RKT.L vs. NOVN.SW
RKT.L (Reckitt Benckiser Group plc) and NOVN.SW (Novartis AG) are both stocks. RKT.L operates in Household & Personal Products (Consumer Defensive), while NOVN.SW operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, RKT.L returned -0.95%/yr vs 15.47%/yr for NOVN.SW. At a 0.34 correlation, their price movements are largely independent.
Performance
RKT.L vs. NOVN.SW - Performance Comparison
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Different Trading Currencies
RKT.L is traded in GBp, while NOVN.SW is traded in CHF. To make them comparable, the NOVN.SW values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RKT.L achieves a -24.11% return, which is significantly lower than NOVN.SW's 14.56% return. Over the past 10 years, RKT.L has underperformed NOVN.SW with an annualized return of -0.95%, while NOVN.SW has yielded a comparatively higher 15.47% annualized return.
RKT.L
- 1D
- 1.27%
- 1M
- 2.66%
- YTD
- -24.11%
- 6M
- -24.09%
- 1Y
- -10.45%
- 3Y*
- -5.69%
- 5Y*
- -3.94%
- 10Y*
- -0.95%
NOVN.SW
- 1D
- 0.23%
- 1M
- 3.41%
- YTD
- 14.56%
- 6M
- 18.78%
- 1Y
- 32.48%
- 3Y*
- 24.45%
- 5Y*
- 20.40%
- 10Y*
- 15.47%
RKT.L vs. NOVN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RKT.L Reckitt Benckiser Group plc | -24.11% | 29.18% | -6.74% | -2.96% | -6.86% | -0.34% | 9.42% | 4.81% | -10.86% | 2.60% |
NOVN.SW Novartis AG | 14.56% | 36.16% | 2.41% | 33.66% | 19.70% | -2.97% | -0.05% | 26.18% | 11.89% | 10.59% |
Correlation
The correlation between RKT.L and NOVN.SW 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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2007 | 0.34 |
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Return for Risk
RKT.L vs. NOVN.SW — Risk / Return Rank
RKT.L
NOVN.SW
RKT.L vs. NOVN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RKT.L) and Novartis AG (NOVN.SW). 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.
| RKT.L | NOVN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.30 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.54 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.83 | 6.36 | -7.20 |
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Drawdowns
RKT.L vs. NOVN.SW - Drawdown Comparison
The maximum RKT.L drawdown since its inception was -42.08%, which is greater than NOVN.SW's maximum drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for RKT.L and NOVN.SW.
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Drawdown Indicators
| RKT.L | NOVN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.08% | -30.23% | -11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -30.10% | -12.98% | -17.12% |
Max Drawdown (3Y)Largest decline over 3 years | -30.10% | -15.76% | -14.34% |
Max Drawdown (5Y)Largest decline over 5 years | -35.84% | -15.76% | -20.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -19.79% | -22.29% |
Current DrawdownCurrent decline from peak | -31.69% | -6.47% | -25.22% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -7.01% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.51% | 5.16% | +7.35% |
Volatility
RKT.L vs. NOVN.SW - Volatility Comparison
Reckitt Benckiser Group plc (RKT.L) has a higher volatility of 6.94% compared to Novartis AG (NOVN.SW) at 6.28%. This indicates that RKT.L's price experiences larger fluctuations and is considered to be riskier than NOVN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RKT.L | NOVN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 6.28% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 14.19% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.01% | 19.45% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 19.54% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 19.49% | +2.88% |
Dividends
RKT.L vs. NOVN.SW - Dividend Comparison
RKT.L's dividend yield for the trailing twelve months is around 9.93%, more than NOVN.SW's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 3.03% | 3.19% | 3.72% | 3.77% | 3.71% | 3.74% | 3.53% | 3.10% | 3.77% | 3.78% | 4.12% | 3.39% |
RKT.L Reckitt Benckiser Group plc | 9.93% | 3.30% | 3.90% | 3.31% | 2.91% | 2.64% | 2.56% | 2.71% | 2.69% | 2.24% | 2.05% | 1.98% |
Financials
RKT.L vs. NOVN.SW - Financials Comparison
This section allows you to compare key financial metrics between Reckitt Benckiser Group plc and Novartis AG. 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
RKT.L and NOVN.SW 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.
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