

Calculated over the trailing 6-month period

38.04%

10.00%

+28.04%

Volatility (1Y)

Calculated over the trailing 1-year period

51.88%

12.35%

+39.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.33%

12.55%

+25.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%

12.41%

+20.15%

Dividends

NVO vs. DBMF - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 4.11%, less than DBMF's 5.19% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.11%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


NVO and DBMF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.68%) compared to DBMF (2.71%). In terms of maximum drawdown, NVO dropped -74.70% vs DBMF's -20.39%.

DBMF currently has the higher Sharpe Ratio (2.22 vs -0.84), 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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