PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NVO vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NVOLLY
YTD Return32.18%38.99%
1Y Return68.93%90.37%
3Y Return (Ann)51.66%61.31%
5Y Return (Ann)42.88%49.42%
10Y Return (Ann)21.98%32.44%
Sharpe Ratio2.183.04
Daily Std Dev31.94%29.95%
Max Drawdown-51.38%-68.27%
Current Drawdown0.00%-0.13%

Fundamentals


NVOLLY
Market Cap$606.01B$767.39B
EPS$2.88$6.78
PE Ratio47.24119.09
PEG Ratio2.361.43
Revenue (TTM)$244.24B$35.93B
Gross Profit (TTM)$148.51B$21.91B
EBITDA (TTM)$117.85B$13.37B

Correlation

-0.50.00.51.00.2

The correlation between NVO and LLY is 0.23, 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. LLY - Performance Comparison

In the year-to-date period, NVO achieves a 32.18% return, which is significantly lower than LLY's 38.99% return. Over the past 10 years, NVO has underperformed LLY with an annualized return of 21.98%, while LLY has yielded a comparatively higher 32.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50,000.00%100,000.00%150,000.00%200,000.00%December2024FebruaryMarchAprilMay
195,641.01%
62,506.03%
NVO
LLY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Novo Nordisk A/S

Eli Lilly and Company

Risk-Adjusted Performance

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.


NVO
Sharpe ratio
The chart of Sharpe ratio for NVO, currently valued at 2.18, compared to the broader market-2.00-1.000.001.002.003.004.002.18
Sortino ratio
The chart of Sortino ratio for NVO, currently valued at 3.63, compared to the broader market-4.00-2.000.002.004.006.003.63
Omega ratio
The chart of Omega ratio for NVO, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for NVO, currently valued at 5.79, compared to the broader market0.002.004.006.005.79
Martin ratio
The chart of Martin ratio for NVO, currently valued at 16.03, compared to the broader market-10.000.0010.0020.0030.0016.03
LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 3.04, compared to the broader market-2.00-1.000.001.002.003.004.003.04
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 4.33, compared to the broader market-4.00-2.000.002.004.006.004.33
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 7.36, compared to the broader market0.002.004.006.007.36
Martin ratio
The chart of Martin ratio for LLY, currently valued at 22.16, compared to the broader market-10.000.0010.0020.0030.0022.16

NVO vs. LLY - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is 2.18, which roughly equals the LLY Sharpe Ratio of 3.04. The chart below compares the 12-month rolling Sharpe Ratio of NVO and LLY.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
2.18
3.04
NVO
LLY

Dividends

NVO vs. LLY - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 0.72%, more than LLY's 0.60% yield.


TTM20232022202120202019201820172016201520142013
NVO
Novo Nordisk A/S
0.72%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Drawdowns

NVO vs. LLY - Drawdown Comparison

The maximum NVO drawdown since its inception was -51.38%, smaller than 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-0.13%
NVO
LLY

Volatility

NVO vs. LLY - Volatility Comparison

The current volatility for Novo Nordisk A/S (NVO) is 6.85%, while Eli Lilly and Company (LLY) has a volatility of 9.83%. 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.85%
9.83%
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