RYCEY vs. NVO
RYCEY (Rolls-Royce Holdings plc) and NVO (Novo Nordisk A/S) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while NVO operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, RYCEY returned 8.49%/yr vs 7.56%/yr for NVO. At a 0.18 correlation, their price movements are largely independent.
Performance
RYCEY vs. NVO - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than NVO's -10.74% return. Over the past 10 years, RYCEY has outperformed NVO with an annualized return of 8.49%, while NVO has yielded a comparatively lower 7.56% annualized return.
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
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%
RYCEY vs. NVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
NVO Novo Nordisk A/S | -10.74% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Correlation
The correlation between RYCEY and NVO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.18 |
Fundamentals
RYCEY:
$147.86B
NVO:
$195.21B
RYCEY:
£0.99
NVO:
DKK 27.42
RYCEY:
13.26
NVO:
10.34
RYCEY:
0.03
NVO:
0.44
RYCEY:
2.77
NVO:
3.85
RYCEY:
40.55
NVO:
6.21
RYCEY:
£40.04B
NVO:
DKK 327.80B
RYCEY:
£10.10B
NVO:
DKK 268.30B
RYCEY:
£8.04B
NVO:
DKK 181.54B
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Return for Risk
RYCEY vs. NVO — Risk / Return Rank
RYCEY
NVO
RYCEY vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.
| RYCEY | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.85 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.80 | +2.93 |
| Martin ratioReturn relative to average drawdown | 5.98 | -1.18 | +7.16 |
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Drawdowns
RYCEY vs. NVO - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for RYCEY and NVO.
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Drawdown Indicators
| RYCEY | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -74.70% | -24.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -54.34% | +32.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -74.70% | +51.33% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -74.70% | +12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -74.70% | -19.94% |
Current DrawdownCurrent decline from peak | -77.68% | -68.11% | -9.57% |
Average DrawdownAverage peak-to-trough decline | -84.15% | -17.79% | -66.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 37.62% | -29.89% |
Volatility
RYCEY vs. NVO - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to Novo Nordisk A/S (NVO) at 10.68%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier 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
| RYCEY | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 10.68% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 32.70% | 38.04% | -5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 51.88% | -14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 38.33% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 32.56% | +16.79% |
Dividends
RYCEY vs. NVO - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than NVO's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
RYCEY vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc 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
RYCEY vs. NVO - Profitability Comparison
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
NVO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
NVO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
NVO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.
Frequently Asked Questions
RYCEY and NVO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to NVO (10.68%). In terms of maximum drawdown, RYCEY dropped -99.07% vs NVO's -74.70%.
RYCEY currently has the higher Sharpe Ratio (1.22 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.
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