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NVO vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NVOVXUS
YTD Return32.18%6.75%
1Y Return68.93%16.75%
3Y Return (Ann)51.66%0.97%
5Y Return (Ann)42.88%7.06%
10Y Return (Ann)21.98%4.39%
Sharpe Ratio2.181.33
Daily Std Dev31.94%12.35%
Max Drawdown-51.38%-35.97%
Current Drawdown0.00%-0.92%

Correlation

-0.50.00.51.00.4

The correlation between NVO and VXUS is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NVO vs. VXUS - Performance Comparison

In the year-to-date period, NVO achieves a 32.18% return, which is significantly higher than VXUS's 6.75% return. Over the past 10 years, NVO has outperformed VXUS with an annualized return of 21.98%, while VXUS has yielded a comparatively lower 4.39% 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%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2024FebruaryMarchAprilMay
1,352.19%
84.91%
NVO
VXUS

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

Vanguard Total International Stock ETF

Risk-Adjusted Performance

NVO vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) and Vanguard Total International Stock ETF (VXUS). 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
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 3.93, compared to the broader market-10.000.0010.0020.0030.003.93

NVO vs. VXUS - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is 2.18, which is higher than the VXUS Sharpe Ratio of 1.33. The chart below compares the 12-month rolling Sharpe Ratio of NVO and VXUS.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.18
1.33
NVO
VXUS

Dividends

NVO vs. VXUS - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 0.72%, less than VXUS's 3.22% 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%
VXUS
Vanguard Total International Stock ETF
3.22%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

NVO vs. VXUS - Drawdown Comparison

The maximum NVO drawdown since its inception was -51.38%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for NVO and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-0.92%
NVO
VXUS

Volatility

NVO vs. VXUS - Volatility Comparison

Novo Nordisk A/S (NVO) has a higher volatility of 6.85% compared to Vanguard Total International Stock ETF (VXUS) at 3.20%. This indicates that NVO's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.85%
3.20%
NVO
VXUS