NVS vs. CHPS
NVS (Novartis AG) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past year, NVS returned 34.49% vs 199.74% for CHPS. At a 0.08 correlation, their price movements are largely independent.
Performance
NVS vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, NVS achieves a 14.64% return, which is significantly lower than CHPS's 107.68% return.
NVS
- 1D
- 2.99%
- 1M
- 0.90%
- YTD
- 14.64%
- 6M
- 13.60%
- 1Y
- 34.49%
- 3Y*
- 19.10%
- 5Y*
- 14.87%
- 10Y*
- 11.11%
CHPS
- 1D
- -8.79%
- 1M
- 14.08%
- YTD
- 107.68%
- 6M
- 109.36%
- 1Y
- 199.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVS vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVS Novartis AG | 14.64% | 46.95% | 0.02% | 3.36% |
CHPS Xtrackers Semiconductor Select Equity ETF | 107.68% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between NVS and CHPS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.08 |
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Return for Risk
NVS vs. CHPS — Risk / Return Rank
NVS
CHPS
NVS vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.
| NVS | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.66 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 11.49 | -8.75 |
| Martin ratioReturn relative to average drawdown | 6.46 | 42.41 | -35.95 |
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Drawdowns
NVS vs. CHPS - Drawdown Comparison
The maximum NVS drawdown since its inception was -42.10%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for NVS and CHPS.
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Drawdown Indicators
| NVS | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.10% | -39.44% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -17.50% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.03% | — | — |
Current DrawdownCurrent decline from peak | -6.27% | -8.79% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -9.08% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 4.73% | +0.62% |
Volatility
NVS vs. CHPS - Volatility Comparison
The current volatility for Novartis AG (NVS) is 8.19%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 22.65%. This indicates that NVS experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVS | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.19% | 22.65% | -14.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 34.27% | -18.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 39.81% | -18.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.98% | 35.53% | -16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 35.53% | -15.90% |
Dividends
NVS vs. CHPS - Dividend Comparison
NVS's dividend yield for the trailing twelve months is around 3.11%, more than CHPS's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.31% | 0.68% | 1.75% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVS Novartis AG | 3.11% | 2.90% | 3.84% | 3.44% | 3.70% | 3.86% | 3.22% | 3.03% | 3.47% | 3.24% | 3.73% | 3.10% |
Frequently Asked Questions
NVS and CHPS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (22.65%) compared to NVS (8.19%). In terms of maximum drawdown, NVS dropped -42.10% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (5.05 vs 1.64), 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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