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NVO vs. NOV.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVO and NOV.DE is 0.21, 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: 0.2

Performance

NVO vs. NOV.DE - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
5,276.43%
7,675.13%
NVO
NOV.DE

Key characteristics

Sharpe Ratio

NVO:

-1.18

NOV.DE:

-1.24

Sortino Ratio

NVO:

-1.74

NOV.DE:

-1.85

Omega Ratio

NVO:

0.77

NOV.DE:

0.76

Calmar Ratio

NVO:

-0.82

NOV.DE:

-0.84

Martin Ratio

NVO:

-1.66

NOV.DE:

-1.74

Ulcer Index

NVO:

29.58%

NOV.DE:

29.75%

Daily Std Dev

NVO:

41.60%

NOV.DE:

41.52%

Max Drawdown

NVO:

-70.96%

NOV.DE:

-61.67%

Current Drawdown

NVO:

-56.52%

NOV.DE:

-59.39%

Fundamentals

Market Cap

NVO:

$266.85B

NOV.DE:

€239.75B

EPS

NVO:

$3.49

NOV.DE:

€3.03

PE Ratio

NVO:

17.56

NOV.DE:

17.90

PEG Ratio

NVO:

0.89

NOV.DE:

0.88

PS Ratio

NVO:

0.92

NOV.DE:

0.83

PB Ratio

NVO:

12.30

NOV.DE:

12.12

Total Revenue (TTM)

NVO:

$225.05B

NOV.DE:

€225.05B

Gross Profit (TTM)

NVO:

$190.45B

NOV.DE:

€190.45B

EBITDA (TTM)

NVO:

$113.24B

NOV.DE:

€113.24B

Returns By Period

In the year-to-date period, NVO achieves a -26.02% return, which is significantly higher than NOV.DE's -33.28% return. Over the past 10 years, NVO has underperformed NOV.DE with an annualized return of 10.45%, while NOV.DE has yielded a comparatively higher 12.82% annualized return.


NVO

YTD

-26.02%

1M

-13.53%

6M

-44.14%

1Y

-49.37%

5Y*

15.98%

10Y*

10.45%

NOV.DE

YTD

-33.28%

1M

-18.98%

6M

-47.24%

1Y

-52.39%

5Y*

14.64%

10Y*

12.82%

*Annualized

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Risk-Adjusted Performance

NVO vs. NOV.DE — 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

NOV.DE
The Risk-Adjusted Performance Rank of NOV.DE is 33
Overall Rank
The Sharpe Ratio Rank of NOV.DE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of NOV.DE is 44
Sortino Ratio Rank
The Omega Ratio Rank of NOV.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of NOV.DE is 44
Calmar Ratio Rank
The Martin Ratio Rank of NOV.DE is 44
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. NOV.DE - Risk-Adjusted Performance Comparison

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


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
NOV.DE: -1.20
The chart of Sortino ratio for NVO, currently valued at -1.73, compared to the broader market-6.00-4.00-2.000.002.004.00
NVO: -1.73
NOV.DE: -1.75
The chart of Omega ratio for NVO, currently valued at 0.77, compared to the broader market0.501.001.502.00
NVO: 0.77
NOV.DE: 0.77
The chart of Calmar ratio for NVO, currently valued at -0.81, compared to the broader market0.001.002.003.004.005.00
NVO: -0.81
NOV.DE: -0.83
The chart of Martin ratio for NVO, currently valued at -1.61, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NVO: -1.61
NOV.DE: -1.62

The current NVO Sharpe Ratio is -1.18, which is comparable to the NOV.DE Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of NVO and NOV.DE, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.18
-1.20
NVO
NOV.DE

Dividends

NVO vs. NOV.DE - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 2.58%, more than NOV.DE's 0.37% 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%
NOV.DE
Novo Nordisk A/S
0.37%0.21%0.14%0.16%0.17%0.27%0.28%3.65%0.31%0.49%0.17%0.23%

Drawdowns

NVO vs. NOV.DE - Drawdown Comparison

The maximum NVO drawdown since its inception was -70.96%, which is greater than NOV.DE's maximum drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for NVO and NOV.DE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-56.52%
-56.90%
NVO
NOV.DE

Volatility

NVO vs. NOV.DE - Volatility Comparison

Novo Nordisk A/S (NVO) has a higher volatility of 16.91% compared to Novo Nordisk A/S (NOV.DE) at 15.92%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than NOV.DE 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%
15.92%
NVO
NOV.DE

Financials

NVO vs. NOV.DE - Financials Comparison

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


Please note, different currencies. NVO values in USD, NOV.DE values in EUR