PG vs. NVS
Compare and contrast key facts about The Procter & Gamble Company (PG) and Novartis AG (NVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PG or NVS.
Key characteristics
PG | NVS | |
---|---|---|
YTD Return | 11.42% | -0.54% |
1Y Return | 13.33% | 17.67% |
3Y Return (Ann) | 8.33% | 9.91% |
5Y Return (Ann) | 12.08% | 8.12% |
10Y Return (Ann) | 10.38% | 7.20% |
Sharpe Ratio | 0.97 | 0.98 |
Daily Std Dev | 14.15% | 16.99% |
Max Drawdown | -54.23% | -41.72% |
Current Drawdown | -0.22% | -7.42% |
Fundamentals
PG | NVS | |
---|---|---|
Market Cap | $380.39B | $196.93B |
EPS | $5.97 | $4.10 |
PE Ratio | 27.08 | 23.47 |
PEG Ratio | 3.42 | 5.24 |
Revenue (TTM) | $83.93B | $46.66B |
Gross Profit (TTM) | $39.25B | $36.74B |
EBITDA (TTM) | $23.72B | $17.52B |
Correlation
The correlation between PG and NVS is 0.33, 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.
Performance
PG vs. NVS - Performance Comparison
In the year-to-date period, PG achieves a 11.42% return, which is significantly higher than NVS's -0.54% return. Over the past 10 years, PG has outperformed NVS with an annualized return of 10.38%, while NVS has yielded a comparatively lower 7.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
PG vs. NVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Novartis AG (NVS). 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
The Procter & Gamble Company | 0.97 | ||||
Novartis AG | 0.98 |
Dividends
PG vs. NVS - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.32%, less than NVS's 3.90% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
The Procter & Gamble Company | 2.32% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
Novartis AG | 3.90% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
Drawdowns
PG vs. NVS - Drawdown Comparison
The maximum PG drawdown since its inception was -54.23%, which is greater than NVS's maximum drawdown of -41.72%. The drawdown chart below compares losses from any high point along the way for PG and NVS
Volatility
PG vs. NVS - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 2.24%, while Novartis AG (NVS) has a volatility of 3.78%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.