NVO vs. VXUS
Compare and contrast key facts about Novo Nordisk A/S (NVO) and Vanguard Total International Stock ETF (VXUS).
VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVO or VXUS.
Key characteristics
| NVO | VXUS | |
|---|---|---|
| YTD Return | 9.44% | 9.71% |
| 1Y Return | 17.44% | 24.87% |
| 3Y Return (Ann) | 28.50% | 1.91% |
| 5Y Return (Ann) | 34.60% | 6.31% |
| 10Y Return (Ann) | 19.80% | 5.09% |
| Sharpe Ratio | 0.70 | 2.06 |
| Sortino Ratio | 1.20 | 2.90 |
| Omega Ratio | 1.15 | 1.37 |
| Calmar Ratio | 0.90 | 1.53 |
| Martin Ratio | 2.53 | 13.22 |
| Ulcer Index | 8.35% | 2.00% |
| Daily Std Dev | 30.33% | 12.79% |
| Max Drawdown | -71.30% | -35.97% |
| Current Drawdown | -23.49% | -4.27% |
Correlation
The correlation between NVO and VXUS is 0.42, 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
The year-to-date returns for both investments are quite close, with NVO having a 9.44% return and VXUS slightly higher at 9.71%. Over the past 10 years, NVO has outperformed VXUS with an annualized return of 19.80%, while VXUS has yielded a comparatively lower 5.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
NVO vs. VXUS - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 1.29%, less than VXUS's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 1.29% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
VXUS Vanguard Total International Stock ETF | 2.92% | 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 -71.30%, 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.
Volatility
NVO vs. VXUS - Volatility Comparison
Novo Nordisk A/S (NVO) has a higher volatility of 4.60% compared to Vanguard Total International Stock ETF (VXUS) at 3.03%. 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.