NVO vs. RLTY
NVO (Novo Nordisk A/S) and RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) are both stocks. NVO operates in Drug Manufacturers - General (Healthcare), while RLTY operates in Asset Management (Financial Services). Over the past 3 years, NVO returned -16.67%/yr vs 14.37%/yr for RLTY. At a 0.21 correlation, their price movements are largely independent.
Performance
NVO vs. RLTY - Performance Comparison
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Returns By Period
In the year-to-date period, NVO achieves a -12.15% return, which is significantly lower than RLTY's 9.57% return.
NVO
- 1D
- -0.76%
- 1M
- -3.94%
- YTD
- -12.15%
- 6M
- -7.05%
- 1Y
- -38.72%
- 3Y*
- -16.67%
- 5Y*
- 3.13%
- 10Y*
- 7.50%
RLTY
- 1D
- 0.19%
- 1M
- -1.27%
- YTD
- 9.57%
- 6M
- 11.78%
- 1Y
- 11.76%
- 3Y*
- 14.37%
- 5Y*
- —
- 10Y*
- —
NVO vs. RLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NVO Novo Nordisk A/S | -12.15% | -39.22% | -15.93% | 54.84% | 40.64% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.57% | 8.56% | 15.40% | 14.05% | -28.45% |
Correlation
The correlation between NVO and RLTY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.21 |
Fundamentals
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Return for Risk
NVO vs. RLTY — Risk / Return Rank
NVO
RLTY
NVO vs. RLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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.
| NVO | RLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.16 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.05 | -1.82 |
| Martin ratioReturn relative to average drawdown | -1.20 | 3.48 | -4.68 |
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Drawdowns
NVO vs. RLTY - Drawdown Comparison
The maximum NVO drawdown since its inception was -74.70%, which is greater than RLTY's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for NVO and RLTY.
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Drawdown Indicators
| NVO | RLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.70% | -35.44% | -39.26% |
Max Drawdown (1Y)Largest decline over 1 year | -50.59% | -11.40% | -39.19% |
Max Drawdown (3Y)Largest decline over 3 years | -74.70% | -20.81% | -53.89% |
Max Drawdown (5Y)Largest decline over 5 years | -74.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | — | — |
Current DrawdownCurrent decline from peak | -68.62% | -1.97% | -66.65% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -13.62% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.66% | 3.43% | +29.23% |
Volatility
NVO vs. RLTY - Volatility Comparison
Novo Nordisk A/S (NVO) has a higher volatility of 10.13% compared to Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) at 3.99%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVO | RLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 3.99% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 37.86% | 10.30% | +27.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.56% | 13.32% | +38.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.34% | 22.67% | +15.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 22.67% | +9.86% |
Dividends
NVO vs. RLTY - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 4.17%, less than RLTY's 8.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 4.17% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.55% | 8.98% | 8.93% | 9.18% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NVO vs. RLTY - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S and Cohen & Steers Real Estate Opportunities & Income Fund. 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 RLTY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVO has higher volatility (10.13%) compared to RLTY (3.99%). In terms of maximum drawdown, NVO dropped -74.70% vs RLTY's -35.44%.
RLTY currently has the higher Sharpe Ratio (0.90 vs -0.76), 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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