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OCGN vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OCGN vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocugen, Inc. (OCGN) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCGN achieves a 2.96% return, which is significantly higher than NVO's -3.56% return. Over the past 10 years, OCGN has underperformed NVO with an annualized return of -2.50%, while NVO has yielded a comparatively higher 8.62% annualized return.


OCGN

1D
0.72%
1M
3.73%
YTD
2.96%
6M
-3.47%
1Y
34.30%
3Y*
37.93%
5Y*
-30.13%
10Y*
-2.50%

NVO

1D
-0.02%
1M
5.45%
YTD
-3.56%
6M
-6.64%
1Y
-29.84%
3Y*
-13.64%
5Y*
4.94%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCGN vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCGN
Ocugen, Inc.
2.96%67.70%40.00%-55.77%-71.43%148.63%251.92%488.24%-95.69%22.75%
NVO
Novo Nordisk A/S
-3.56%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between OCGN and NVO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2014

0.13

The correlation between OCGN and NVO shifts across timeframes, from 0.13 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OCGN:

$445.39M

NVO:

$210.91B

EPS

OCGN:

-$0.23

NVO:

DKK 27.42

PS Ratio

OCGN:

95.63

NVO:

4.23

PB Ratio

OCGN:

76.72

NVO:

6.83

Total Revenue (TTM)

OCGN:

$4.47M

NVO:

DKK 327.80B

Gross Profit (TTM)

OCGN:

$2.93M

NVO:

DKK 268.30B

EBITDA (TTM)

OCGN:

-$64.77M

NVO:

DKK 181.54B

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Return for Risk

OCGN vs. NVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OCGN
OCGN Risk / Return Rank: 5959
Overall Rank
OCGN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OCGN Sortino Ratio Rank: 6262
Sortino Ratio Rank
OCGN Omega Ratio Rank: 6060
Omega Ratio Rank
OCGN Calmar Ratio Rank: 5858
Calmar Ratio Rank
OCGN Martin Ratio Rank: 5858
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 2020
Overall Rank
NVO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVO Omega Ratio Rank: 1919
Omega Ratio Rank
NVO Calmar Ratio Rank: 2121
Calmar Ratio Rank
NVO Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OCGN vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocugen, Inc. (OCGN) and Novo Nordisk A/S (NVO). 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.


OCGNNVODifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.15

0.92

+0.23

Calmar ratioReturn relative to maximum drawdown

0.66

-0.61

+1.27

Martin ratioReturn relative to average drawdown

1.38

-0.97

+2.34

OCGN vs. NVO - Sharpe Ratio Comparison

The current OCGN Sharpe Ratio is 0.43, which is higher than the NVO Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of OCGN and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OCGN vs. NVO - Drawdown Comparison

The maximum OCGN drawdown since its inception was -99.25%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for OCGN and NVO.


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Drawdown Indicators


OCGNNVODifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-74.70%

-24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-52.42%

-49.17%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-73.92%

-74.70%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-97.71%

-74.70%

-23.01%

Max Drawdown (10Y)

Largest decline over 10 years

-97.80%

-74.70%

-23.10%

Current Drawdown

Current decline from peak

-91.21%

-65.55%

-25.66%

Average Drawdown

Average peak-to-trough decline

-81.75%

-17.82%

-63.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.01%

30.93%

-5.92%

Volatility

OCGN vs. NVO - Volatility Comparison

Ocugen, Inc. (OCGN) has a higher volatility of 15.39% compared to Novo Nordisk A/S (NVO) at 12.00%. This indicates that OCGN's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCGNNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

12.00%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

63.41%

38.40%

+25.01%

Volatility (1Y)

Calculated over the trailing 1-year period

80.45%

51.78%

+28.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.35%

38.48%

+51.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

550.74%

32.58%

+518.16%

Dividends

OCGN vs. NVO - Dividend Comparison

OCGN has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 3.80%.


PositionTTM20252024202320222021202020192018201720162015
NVO
Novo Nordisk A/S
3.80%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%
OCGN
Ocugen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

OCGN vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Ocugen, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
1.53M
96.82B
(OCGN) Total Revenue
(NVO) Total Revenue
Please note, different currencies. OCGN values in USD, NVO values in DKK

Frequently Asked Questions


OCGN and NVO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OCGN has higher volatility (15.39%) compared to NVO (12.00%). In terms of maximum drawdown, OCGN dropped -99.25% vs NVO's -74.70%.

OCGN currently has the higher Sharpe Ratio (0.43 vs -0.58), 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.

Portfolio Optimizer

Find the right allocation for OCGN and NVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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