NVO vs. ORCL
NVO (Novo Nordisk A/S) and ORCL (Oracle Corporation) are both stocks. NVO operates in Drug Manufacturers - General (Healthcare), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, NVO returned 6.20%/yr vs 20.30%/yr for ORCL. At a 0.19 correlation, their price movements are largely independent.
Performance
NVO vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, NVO achieves a -16.56% return, which is significantly lower than ORCL's 9.34% return. Over the past 10 years, NVO has underperformed ORCL with an annualized return of 6.20%, while ORCL has yielded a comparatively higher 20.30% annualized return.
NVO
- 1D
- -4.52%
- 1M
- -10.96%
- YTD
- -16.56%
- 6M
- -9.23%
- 1Y
- -42.47%
- 3Y*
- -17.53%
- 5Y*
- 1.78%
- 10Y*
- 6.20%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
NVO vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | -16.56% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between NVO and ORCL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.19 |
Fundamentals
NVO:
$182.49B
ORCL:
$617.24B
NVO:
$27.42
ORCL:
$5.56
NVO:
1.50
ORCL:
38.09
NVO:
0.06
ORCL:
8.54
NVO:
0.56
ORCL:
9.64
NVO:
0.90
ORCL:
15.81
NVO:
$327.80B
ORCL:
$64.08B
NVO:
$268.30B
ORCL:
$58.10B
NVO:
$181.54B
ORCL:
$17.85B
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Return for Risk
NVO vs. ORCL — Risk / Return Rank
NVO
ORCL
NVO vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| 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 | -0.77 | 0.40 | -1.17 |
| Martin ratioReturn relative to average drawdown | -1.14 | 0.66 | -1.80 |
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 | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | 0.35 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.52 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.58 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.03 |
Drawdowns
NVO vs. ORCL - Drawdown Comparison
The maximum NVO drawdown since its inception was -74.70%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for NVO and ORCL.
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Drawdown Indicators
| NVO | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.70% | -84.19% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -55.03% | -58.25% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -74.70% | -58.25% | -16.45% |
Max Drawdown (5Y)Largest decline over 5 years | -74.70% | -58.25% | -16.45% |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | -58.25% | -16.45% |
Current DrawdownCurrent decline from peak | -70.19% | -34.98% | -35.21% |
Average DrawdownAverage peak-to-trough decline | -17.77% | -29.10% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.21% | 35.04% | +2.17% |
Volatility
NVO vs. ORCL - Volatility Comparison
The current volatility for Novo Nordisk A/S (NVO) is 9.75%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVO | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 21.62% | -11.87% |
Volatility (6M)Calculated over the trailing 6-month period | 38.30% | 42.42% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.08% | 65.38% | -13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.31% | 41.98% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.56% | 35.01% | -2.45% |
Dividends
NVO vs. ORCL - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 4.39%, more than ORCL's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 4.39% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
NVO vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Oracle Corporation. 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
Frequently Asked Questions
NVO and ORCL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to NVO (9.75%). In terms of maximum drawdown, NVO dropped -74.70% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (0.35 vs -0.82), 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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