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REMIX vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMIX vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) 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, REMIX achieves a 13.77% return, which is significantly higher than NVO's -10.74% return.


REMIX

1D
0.90%
1M
-3.29%
YTD
13.77%
6M
15.26%
1Y
27.94%
3Y*
10.31%
5Y*
8.65%
10Y*

NVO

1D
-0.18%
1M
-6.80%
YTD
-10.74%
6M
-9.50%
1Y
-43.34%
3Y*
-15.59%
5Y*
2.92%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMIX vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REMIX
Standpoint Multi-Asset Fund Investor Class
13.77%3.85%12.92%5.53%3.44%19.81%16.06%
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%

Correlation

The correlation between REMIX and NVO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2020

0.26

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Return for Risk

REMIX vs. NVO — Risk / Return Rank

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

REMIX
REMIX Risk / Return Rank: 8484
Overall Rank
REMIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
REMIX Omega Ratio Rank: 7474
Omega Ratio Rank
REMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMIX Martin Ratio Rank: 9595
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NVO Martin Ratio Rank: 1616
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.

REMIX vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) 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.


REMIXNVODifference
Sharpe ratioReturn per unit of total volatility

+3.07

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.39

0.85

+0.54

Calmar ratioReturn relative to maximum drawdown

6.04

-0.80

+6.84

Martin ratioReturn relative to average drawdown

18.45

-1.18

+19.63

REMIX vs. NVO - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 2.23, which is higher than the NVO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of REMIX 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

REMIX vs. NVO - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for REMIX and NVO.


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Drawdown Indicators


REMIXNVODifference

Max Drawdown

Largest peak-to-trough decline

-17.89%

-74.70%

+56.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-54.34%

+49.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-74.70%

+56.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-74.70%

+56.81%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-3.90%

-68.11%

+64.21%

Average Drawdown

Average peak-to-trough decline

-3.29%

-17.79%

+14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

37.62%

-36.06%

Volatility

REMIX vs. NVO - Volatility Comparison

The current volatility for Standpoint Multi-Asset Fund Investor Class (REMIX) is 3.54%, while Novo Nordisk A/S (NVO) has a volatility of 10.68%. This indicates that REMIX experiences smaller price fluctuations and is considered to be less risky 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


REMIXNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

10.68%

-7.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

38.04%

-28.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

51.88%

-38.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

38.33%

-26.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.79%

32.56%

-20.77%

Dividends

REMIX vs. NVO - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.41%, less than NVO's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
NVO
Novo Nordisk A/S
4.11%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.41%0.47%5.52%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REMIX and NVO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.68%) compared to REMIX (3.54%). In terms of maximum drawdown, REMIX dropped -17.89% vs NVO's -74.70%.

REMIX currently has the higher Sharpe Ratio (2.23 vs -0.84), 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 REMIX and NVO

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