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NVS vs. ENB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVS vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novartis AG (NVS) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVS achieves a 7.24% return, which is significantly lower than ENB's 20.85% return. Both investments have delivered pretty close results over the past 10 years, with NVS having a 9.83% annualized return and ENB not far behind at 9.76%.


NVS

1D
-1.51%
1M
-2.11%
YTD
7.24%
6M
11.77%
1Y
26.69%
3Y*
17.18%
5Y*
14.14%
10Y*
9.83%

ENB

1D
2.53%
1M
4.03%
YTD
20.85%
6M
20.14%
1Y
26.08%
3Y*
22.16%
5Y*
14.96%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVS vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVS
Novartis AG
7.24%46.95%0.02%16.14%8.06%-3.65%3.34%13.92%5.95%19.42%
ENB
Enbridge Inc.
20.85%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Correlation

The correlation between NVS and ENB is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 8, 1996

0.28

The correlation between NVS and ENB shifts across timeframes, from 0.18 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NVS:

$6.99

ENB:

$4.92

PE Ratio

NVS:

20.53

ENB:

11.44

PEG Ratio

NVS:

1.39

ENB:

0.52

PS Ratio

NVS:

4.96

ENB:

1.34

Total Revenue (TTM)

NVS:

$56.05B

ENB:

$69.05B

Gross Profit (TTM)

NVS:

$42.19B

ENB:

$15.35B

EBITDA (TTM)

NVS:

$22.40B

ENB:

$17.09B

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Return for Risk

NVS vs. ENB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVS
NVS Risk / Return Rank: 7575
Overall Rank
NVS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVS Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVS Omega Ratio Rank: 7070
Omega Ratio Rank
NVS Calmar Ratio Rank: 7676
Calmar Ratio Rank
NVS Martin Ratio Rank: 7777
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8181
Overall Rank
ENB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8080
Sortino Ratio Rank
ENB Omega Ratio Rank: 7777
Omega Ratio Rank
ENB Calmar Ratio Rank: 8282
Calmar Ratio Rank
ENB Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NVS vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Enbridge Inc. (ENB). 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.


NVSENBDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.63

-0.31

Sortino ratio

Return per unit of downside risk

1.88

2.35

-0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

2.19

3.07

-0.88

Martin ratio

Return relative to average drawdown

5.58

7.52

-1.95

NVS vs. ENB - Sharpe Ratio Comparison

The current NVS Sharpe Ratio is 1.32, which is comparable to the ENB Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of NVS and ENB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVSENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.63

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.81

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.40

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Drawdowns

NVS vs. ENB - Drawdown Comparison

The maximum NVS drawdown since its inception was -42.10%, smaller than the maximum ENB drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for NVS and ENB.


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Drawdown Indicators


NVSENBDifference

Max Drawdown

Largest peak-to-trough decline

-42.10%

-46.35%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-9.10%

-3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-16.40%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-28.32%

+7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.03%

-44.07%

+18.04%

Current Drawdown

Current decline from peak

-12.32%

-2.96%

-9.36%

Average Drawdown

Average peak-to-trough decline

-10.93%

-10.83%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

3.71%

+1.26%

Volatility

NVS vs. ENB - Volatility Comparison

Novartis AG (NVS) and Enbridge Inc. (ENB) have volatilities of 5.77% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVSENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.63%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

12.86%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

16.09%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

18.62%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

24.34%

-4.75%

Dividends

NVS vs. ENB - Dividend Comparison

NVS's dividend yield for the trailing twelve months is around 3.33%, less than ENB's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
ENB
Enbridge Inc.
4.93%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
NVS
Novartis AG
3.33%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. ENB - Financials Comparison

This section allows you to compare key financial metrics between Novartis AG and Enbridge Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B12.00B14.00B16.00B18.00B20.00B22.00B20222023202420252026
13.52B
22.36B
(NVS) Total Revenue
(ENB) Total Revenue
Values in USD except per share items

NVS vs. ENB - Profitability Comparison

The chart below illustrates the profitability comparison between Novartis AG and Enbridge Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
74.4%
0
Portfolio components
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%.

ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. Therefore, the gross margin over that period was 0.0%.

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%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.

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%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.


Frequently Asked Questions


NVS and ENB have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVS has higher volatility (5.77%) compared to ENB (5.63%). In terms of maximum drawdown, NVS dropped -42.10% vs ENB's -46.35%.

ENB currently has the higher Sharpe Ratio (1.63 vs 1.32), 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.

Portfolio Optimizer

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