O vs. NOV.DE
O (Realty Income Corporation) and NOV.DE (Novo Nordisk A/S) are both stocks. O operates in REIT - Retail (Real Estate), while NOV.DE operates in Biotechnology (Healthcare). Over the past 10 years, O returned 4.43%/yr vs 9.87%/yr for NOV.DE. At a 0.12 correlation, their price movements are largely independent.
Performance
O vs. NOV.DE - Performance Comparison
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Different Trading Currencies
O is traded in USD, while NOV.DE is traded in EUR. To make them comparable, the NOV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, O achieves a 8.78% return, which is significantly higher than NOV.DE's -11.61% return. Over the past 10 years, O has underperformed NOV.DE with an annualized return of 4.43%, while NOV.DE has yielded a comparatively higher 9.87% annualized return.
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
NOV.DE
- 1D
- 4.37%
- 1M
- -3.02%
- YTD
- -11.61%
- 6M
- -5.22%
- 1Y
- -38.05%
- 3Y*
- -15.34%
- 5Y*
- 4.12%
- 10Y*
- 9.87%
O vs. NOV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
NOV.DE Novo Nordisk A/S | -11.61% | -38.94% | -14.91% | 54.32% | 23.37% | 59.95% | 24.41% | 32.53% | 13.85% | 53.99% |
Correlation
The correlation between O and NOV.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.12 |
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Return for Risk
O vs. NOV.DE — Risk / Return Rank
O
NOV.DE
O vs. NOV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Novo Nordisk A/S (NOV.DE). 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.
| O | NOV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.90 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | -0.67 | +1.86 |
| Martin ratioReturn relative to average drawdown | 2.93 | -1.00 | +3.93 |
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
| O | NOV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.67 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.11 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.29 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Drawdowns
O vs. NOV.DE - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum NOV.DE drawdown of -74.69%. Use the drawdown chart below to compare losses from any high point for O and NOV.DE.
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Drawdown Indicators
| O | NOV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -74.69% | +26.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -54.35% | +43.25% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -74.69% | +48.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -74.69% | +40.21% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -74.69% | +26.41% |
Current DrawdownCurrent decline from peak | -10.00% | -68.09% | +58.09% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -12.88% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 36.39% | -31.89% |
Volatility
O vs. NOV.DE - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 4.81%, while Novo Nordisk A/S (NOV.DE) has a volatility of 8.81%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than NOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | NOV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 8.81% | -4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 40.53% | -28.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 54.66% | -38.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 38.50% | -19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 33.85% | -8.21% |
Dividends
O vs. NOV.DE - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, more than NOV.DE's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOV.DE Novo Nordisk A/S | 4.11% | 3.54% | 1.58% | 1.01% | 1.17% | 1.27% | 1.98% | 2.08% | 27.19% | 2.27% | 3.67% | 1.25% |
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
O vs. NOV.DE - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation and Novo Nordisk A/S. 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
Frequently Asked Questions
O and NOV.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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