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

Correlation

The correlation between NVO and LLY 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.


-0.50.00.51.0
Correlation: 0.3

Performance

NVO vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novo Nordisk A/S (NVO) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

50,000.00%60,000.00%70,000.00%80,000.00%90,000.00%100,000.00%110,000.00%NovemberDecember2025FebruaryMarchApril
59,264.93%
85,241.47%
NVO
LLY

Key characteristics

Sharpe Ratio

NVO:

-1.18

LLY:

0.51

Sortino Ratio

NVO:

-1.74

LLY:

0.97

Omega Ratio

NVO:

0.77

LLY:

1.13

Calmar Ratio

NVO:

-0.82

LLY:

0.74

Martin Ratio

NVO:

-1.66

LLY:

1.52

Ulcer Index

NVO:

29.58%

LLY:

12.04%

Daily Std Dev

NVO:

41.60%

LLY:

36.19%

Max Drawdown

NVO:

-70.96%

LLY:

-68.27%

Current Drawdown

NVO:

-56.52%

LLY:

-10.14%

Fundamentals

Market Cap

NVO:

$266.85B

LLY:

$744.81B

EPS

NVO:

$3.49

LLY:

$11.69

PE Ratio

NVO:

17.56

LLY:

70.95

PEG Ratio

NVO:

0.89

LLY:

1.31

PS Ratio

NVO:

0.92

LLY:

16.54

PB Ratio

NVO:

12.30

LLY:

52.48

Total Revenue (TTM)

NVO:

$225.05B

LLY:

$36.27B

Gross Profit (TTM)

NVO:

$190.45B

LLY:

$29.53B

EBITDA (TTM)

NVO:

$113.24B

LLY:

$12.51B

Returns By Period

In the year-to-date period, NVO achieves a -26.02% return, which is significantly lower than LLY's 11.56% return. Over the past 10 years, NVO has underperformed LLY with an annualized return of 10.45%, while LLY has yielded a comparatively higher 30.82% annualized return.


NVO

YTD

-26.02%

1M

-13.53%

6M

-44.14%

1Y

-49.37%

5Y*

15.98%

10Y*

10.45%

LLY

YTD

11.56%

1M

0.87%

6M

-3.22%

1Y

18.18%

5Y*

41.34%

10Y*

30.82%

*Annualized

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Risk-Adjusted Performance

NVO vs. LLY — Risk-Adjusted Performance Rank

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

NVO
The Risk-Adjusted Performance Rank of NVO is 44
Overall Rank
The Sharpe Ratio Rank of NVO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 44
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 55
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 55
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 55
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7070
Overall Rank
The Sharpe Ratio Rank of LLY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVO vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Eli Lilly and Company (LLY). 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.


The chart of Sharpe ratio for NVO, currently valued at -1.18, compared to the broader market-2.00-1.000.001.002.003.00
NVO: -1.18
LLY: 0.51
The chart of Sortino ratio for NVO, currently valued at -1.74, compared to the broader market-6.00-4.00-2.000.002.004.00
NVO: -1.74
LLY: 0.97
The chart of Omega ratio for NVO, currently valued at 0.77, compared to the broader market0.501.001.502.00
NVO: 0.77
LLY: 1.13
The chart of Calmar ratio for NVO, currently valued at -0.82, compared to the broader market0.001.002.003.004.005.00
NVO: -0.82
LLY: 0.74
The chart of Martin ratio for NVO, currently valued at -1.66, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NVO: -1.66
LLY: 1.52

The current NVO Sharpe Ratio is -1.18, which is lower than the LLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NVO and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.18
0.51
NVO
LLY

Dividends

NVO vs. LLY - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 2.58%, more than LLY's 0.63% yield.


TTM20242023202220212020201920182017201620152014
NVO
Novo Nordisk A/S
2.58%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%
LLY
Eli Lilly and Company
0.63%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

NVO vs. LLY - Drawdown Comparison

The maximum NVO drawdown since its inception was -70.96%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for NVO and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.52%
-10.14%
NVO
LLY

Volatility

NVO vs. LLY - Volatility Comparison

The current volatility for Novo Nordisk A/S (NVO) is 16.91%, while Eli Lilly and Company (LLY) has a volatility of 18.73%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.91%
18.73%
NVO
LLY

Financials

NVO vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Novo Nordisk A/S and Eli Lilly and Company. 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