NVS vs. KO
Compare and contrast key facts about Novartis AG (NVS) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVS or KO.
Performance
NVS vs. KO - Performance Comparison
Returns By Period
In the year-to-date period, NVS achieves a 5.66% return, which is significantly lower than KO's 7.58% return. Both investments have delivered pretty close results over the past 10 years, with NVS having a 6.67% annualized return and KO not far ahead at 6.78%.
NVS
5.66%
-12.31%
-0.08%
12.41%
8.08%
6.67%
KO
7.58%
-12.00%
-0.22%
11.60%
6.41%
6.78%
Fundamentals
| NVS | KO | |
|---|---|---|
| Market Cap | $209.76B | $272.94B |
| EPS | $5.73 | $2.40 |
| PE Ratio | 18.31 | 26.33 |
| PEG Ratio | 3.12 | 2.67 |
| Total Revenue (TTM) | $49.29B | $46.37B |
| Gross Profit (TTM) | $36.69B | $28.02B |
| EBITDA (TTM) | $19.83B | $11.65B |
Key characteristics
| NVS | KO | |
|---|---|---|
| Sharpe Ratio | 0.81 | 0.94 |
| Sortino Ratio | 1.17 | 1.40 |
| Omega Ratio | 1.16 | 1.17 |
| Calmar Ratio | 0.90 | 0.80 |
| Martin Ratio | 2.59 | 3.37 |
| Ulcer Index | 5.19% | 3.50% |
| Daily Std Dev | 16.57% | 12.54% |
| Max Drawdown | -41.72% | -40.60% |
| Current Drawdown | -15.00% | -14.52% |
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Correlation
The correlation between NVS and KO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NVS vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and The Coca-Cola Company (KO). 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
NVS vs. KO - Dividend Comparison
NVS's dividend yield for the trailing twelve months is around 3.68%, more than KO's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVS Novartis AG | 3.68% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
KO The Coca-Cola Company | 3.09% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
NVS vs. KO - Drawdown Comparison
The maximum NVS drawdown since its inception was -41.72%, roughly equal to the maximum KO drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for NVS and KO. For additional features, visit the drawdowns tool.
Volatility
NVS vs. KO - Volatility Comparison
Novartis AG (NVS) has a higher volatility of 5.85% compared to The Coca-Cola Company (KO) at 3.93%. This indicates that NVS's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NVS vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and The Coca-Cola Company. 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