NVO vs. VTI
Compare and contrast key facts about Novo Nordisk A/S (NVO) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVO or VTI.
Performance
NVO vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, NVO achieves a -0.57% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, NVO has outperformed VTI with an annualized return of 18.88%, while VTI has yielded a comparatively lower 12.59% annualized return.
NVO
-0.57%
-13.80%
-22.57%
3.35%
30.98%
18.88%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| NVO | VTI | |
|---|---|---|
| Sharpe Ratio | 0.22 | 2.58 |
| Sortino Ratio | 0.55 | 3.45 |
| Omega Ratio | 1.07 | 1.48 |
| Calmar Ratio | 0.22 | 3.76 |
| Martin Ratio | 0.65 | 16.56 |
| Ulcer Index | 10.23% | 1.95% |
| Daily Std Dev | 30.32% | 12.51% |
| Max Drawdown | -71.30% | -55.45% |
| Current Drawdown | -30.49% | -2.43% |
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Correlation
The correlation between NVO and VTI is 0.38, 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.
Risk-Adjusted Performance
NVO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
NVO vs. VTI - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 1.42%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 1.42% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NVO vs. VTI - Drawdown Comparison
The maximum NVO drawdown since its inception was -71.30%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NVO and VTI. For additional features, visit the drawdowns tool.
Volatility
NVO vs. VTI - Volatility Comparison
Novo Nordisk A/S (NVO) has a higher volatility of 6.96% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.