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ORSTED.CO vs. NOVO-B.CO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ORSTED.CO vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Ørsted A/S (ORSTED.CO) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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ORSTED.CO vs. NOVO-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORSTED.CO
Ørsted A/S
29.34%-32.10%-13.38%-39.38%-23.30%-32.05%83.19%61.34%31.69%29.59%
NOVO-B.CO
Novo Nordisk A/S
-24.65%-46.40%-9.59%50.74%29.53%75.62%12.77%32.92%-8.60%35.35%

Returns By Period

In the year-to-date period, ORSTED.CO achieves a 29.34% return, which is significantly higher than NOVO-B.CO's -24.65% return.


ORSTED.CO

1D
1.44%
1M
4.98%
YTD
29.34%
6M
35.26%
1Y
-4.97%
3Y*
-21.27%
5Y*
-22.02%
10Y*

NOVO-B.CO

1D
2.60%
1M
5.86%
YTD
-24.65%
6M
-33.97%
1Y
-46.86%
3Y*
-22.16%
5Y*
4.16%
10Y*
5.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ORSTED.CO vs. NOVO-B.CO — Risk / Return Rank

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

ORSTED.CO
ORSTED.CO Risk / Return Rank: 3535
Overall Rank
ORSTED.CO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ORSTED.CO Sortino Ratio Rank: 3535
Sortino Ratio Rank
ORSTED.CO Omega Ratio Rank: 3636
Omega Ratio Rank
ORSTED.CO Calmar Ratio Rank: 3535
Calmar Ratio Rank
ORSTED.CO Martin Ratio Rank: 3535
Martin Ratio Rank

NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 88
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 99
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 88
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 88
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 99
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.

ORSTED.CO vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ørsted A/S (ORSTED.CO) 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.


ORSTED.CONOVO-B.CODifference

Sharpe ratio

Return per unit of total volatility

-0.09

-0.88

+0.79

Sortino ratio

Return per unit of downside risk

0.25

-1.12

+1.37

Omega ratio

Gain probability vs. loss probability

1.04

0.84

+0.20

Calmar ratio

Return relative to maximum drawdown

-0.18

-0.87

+0.68

Martin ratio

Return relative to average drawdown

-0.33

-1.48

+1.15

ORSTED.CO vs. NOVO-B.CO - Sharpe Ratio Comparison

The current ORSTED.CO Sharpe Ratio is -0.09, which is higher than the NOVO-B.CO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of ORSTED.CO and NOVO-B.CO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ORSTED.CONOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-0.88

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.11

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.51

-0.45

Correlation

The correlation between ORSTED.CO and NOVO-B.CO is 0.17, 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.


Dividends

ORSTED.CO vs. NOVO-B.CO - Dividend Comparison

ORSTED.CO has not paid dividends to shareholders, while NOVO-B.CO's dividend yield for the trailing twelve months is around 4.94%.


TTM20252024202320222021202020192018201720162015
ORSTED.CO
Ørsted A/S
0.00%0.00%0.00%3.61%1.98%1.38%0.84%1.42%2.07%1.77%0.00%0.00%
NOVO-B.CO
Novo Nordisk A/S
4.94%3.58%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%

Drawdowns

ORSTED.CO vs. NOVO-B.CO - Drawdown Comparison

The maximum ORSTED.CO drawdown since its inception was -86.13%, which is greater than NOVO-B.CO's maximum drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for ORSTED.CO and NOVO-B.CO.


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Drawdown Indicators


ORSTED.CONOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-86.13%

-76.75%

-9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-44.47%

-54.94%

+10.47%

Max Drawdown (5Y)

Largest decline over 5 years

-82.30%

-76.75%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-76.75%

Current Drawdown

Current decline from peak

-77.94%

-75.38%

-2.56%

Average Drawdown

Average peak-to-trough decline

-33.03%

-15.80%

-17.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.21%

32.14%

-7.93%

Volatility

ORSTED.CO vs. NOVO-B.CO - Volatility Comparison

Ørsted A/S (ORSTED.CO) has a higher volatility of 11.36% compared to Novo Nordisk A/S (NOVO-B.CO) at 9.07%. This indicates that ORSTED.CO's price experiences larger fluctuations and is considered to be riskier 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


ORSTED.CONOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

9.07%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

28.51%

40.80%

-12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

54.19%

55.40%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.81%

38.25%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

32.32%

+5.19%

Financials

ORSTED.CO vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Ørsted A/S 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


Values in DKK except per share items