NVO vs. LLY.DE
Compare and contrast key facts about Novo Nordisk A/S (NVO) and Eli Lilly and Company (LLY.DE).
Performance
NVO vs. LLY.DE - Performance Comparison
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NVO vs. LLY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | -25.12% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
LLY.DE Eli Lilly and Company | -14.85% | 40.06% | 33.53% | 60.00% | 34.11% | 67.15% | 30.46% | 18.85% | 34.57% | 18.65% |
Different Trading Currencies
NVO is traded in USD, while LLY.DE is traded in EUR. To make them comparable, the LLY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NVO achieves a -25.12% return, which is significantly lower than LLY.DE's -14.85% return. Over the past 10 years, NVO has underperformed LLY.DE with an annualized return of 5.13%, while LLY.DE has yielded a comparatively higher 30.64% annualized return.
NVO
- 1D
- 4.14%
- 1M
- 1.73%
- YTD
- -25.12%
- 6M
- -31.34%
- 1Y
- -44.52%
- 3Y*
- -20.64%
- 5Y*
- 3.88%
- 10Y*
- 5.13%
LLY.DE
- 1D
- 3.26%
- 1M
- -11.39%
- YTD
- -14.85%
- 6M
- 25.35%
- 1Y
- 13.38%
- 3Y*
- 39.89%
- 5Y*
- 38.47%
- 10Y*
- 30.64%
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Return for Risk
NVO vs. LLY.DE — Risk / Return Rank
NVO
LLY.DE
NVO vs. LLY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Eli Lilly and Company (LLY.DE). 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 | LLY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.82 | 0.33 | -1.15 |
Sortino ratioReturn per unit of downside risk | -1.02 | 0.72 | -1.73 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.10 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.44 | -1.23 |
Martin ratioReturn relative to average drawdown | -1.37 | 1.06 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVO | LLY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | 0.33 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 1.17 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 1.03 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.64 | -0.17 |
Correlation
The correlation between NVO and LLY.DE 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.
Dividends
NVO vs. LLY.DE - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 5.06%, more than LLY.DE's 0.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 5.06% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
LLY.DE Eli Lilly and Company | 0.59% | 0.50% | 0.56% | 0.68% | 0.94% | 1.01% | 1.66% | 1.71% | 1.69% | 2.33% | 2.33% | 0.00% |
Drawdowns
NVO vs. LLY.DE - Drawdown Comparison
The maximum NVO drawdown since its inception was -74.70%, which is greater than LLY.DE's maximum drawdown of -55.15%. Use the drawdown chart below to compare losses from any high point for NVO and LLY.DE.
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Drawdown Indicators
| NVO | LLY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.70% | -79.63% | +4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -55.03% | -31.16% | -23.87% |
Max Drawdown (5Y)Largest decline over 5 years | -74.70% | -38.76% | -35.94% |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | -38.76% | -35.94% |
Current DrawdownCurrent decline from peak | -73.25% | -16.70% | -56.55% |
Average DrawdownAverage peak-to-trough decline | -17.55% | -36.84% | +19.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.69% | 13.39% | +18.30% |
Volatility
NVO vs. LLY.DE - Volatility Comparison
Novo Nordisk A/S (NVO) has a higher volatility of 9.88% compared to Eli Lilly and Company (LLY.DE) at 9.20%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than LLY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVO | LLY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 9.20% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 38.79% | 25.49% | +13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.20% | 40.52% | +13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.82% | 32.62% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 30.07% | +2.22% |
Financials
NVO vs. LLY.DE - 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.
Total Revenue: Total amount of money received from sales and other business activities