O vs. NOVO-B.CO
O (Realty Income Corporation) and NOVO-B.CO (Novo Nordisk A/S) are both stocks. O operates in REIT - Retail (Real Estate), while NOVO-B.CO operates in Biotechnology (Healthcare). Over the past 10 years, O returned 4.89%/yr vs 17.63%/yr for NOVO-B.CO. At a 0.12 correlation, their price movements are largely independent.
Performance
O vs. NOVO-B.CO - Performance Comparison
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Different Trading Currencies
O is traded in USD, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly higher than NOVO-B.CO's -10.15% return. Over the past 10 years, O has underperformed NOVO-B.CO with an annualized return of 4.89%, while NOVO-B.CO has yielded a comparatively higher 17.63% annualized return.
O
- 1D
- 1.31%
- 1M
- 1.67%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
NOVO-B.CO
- 1D
- 1.53%
- 1M
- -5.28%
- YTD
- -10.15%
- 6M
- -8.95%
- 1Y
- -41.84%
- 3Y*
- 6.83%
- 5Y*
- 19.41%
- 10Y*
- 17.63%
O vs. NOVO-B.CO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
NOVO-B.CO Novo Nordisk A/S | -10.15% | -39.54% | -15.04% | 214.95% | 23.90% | 65.39% | 27.16% | 32.88% | -10.64% | 58.82% |
Correlation
The correlation between O and NOVO-B.CO is 0.05, 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 | 0.05 |
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 | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.12 |
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Return for Risk
O vs. NOVO-B.CO — Risk / Return Rank
O
NOVO-B.CO
O vs. NOVO-B.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Novo Nordisk A/S (NOVO-B.CO). 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.
| O | NOVO-B.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.88 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.79 | +2.08 |
| Martin ratioReturn relative to average drawdown | 3.12 | -1.17 | +4.29 |
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Drawdowns
O vs. NOVO-B.CO - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum NOVO-B.CO drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for O and NOVO-B.CO.
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Drawdown Indicators
| O | NOVO-B.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -74.86% | +26.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -54.48% | +43.38% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -74.86% | +48.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -74.86% | +40.38% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -74.86% | +26.58% |
Current DrawdownCurrent decline from peak | -5.94% | -67.88% | +61.94% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -12.38% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 36.72% | -32.14% |
Volatility
O vs. NOVO-B.CO - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while Novo Nordisk A/S (NOVO-B.CO) has a volatility of 12.08%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | NOVO-B.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 12.08% | -6.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 40.71% | -28.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 55.70% | -39.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 58.93% | -40.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 45.48% | -19.84% |
Dividends
O vs. NOVO-B.CO - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, more than NOVO-B.CO's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVO-B.CO Novo Nordisk A/S | 4.07% | 3.58% | 1.59% | 1.01% | 2.38% | 2.54% | 4.03% | 4.22% | 5.27% | 4.54% | 7.38% | 2.50% |
O Realty Income Corporation | 5.16% | 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. NOVO-B.CO - 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 NOVO-B.CO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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