SBGSY vs. NVO
Compare and contrast key facts about Schneider Electric SA (SBGSY) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBGSY or NVO.
Key characteristics
| SBGSY | NVO | |
|---|---|---|
| YTD Return | 33.48% | 6.61% |
| 1Y Return | 55.65% | 8.99% |
| 3Y Return (Ann) | 16.41% | 26.24% |
| 5Y Return (Ann) | 25.28% | 32.72% |
| 10Y Return (Ann) | 16.19% | 19.76% |
| Sharpe Ratio | 2.31 | 0.34 |
| Sortino Ratio | 2.93 | 0.71 |
| Omega Ratio | 1.37 | 1.09 |
| Calmar Ratio | 4.03 | 0.37 |
| Martin Ratio | 13.76 | 1.07 |
| Ulcer Index | 4.03% | 9.61% |
| Daily Std Dev | 24.09% | 30.26% |
| Max Drawdown | -52.02% | -71.30% |
| Current Drawdown | -3.43% | -25.46% |
Fundamentals
| SBGSY | NVO | |
|---|---|---|
| Market Cap | $148.75B | $479.61B |
| EPS | $1.54 | $3.04 |
| PE Ratio | 34.36 | 35.88 |
| PEG Ratio | 2.39 | 1.62 |
| Total Revenue (TTM) | $36.44B | $199.27B |
| Gross Profit (TTM) | $14.98B | $169.07B |
| EBITDA (TTM) | $6.97B | $98.21B |
Correlation
The correlation between SBGSY and NVO 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
SBGSY vs. NVO - Performance Comparison
In the year-to-date period, SBGSY achieves a 33.48% return, which is significantly higher than NVO's 6.61% return. Over the past 10 years, SBGSY has underperformed NVO with an annualized return of 16.19%, while NVO has yielded a comparatively higher 19.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBGSY vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) 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.
Dividends
SBGSY vs. NVO - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.43%, more than NVO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.43% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 4.01% | 2.57% | 3.25% | 3.63% | 3.60% | 2.79% |
NVO Novo Nordisk A/S | 1.32% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
SBGSY vs. NVO - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -52.02%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for SBGSY and NVO. For additional features, visit the drawdowns tool.
Volatility
SBGSY vs. NVO - Volatility Comparison
Schneider Electric SA (SBGSY) has a higher volatility of 7.33% compared to Novo Nordisk A/S (NVO) at 6.28%. This indicates that SBGSY'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.
Financials
SBGSY vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric SA 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