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SPG vs. NVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPG and NVS is 0.26, 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.


-0.50.00.51.00.3

Performance

SPG vs. NVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simon Property Group, Inc. (SPG) and Novartis AG (NVS). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,124.08%
651.57%
SPG
NVS

Key characteristics

Sharpe Ratio

SPG:

1.22

NVS:

0.15

Sortino Ratio

SPG:

1.76

NVS:

0.31

Omega Ratio

SPG:

1.22

NVS:

1.04

Calmar Ratio

SPG:

2.38

NVS:

0.12

Martin Ratio

SPG:

6.91

NVS:

0.33

Ulcer Index

SPG:

3.74%

NVS:

7.50%

Daily Std Dev

SPG:

21.21%

NVS:

16.59%

Max Drawdown

SPG:

-77.00%

NVS:

-41.72%

Current Drawdown

SPG:

-5.55%

NVS:

-18.61%

Fundamentals

Market Cap

SPG:

$64.59B

NVS:

$197.53B

EPS

SPG:

$7.52

NVS:

$5.73

PE Ratio

SPG:

22.87

NVS:

17.17

PEG Ratio

SPG:

5.82

NVS:

2.93

Total Revenue (TTM)

SPG:

$5.91B

NVS:

$49.29B

Gross Profit (TTM)

SPG:

$4.32B

NVS:

$36.69B

EBITDA (TTM)

SPG:

$4.66B

NVS:

$19.76B

Returns By Period

In the year-to-date period, SPG achieves a 26.77% return, which is significantly higher than NVS's 1.17% return. Over the past 10 years, SPG has underperformed NVS with an annualized return of 4.26%, while NVS has yielded a comparatively higher 6.41% annualized return.


SPG

YTD

26.77%

1M

-5.31%

6M

16.07%

1Y

25.33%

5Y*

9.19%

10Y*

4.26%

NVS

YTD

1.17%

1M

-6.18%

6M

-7.58%

1Y

2.18%

5Y*

6.02%

10Y*

6.41%

*Annualized

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Risk-Adjusted Performance

SPG vs. NVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) 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.


The chart of Sharpe ratio for SPG, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.220.15
The chart of Sortino ratio for SPG, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.760.31
The chart of Omega ratio for SPG, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.04
The chart of Calmar ratio for SPG, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.12
The chart of Martin ratio for SPG, currently valued at 6.91, compared to the broader market0.005.0010.0015.0020.0025.006.910.33
SPG
NVS

The current SPG Sharpe Ratio is 1.22, which is higher than the NVS Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SPG and NVS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.22
0.15
SPG
NVS

Dividends

SPG vs. NVS - Dividend Comparison

SPG's dividend yield for the trailing twelve months is around 4.71%, more than NVS's 3.84% yield.


TTM20232022202120202019201820172016201520142013
SPG
Simon Property Group, Inc.
4.71%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
NVS
Novartis AG
3.84%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%3.37%

Drawdowns

SPG vs. NVS - Drawdown Comparison

The maximum SPG drawdown since its inception was -77.00%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for SPG and NVS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.55%
-18.61%
SPG
NVS

Volatility

SPG vs. NVS - Volatility Comparison

Simon Property Group, Inc. (SPG) has a higher volatility of 6.52% compared to Novartis AG (NVS) at 4.84%. This indicates that SPG's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
4.84%
SPG
NVS

Financials

SPG vs. NVS - Financials Comparison

This section allows you to compare key financial metrics between Simon Property Group, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items