NVS vs. UNP
NVS (Novartis AG) and UNP (Union Pacific Corporation) are both stocks. NVS operates in Drug Manufacturers - General (Healthcare), while UNP operates in Railroads (Industrials). Over the past 10 years, NVS returned 10.33%/yr vs 14.20%/yr for UNP. At a 0.27 correlation, their price movements are largely independent.
Performance
NVS vs. UNP - 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 UNP's 17.36% return. Over the past 10 years, NVS has underperformed UNP with an annualized return of 10.33%, while UNP has yielded a comparatively higher 14.20% annualized 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%
UNP
- 1D
- -1.34%
- 1M
- 2.05%
- YTD
- 17.36%
- 6M
- 15.31%
- 1Y
- 22.98%
- 3Y*
- 12.90%
- 5Y*
- 6.31%
- 10Y*
- 14.20%
NVS vs. UNP - 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% | 19.42% |
UNP Union Pacific Corporation | 17.36% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
Correlation
The correlation between NVS and UNP is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 1996 | 0.27 |
Fundamentals
NVS:
$280.54B
UNP:
$159.48B
NVS:
$6.99
UNP:
$9.29
NVS:
20.95
UNP:
28.93
NVS:
1.42
UNP:
5.79
NVS:
5.06
UNP:
8.63
NVS:
7.28
UNP:
8.21K
NVS:
$56.05B
UNP:
$18.49B
NVS:
$42.19B
UNP:
$8.47B
NVS:
$22.40B
UNP:
$9.89B
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Return for Risk
NVS vs. UNP — Risk / Return Rank
NVS
UNP
NVS vs. UNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NVS) and Union Pacific Corporation (UNP). 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 | UNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.88 | +0.33 |
| Martin ratioReturn relative to average drawdown | 5.43 | 4.56 | +0.87 |
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 | UNP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.07 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.28 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.42 | -0.01 |
Drawdowns
NVS vs. UNP - Drawdown Comparison
The maximum NVS drawdown since its inception was -42.10%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for NVS and UNP.
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Drawdown Indicators
| NVS | UNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.10% | -67.49% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.28% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -17.75% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -31.83% | +11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -26.03% | -38.72% | +12.69% |
Current DrawdownCurrent decline from peak | -10.52% | -3.34% | -7.18% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -17.08% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 5.05% | +0.09% |
Volatility
NVS vs. UNP - Volatility Comparison
The current volatility for Novartis AG (NVS) is 6.16%, while Union Pacific Corporation (UNP) has a volatility of 8.03%. This indicates that NVS experiences smaller price fluctuations and is considered to be less risky than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVS | UNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 8.03% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 17.34% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 21.55% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 22.79% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 25.32% | -5.70% |
Dividends
NVS vs. UNP - Dividend Comparison
NVS's dividend yield for the trailing twelve months is around 3.26%, more than UNP's 2.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UNP Union Pacific Corporation | 2.05% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Financials
NVS vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Union Pacific 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
NVS vs. UNP - 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%.
UNP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a gross profit of 4.35M and revenue of 6.22M. Therefore, the gross margin over that period was 69.9%.
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%.
UNP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported an operating income of 2.46M and revenue of 6.22M, resulting in an operating margin of 39.5%.
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%.
UNP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a net income of 1.70M and revenue of 6.22M, resulting in a net margin of 27.4%.
Frequently Asked Questions
NVS and UNP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNP has higher volatility (8.03%) compared to NVS (6.16%). In terms of maximum drawdown, NVS dropped -42.10% vs UNP's -67.49%.
NVS currently has the higher Sharpe Ratio (1.36 vs 1.07), 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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