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

Key characteristics


NVONVS
YTD Return32.18%3.37%
1Y Return68.93%12.80%
3Y Return (Ann)51.66%10.86%
5Y Return (Ann)42.88%8.31%
10Y Return (Ann)21.98%6.97%
Sharpe Ratio2.180.60
Daily Std Dev31.94%17.10%
Max Drawdown-51.38%-41.72%
Current Drawdown0.00%-3.78%

Fundamentals


NVONVS
Market Cap$606.01B$205.12B
EPS$2.88$4.40
PE Ratio47.2422.85
PEG Ratio2.365.09
Revenue (TTM)$244.24B$47.73B
Gross Profit (TTM)$148.51B$36.74B
EBITDA (TTM)$117.85B$18.94B

Correlation

-0.50.00.51.00.4

The correlation between NVO and NVS is 0.39, 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. NVS - Performance Comparison

In the year-to-date period, NVO achieves a 32.18% return, which is significantly higher than NVS's 3.37% return. Over the past 10 years, NVO has outperformed NVS with an annualized return of 21.98%, while NVS has yielded a comparatively lower 6.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchAprilMay
13,672.02%
667.92%
NVO
NVS

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

Novartis AG

Risk-Adjusted Performance

NVO vs. NVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Novartis AG (NVS). 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
NVS
Sharpe ratio
The chart of Sharpe ratio for NVS, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.004.000.60
Sortino ratio
The chart of Sortino ratio for NVS, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.96
Omega ratio
The chart of Omega ratio for NVS, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for NVS, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for NVS, currently valued at 2.23, compared to the broader market-10.000.0010.0020.0030.002.23

NVO vs. NVS - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is 2.18, which is higher than the NVS Sharpe Ratio of 0.60. The chart below compares the 12-month rolling Sharpe Ratio of NVO and NVS.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.18
0.60
NVO
NVS

Dividends

NVO vs. NVS - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 0.72%, less than NVS's 3.76% 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%
NVS
Novartis AG
3.76%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%3.37%

Drawdowns

NVO vs. NVS - Drawdown Comparison

The maximum NVO drawdown since its inception was -51.38%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for NVO and NVS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-3.78%
NVO
NVS

Volatility

NVO vs. NVS - Volatility Comparison

Novo Nordisk A/S (NVO) has a higher volatility of 6.85% compared to Novartis AG (NVS) at 3.60%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than NVS 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%
3.60%
NVO
NVS

Financials

NVO vs. NVS - Financials Comparison

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