NVS vs. O
Compare and contrast key facts about Novartis AG (NVS) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVS or O.
Performance
NVS vs. O - Performance Comparison
Returns By Period
In the year-to-date period, NVS achieves a 5.66% return, which is significantly higher than O's 2.79% return. Over the past 10 years, NVS has underperformed O with an annualized return of 6.67%, while O has yielded a comparatively higher 7.16% annualized return.
NVS
5.66%
-12.31%
-0.08%
12.41%
8.08%
6.67%
O
2.79%
-12.55%
5.32%
12.58%
-1.11%
7.16%
Fundamentals
| NVS | O | |
|---|---|---|
| Market Cap | $209.76B | $49.90B |
| EPS | $5.73 | $1.05 |
| PE Ratio | 18.31 | 54.30 |
| PEG Ratio | 3.12 | 5.79 |
| Total Revenue (TTM) | $49.29B | $5.01B |
| Gross Profit (TTM) | $36.69B | $4.83B |
| EBITDA (TTM) | $19.83B | $3.74B |
Key characteristics
| NVS | O | |
|---|---|---|
| Sharpe Ratio | 0.81 | 0.69 |
| Sortino Ratio | 1.17 | 1.07 |
| Omega Ratio | 1.16 | 1.13 |
| Calmar Ratio | 0.90 | 0.47 |
| Martin Ratio | 2.59 | 1.74 |
| Ulcer Index | 5.19% | 7.03% |
| Daily Std Dev | 16.57% | 17.68% |
| Max Drawdown | -41.72% | -48.45% |
| Current Drawdown | -15.00% | -15.08% |
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Correlation
The correlation between NVS and O is 0.27, 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. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Realty Income Corporation (O). 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. O - Dividend Comparison
NVS's dividend yield for the trailing twelve months is around 3.68%, less than O's 5.53% 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% |
O Realty Income Corporation | 5.53% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
NVS vs. O - Drawdown Comparison
The maximum NVS drawdown since its inception was -41.72%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for NVS and O. For additional features, visit the drawdowns tool.
Volatility
NVS vs. O - Volatility Comparison
Novartis AG (NVS) and Realty Income Corporation (O) have volatilities of 5.85% and 5.87%, 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.
Financials
NVS vs. O - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Realty Income Corporation. 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