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PG vs. NVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PGNVS
YTD Return11.42%-0.54%
1Y Return13.33%17.67%
3Y Return (Ann)8.33%9.91%
5Y Return (Ann)12.08%8.12%
10Y Return (Ann)10.38%7.20%
Sharpe Ratio0.970.98
Daily Std Dev14.15%16.99%
Max Drawdown-54.23%-41.72%
Current Drawdown-0.22%-7.42%

Fundamentals


PGNVS
Market Cap$380.39B$196.93B
EPS$5.97$4.10
PE Ratio27.0823.47
PEG Ratio3.425.24
Revenue (TTM)$83.93B$46.66B
Gross Profit (TTM)$39.25B$36.74B
EBITDA (TTM)$23.72B$17.52B

Correlation

0.33
-1.001.00

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.


600.00%650.00%700.00%750.00%800.00%OctoberNovemberDecember2024FebruaryMarch
832.77%
638.89%
PG
NVS

Compare stocks, funds, or ETFs


The Procter & Gamble Company

Novartis AG

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PG
The Procter & Gamble Company
0.97
NVS
Novartis AG
0.98

PG vs. NVS - Sharpe Ratio Comparison

The current PG Sharpe Ratio is 0.97, which roughly equals the NVS Sharpe Ratio of 0.98. The chart below compares the 12-month rolling Sharpe Ratio of PG and NVS.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.97
0.98
PG
NVS

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.


TTM20232022202120202019201820172016201520142013
PG
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%
NVS
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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.22%
-7.42%
PG
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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.24%
3.78%
PG
NVS