TM2.F vs. NOV.DE
Compare and contrast key facts about Sydbank A/S (TM2.F) and Novo Nordisk A/S (NOV.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TM2.F or NOV.DE.
Key characteristics
| TM2.F | NOV.DE | |
|---|---|---|
| YTD Return | 192.62% | 16.14% |
| 1Y Return | 183.68% | 16.30% |
| 3Y Return (Ann) | 111.27% | 38.93% |
| 5Y Return (Ann) | 89.15% | 47.39% |
| 10Y Return (Ann) | 60.23% | 42.86% |
| Sharpe Ratio | 1.51 | 0.65 |
| Sortino Ratio | 8.92 | 1.14 |
| Omega Ratio | 2.07 | 1.14 |
| Calmar Ratio | 10.03 | 0.76 |
| Martin Ratio | 27.03 | 2.03 |
| Ulcer Index | 6.72% | 9.91% |
| Daily Std Dev | 119.27% | 30.95% |
| Max Drawdown | -76.16% | -50.94% |
| Current Drawdown | -6.61% | -25.30% |
Fundamentals
| TM2.F | NOV.DE | |
|---|---|---|
| Market Cap | €2.45B | €450.59B |
| EPS | €8.11 | €2.84 |
| PE Ratio | 5.82 | 35.56 |
| PEG Ratio | 0.00 | 1.64 |
| Total Revenue (TTM) | €7.64B | €85.63B |
Correlation
The correlation between TM2.F and NOV.DE is 0.16, 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
TM2.F vs. NOV.DE - Performance Comparison
In the year-to-date period, TM2.F achieves a 192.62% return, which is significantly higher than NOV.DE's 16.14% return. Over the past 10 years, TM2.F has outperformed NOV.DE with an annualized return of 60.23%, while NOV.DE has yielded a comparatively lower 42.86% 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
TM2.F vs. NOV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sydbank A/S (TM2.F) and Novo Nordisk A/S (NOV.DE). 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
TM2.F vs. NOV.DE - Dividend Comparison
TM2.F's dividend yield for the trailing twelve months is around 8.69%, more than NOV.DE's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM2.F Sydbank A/S | 8.69% | 5.81% | 4.09% | 4.74% | 7.14% | 6.84% | 7.52% | 4.25% | 1.48% | 3.21% | 0.00% | 0.00% |
NOV.DE Novo Nordisk A/S | 1.32% | 1.01% | 1.18% | 1.27% | 1.99% | 2.09% | 5.96% | 2.28% | 3.69% | 1.25% | 1.69% | 1.82% |
Drawdowns
TM2.F vs. NOV.DE - Drawdown Comparison
The maximum TM2.F drawdown since its inception was -76.16%, which is greater than NOV.DE's maximum drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for TM2.F and NOV.DE. For additional features, visit the drawdowns tool.
Volatility
TM2.F vs. NOV.DE - Volatility Comparison
Sydbank A/S (TM2.F) has a higher volatility of 8.92% compared to Novo Nordisk A/S (NOV.DE) at 5.49%. This indicates that TM2.F's price experiences larger fluctuations and is considered to be riskier than NOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TM2.F vs. NOV.DE - Financials Comparison
This section allows you to compare key financial metrics between Sydbank A/S 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