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

Performance

NVS vs. GOOGL - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with NVS having a 14.40% return and GOOGL slightly higher at 15.06%. Over the past 10 years, NVS has underperformed GOOGL with an annualized return of 11.14%, while GOOGL has yielded a comparatively higher 25.76% annualized return.


NVS

1D
-0.55%
1M
2.22%
YTD
14.40%
6M
18.98%
1Y
30.60%
3Y*
19.57%
5Y*
14.77%
10Y*
11.14%

GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVS vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVS
Novartis AG
14.40%46.95%0.02%16.14%8.06%-3.65%3.34%13.92%5.95%19.42%
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between NVS and GOOGL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.04

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

0.12

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.27

The correlation between NVS and GOOGL shifts across timeframes, from 0.04 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NVS:

$293.28B

GOOGL:

$4.40T

EPS

NVS:

$6.99

GOOGL:

$13.11

PE Ratio

NVS:

21.90

GOOGL:

27.43

PEG Ratio

NVS:

1.48

GOOGL:

1.35

PS Ratio

NVS:

5.29

GOOGL:

10.40

PB Ratio

NVS:

7.62

GOOGL:

9.19

Total Revenue (TTM)

NVS:

$56.05B

GOOGL:

$422.57B

Gross Profit (TTM)

NVS:

$42.19B

GOOGL:

$255.12B

EBITDA (TTM)

NVS:

$22.40B

GOOGL:

$174.08B

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Return for Risk

NVS vs. GOOGL — Risk / Return Rank

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

NVS
NVS Risk / Return Rank: 8080
Overall Rank
NVS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NVS Sortino Ratio Rank: 7979
Sortino Ratio Rank
NVS Omega Ratio Rank: 7777
Omega Ratio Rank
NVS Calmar Ratio Rank: 8080
Calmar Ratio Rank
NVS Martin Ratio Rank: 8080
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Alphabet Inc. Class A (GOOGL). 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.


NVSGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.26

1.59

-0.33

Calmar ratioReturn relative to maximum drawdown

2.43

5.20

-2.77

Martin ratioReturn relative to average drawdown

5.88

18.48

-12.60

NVS vs. GOOGL - Sharpe Ratio Comparison

The current NVS Sharpe Ratio is 1.47, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of NVS and GOOGL, 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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Drawdowns

NVS vs. GOOGL - Drawdown Comparison

The maximum NVS drawdown since its inception was -42.10%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for NVS and GOOGL.


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Drawdown Indicators


NVSGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-42.10%

-65.29%

+23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-20.37%

+7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-29.81%

+9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-44.32%

+23.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.03%

-44.32%

+18.29%

Current Drawdown

Current decline from peak

-6.46%

-10.61%

+4.15%

Average Drawdown

Average peak-to-trough decline

-10.92%

-13.01%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

5.72%

-0.49%

Volatility

NVS vs. GOOGL - Volatility Comparison

Novartis AG (NVS) and Alphabet Inc. Class A (GOOGL) have volatilities of 7.18% and 7.24%, 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


NVSGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

7.24%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

20.82%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.02%

29.31%

-8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

31.33%

-12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

29.13%

-9.49%

Dividends

NVS vs. GOOGL - Dividend Comparison

NVS's dividend yield for the trailing twelve months is around 3.12%, more than GOOGL's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVS
Novartis AG
3.12%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. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Novartis AG and Alphabet Inc. Class A. 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


20.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
13.52B
109.90B
(NVS) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

NVS vs. GOOGL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%20222023202420252026
74.4%
62.5%
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%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

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%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

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%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


NVS and GOOGL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOGL has higher volatility (7.24%) compared to NVS (7.18%). In terms of maximum drawdown, NVS dropped -42.10% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 1.47), 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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