PER.DE vs. NVO
PER.DE (Pernod Ricard SA) and NVO (Novo Nordisk A/S) are both stocks. PER.DE operates in Beverages - Wineries & Distilleries (Consumer Defensive), while NVO operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, PER.DE returned -16.62%/yr vs 4.49%/yr for NVO. At a 0.10 correlation, their price movements are largely independent.
Performance
PER.DE vs. NVO - Performance Comparison
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Different Trading Currencies
PER.DE is traded in EUR, while NVO is traded in USD. To make them comparable, the NVO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PER.DE achieves a -15.49% return, which is significantly lower than NVO's -10.90% return.
PER.DE
- 1D
- 1.55%
- 1M
- -6.74%
- YTD
- -15.49%
- 6M
- -19.86%
- 1Y
- -26.34%
- 3Y*
- -29.47%
- 5Y*
- -16.62%
- 10Y*
- —
NVO
- 1D
- -1.02%
- 1M
- -4.27%
- YTD
- -10.90%
- 6M
- -6.13%
- 1Y
- -38.52%
- 3Y*
- -18.77%
- 5Y*
- 4.49%
- 10Y*
- 6.17%
PER.DE vs. NVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PER.DE Pernod Ricard SA | -15.49% | -29.55% | -28.62% | -11.09% | -10.84% | 34.25% | 0.52% |
NVO Novo Nordisk A/S | -10.90% | -46.43% | -10.38% | 50.20% | 30.26% | 75.75% | 7.35% |
Correlation
The correlation between PER.DE and NVO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2020 | 0.10 |
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Return for Risk
PER.DE vs. NVO — Risk / Return Rank
PER.DE
NVO
PER.DE vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA (PER.DE) 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.
| PER.DE | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.87 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.71 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.03 | -0.32 |
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
| PER.DE | NVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.98 | -0.76 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.71 | 0.12 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.50 | 0.48 | -0.98 |
Drawdowns
PER.DE vs. NVO - Drawdown Comparison
The maximum PER.DE drawdown since its inception was -68.90%, smaller than the maximum NVO drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for PER.DE and NVO.
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Drawdown Indicators
| PER.DE | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.90% | -76.45% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -40.10% | -54.72% | +14.62% |
Max Drawdown (3Y)Largest decline over 3 years | -67.03% | -76.45% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -68.90% | -76.45% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.45% | — |
Current DrawdownCurrent decline from peak | -67.91% | -70.97% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -27.12% | -13.75% | -13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.75% | 37.49% | -14.74% |
Volatility
PER.DE vs. NVO - Volatility Comparison
Pernod Ricard SA (PER.DE) and Novo Nordisk A/S (NVO) have volatilities of 8.21% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PER.DE | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 8.36% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.66% | 37.34% | -13.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.42% | 50.90% | -19.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.93% | 37.93% | -12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.10% | 32.43% | -5.33% |
Dividends
PER.DE vs. NVO - Dividend Comparison
PER.DE's dividend yield for the trailing twelve months is around 7.61%, more than NVO's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 4.20% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
PER.DE Pernod Ricard SA | 7.61% | 6.43% | 4.29% | 2.94% | 2.23% | 1.47% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PER.DE vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Pernod Ricard SA 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
PER.DE and NVO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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