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NVO vs. NVAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVO vs. NVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novo Nordisk A/S (NVO) and Novavax, Inc. (NVAX). 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 -10.58% return, which is significantly lower than NVAX's 34.37% return. Over the past 10 years, NVO has outperformed NVAX with an annualized return of 7.06%, while NVAX has yielded a comparatively lower -23.23% annualized return.


NVO

1D
2.69%
1M
-6.47%
YTD
-10.58%
6M
-9.53%
1Y
-41.56%
3Y*
-15.73%
5Y*
2.96%
10Y*
7.06%

NVAX

1D
5.49%
1M
-6.13%
YTD
34.37%
6M
34.98%
1Y
27.36%
3Y*
5.09%
5Y*
-46.69%
10Y*
-23.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVO vs. NVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVO
Novo Nordisk A/S
-10.58%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%
NVAX
Novavax, Inc.
34.37%-16.42%67.50%-53.31%-92.81%28.30%2,701.76%-89.18%48.39%-1.59%

Correlation

The correlation between NVO and NVAX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.18

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 13, 1995

0.17

The correlation between NVO and NVAX shifts across timeframes, from 0.17 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NVO:

$195.56B

NVAX:

$1.47B

EPS

NVO:

DKK 27.42

NVAX:

-$0.52

PS Ratio

NVO:

3.86

NVAX:

2.56

Total Revenue (TTM)

NVO:

DKK 327.80B

NVAX:

$596.34M

Gross Profit (TTM)

NVO:

DKK 268.30B

NVAX:

$504.72M

EBITDA (TTM)

NVO:

DKK 181.54B

NVAX:

-$57.01M

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Return for Risk

NVO vs. NVAX — Risk / Return Rank

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

NVO
NVO Risk / Return Rank: 1414
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVO Omega Ratio Rank: 1111
Omega Ratio Rank
NVO Calmar Ratio Rank: 1414
Calmar Ratio Rank
NVO Martin Ratio Rank: 2020
Martin Ratio Rank

NVAX
NVAX Risk / Return Rank: 5959
Overall Rank
NVAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NVAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NVAX Omega Ratio Rank: 5757
Omega Ratio Rank
NVAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVAX Martin Ratio Rank: 5959
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. NVAX - Risk-Adjusted Trends Comparison

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


NVONVAXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

0.86

1.13

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.76

0.76

-1.52

Martin ratioReturn relative to average drawdown

-1.11

1.49

-2.59

NVO vs. NVAX - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is -0.80, which is lower than the NVAX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of NVO and NVAX, 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. NVAX - Drawdown Comparison

The maximum NVO drawdown since its inception was -74.70%, smaller than the maximum NVAX drawdown of -98.82%. Use the drawdown chart below to compare losses from any high point for NVO and NVAX.


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Drawdown Indicators


NVONVAXDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-98.82%

+24.12%

Max Drawdown (1Y)

Largest decline over 1 year

-55.03%

-35.94%

-19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-74.70%

-74.11%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

-98.61%

+23.91%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

-98.82%

+24.12%

Current Drawdown

Current decline from peak

-68.06%

-97.18%

+29.12%

Average Drawdown

Average peak-to-trough decline

-17.78%

-70.76%

+52.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.52%

18.46%

+19.06%

Volatility

NVO vs. NVAX - Volatility Comparison

The current volatility for Novo Nordisk A/S (NVO) is 10.69%, while Novavax, Inc. (NVAX) has a volatility of 23.98%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than NVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVONVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

23.98%

-13.29%

Volatility (6M)

Calculated over the trailing 6-month period

38.46%

52.24%

-13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

51.88%

68.90%

-17.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

106.10%

-67.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%

115.50%

-82.94%

Dividends

NVO vs. NVAX - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 4.10%, while NVAX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NVAX
Novavax, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.10%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Financials

NVO vs. NVAX - Financials Comparison

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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
96.82B
139.51M
(NVO) Total Revenue
(NVAX) Total Revenue
Please note, different currencies. NVO values in DKK, NVAX values in USD

NVO vs. NVAX - Profitability Comparison

The chart below illustrates the profitability comparison between Novo Nordisk A/S and Novavax, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
86.0%
78.0%
Portfolio components
NVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.

NVAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novavax, Inc. reported a gross profit of 108.82M and revenue of 139.51M. Therefore, the gross margin over that period was 78.0%.

NVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.

NVAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novavax, Inc. reported an operating income of -15.43M and revenue of 139.51M, resulting in an operating margin of -11.1%.

NVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.

NVAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novavax, Inc. reported a net income of -9.49M and revenue of 139.51M, resulting in a net margin of -6.8%.


Frequently Asked Questions


NVO and NVAX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVAX has higher volatility (23.98%) compared to NVO (10.69%). In terms of maximum drawdown, NVO dropped -74.70% vs NVAX's -98.82%.

NVAX currently has the higher Sharpe Ratio (0.40 vs -0.80), 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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