NVS vs. ELEZY
NVS (Novartis AG) and ELEZY (Endesa SA ADR) are both stocks. NVS operates in Drug Manufacturers - General (Healthcare), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, NVS returned 13.87%/yr vs 17.48%/yr for ELEZY. At a 0.20 correlation, their price movements are largely independent.
Performance
NVS vs. ELEZY - Performance Comparison
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Returns By Period
In the year-to-date period, NVS achieves a 9.43% return, which is significantly lower than ELEZY's 18.03% return.
NVS
- 1D
- -1.84%
- 1M
- 0.27%
- YTD
- 9.43%
- 6M
- 15.91%
- 1Y
- 27.84%
- 3Y*
- 17.18%
- 5Y*
- 13.87%
- 10Y*
- 10.33%
ELEZY
- 1D
- -1.70%
- 1M
- -1.90%
- YTD
- 18.03%
- 6M
- 18.29%
- 1Y
- 41.21%
- 3Y*
- 31.00%
- 5Y*
- 17.48%
- 10Y*
- —
NVS vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVS Novartis AG | 9.43% | 46.95% | 0.02% | 16.14% | 8.06% | -3.65% | 3.34% | 13.92% | 5.95% | -3.10% |
ELEZY Endesa SA ADR | 18.03% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
Correlation
The correlation between NVS and ELEZY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.21 |
Fundamentals
NVS:
$280.54B
ELEZY:
$43.21B
NVS:
$6.99
ELEZY:
$1.11
NVS:
20.95
ELEZY:
18.75
NVS:
1.42
ELEZY:
0.44
NVS:
5.06
ELEZY:
2.06
NVS:
7.28
ELEZY:
5.04
NVS:
$56.05B
ELEZY:
$21.28B
NVS:
$42.19B
ELEZY:
$1.31B
NVS:
$22.40B
ELEZY:
$1.08B
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Return for Risk
NVS vs. ELEZY — Risk / Return Rank
NVS
ELEZY
NVS vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Endesa SA ADR (ELEZY). 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.
| NVS | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.80 | -1.59 |
| Martin ratioReturn relative to average drawdown | 5.43 | 10.32 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVS | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.55 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.56 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Drawdowns
NVS vs. ELEZY - Drawdown Comparison
The maximum NVS drawdown since its inception was -42.10%, smaller than the maximum ELEZY drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for NVS and ELEZY.
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Drawdown Indicators
| NVS | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.10% | -50.29% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -10.89% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -20.80% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -43.16% | +22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -26.03% | — | — |
Current DrawdownCurrent decline from peak | -10.52% | -8.43% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -15.75% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 4.00% | +1.14% |
Volatility
NVS vs. ELEZY - Volatility Comparison
The current volatility for Novartis AG (NVS) is 6.16%, while Endesa SA ADR (ELEZY) has a volatility of 8.06%. This indicates that NVS experiences smaller price fluctuations and is considered to be less risky than ELEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVS | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 8.06% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 21.36% | -6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 26.77% | -6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 31.42% | -12.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 36.14% | -16.52% |
Dividends
NVS vs. ELEZY - Dividend Comparison
NVS's dividend yield for the trailing twelve months is around 3.26%, less than ELEZY's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.72% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
NVS Novartis AG | 3.26% | 2.90% | 3.84% | 3.44% | 3.70% | 3.86% | 3.22% | 3.03% | 3.47% | 3.24% | 3.73% | 3.10% |
Financials
NVS vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Endesa SA ADR. 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
NVS vs. ELEZY - Profitability Comparison
NVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a gross profit of 10.07B and revenue of 13.52B. Therefore, the gross margin over that period was 74.4%.
ELEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a gross profit of 2.11B and revenue of 5.73B. Therefore, the gross margin over that period was 36.8%.
NVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported an operating income of 4.24B and revenue of 13.52B, resulting in an operating margin of 31.3%.
ELEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.
NVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a net income of 3.16B and revenue of 13.52B, resulting in a net margin of 23.3%.
ELEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.
Frequently Asked Questions
NVS and ELEZY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELEZY has higher volatility (8.06%) compared to NVS (6.16%). In terms of maximum drawdown, NVS dropped -42.10% vs ELEZY's -50.29%.
ELEZY currently has the higher Sharpe Ratio (1.55 vs 1.36), 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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