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UUUU vs. NOVO-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

UUUU vs. NOVO-B.CO

Last updated Jun 9, 2026

UUUU (Energy Fuels Inc.) and NOVO-B.CO (Novo Nordisk A/S) are both stocks. UUUU operates in Uranium (Energy), while NOVO-B.CO operates in Biotechnology (Healthcare). Over the past 10 years, UUUU returned 19.89%/yr vs 16.29%/yr for NOVO-B.CO. At a 0.12 correlation, their price movements are largely independent.

Performance

UUUU vs. NOVO-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Fuels Inc. (UUUU) and Novo Nordisk A/S (NOVO-B.CO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UUUU is traded in USD, while NOVO-B.CO is traded in DKK. To make them comparable, the NOVO-B.CO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UUUU achieves a 4.61% return, which is significantly higher than NOVO-B.CO's -14.86% return. Over the past 10 years, UUUU has outperformed NOVO-B.CO with an annualized return of 19.89%, while NOVO-B.CO has yielded a comparatively lower 16.29% annualized return.

UUUU

1D
1.20%
1M
-28.86%
YTD
4.61%
6M
-1.81%
1Y
178.06%
3Y*
33.73%
5Y*
17.50%
10Y*
19.89%

NOVO-B.CO

1D
0.00%
1M
-8.03%
YTD
-14.86%
6M
-6.49%
1Y
-41.18%
3Y*
5.14%
5Y*
18.06%
10Y*
16.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUUU vs. NOVO-B.CO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UUUU
Energy Fuels Inc.		4.61%183.43%-28.65%15.78%-18.61%79.11%123.04%-32.98%59.22%9.15%
NOVO-B.CO
Novo Nordisk A/S		-14.86%-39.54%-15.04%214.95%23.90%65.39%27.16%32.88%-10.64%58.82%

Correlation

The correlation between UUUU and NOVO-B.CO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2007

0.12

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Energy Fuels Inc.

Novo Nordisk A/S

Often compared with UUUU:
UUUU vs. UECUUUU vs. URAUUUU vs. CCJUUUU vs. USARUUUU vs. LEUUUUU vs. DNNUUUU vs. URG
Often compared with NOVO-B.CO:
NOVO-B.CO vs. SPYNOVO-B.CO vs. LLYNOVO-B.CO vs. QQQNOVO-B.CO vs. NOV.DENOVO-B.CO vs. SAABYNOVO-B.CO vs. LLY.DENOVO-B.CO vs. MONC.MI

Return for Risk

UUUU vs. NOVO-B.CO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UUUU
UUUU Risk / Return Rank: 8484
Overall Rank
UUUU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
UUUU Sortino Ratio Rank: 8383
Sortino Ratio Rank
UUUU Omega Ratio Rank: 8080
Omega Ratio Rank
UUUU Calmar Ratio Rank: 8686
Calmar Ratio Rank
UUUU Martin Ratio Rank: 8282
Martin Ratio Rank
NOVO-B.CO
NOVO-B.CO Risk / Return Rank: 1313
Overall Rank
NOVO-B.CO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOVO-B.CO Sortino Ratio Rank: 1313
Sortino Ratio Rank
NOVO-B.CO Omega Ratio Rank: 1212
Omega Ratio Rank
NOVO-B.CO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NOVO-B.CO Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UUUU vs. NOVO-B.CO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (UUUU) and Novo Nordisk A/S (NOVO-B.CO). 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.

UUUUNOVO-B.CODifference
Sharpe ratioReturn per unit of total volatility
1.88
-0.75

+2.63

Sortino ratioReturn per unit of downside risk
2.45
-0.84

+3.30

Omega ratioGain probability vs. loss probability

1.29

0.88

+0.41

Calmar ratioReturn relative to maximum drawdown

3.49

-0.76

+4.25

Martin ratioReturn relative to average drawdown

6.95

-1.14

+8.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UUUU vs. NOVO-B.CO - Sharpe Ratio Comparison

The current UUUU Sharpe Ratio is 1.88, which is higher than the NOVO-B.CO Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of UUUU and NOVO-B.CO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

UUUUNOVO-B.CODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

-0.75

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.31

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.36

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.66

-0.80

Drawdowns

UUUU vs. NOVO-B.CO - Drawdown Comparison

The maximum UUUU drawdown since its inception was -99.64%, which is greater than NOVO-B.CO's maximum drawdown of -74.86%. Use the drawdown chart below to compare losses from any high point for UUUU and NOVO-B.CO.

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Drawdown Indicators

UUUUNOVO-B.CODifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-74.86%

-24.78%

Max Drawdown (1Y)

Largest decline over 1 year

-51.28%

-54.88%

+3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-61.52%

-74.86%

+13.34%

Max Drawdown (5Y)

Largest decline over 5 years

-68.70%

-74.86%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-79.31%

-74.86%

-4.45%

Current Drawdown

Current decline from peak

-93.52%

-69.56%

-23.96%

Average Drawdown

Average peak-to-trough decline

-92.65%

-12.33%

-80.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.75%

36.42%

-10.67%

Volatility

UUUU vs. NOVO-B.CO - Volatility Comparison

Energy Fuels Inc. (UUUU) has a higher volatility of 25.85% compared to Novo Nordisk A/S (NOVO-B.CO) at 11.16%. This indicates that UUUU's price experiences larger fluctuations and is considered to be riskier than NOVO-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UUUUNOVO-B.CODifference

Volatility (1M)

Calculated over the trailing 1-month period

25.85%

11.16%

+14.69%

Volatility (6M)

Calculated over the trailing 6-month period

66.21%

40.40%

+25.81%

Volatility (1Y)

Calculated over the trailing 1-year period

95.27%

55.90%

+39.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.23%

58.91%

+14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.54%

45.47%

+27.07%

Dividends

UUUU vs. NOVO-B.CO - Dividend Comparison

UUUU has not paid dividends to shareholders, while NOVO-B.CO's dividend yield for the trailing twelve months is around 4.35%.

PositionTTM20252024202320222021202020192018201720162015
NOVO-B.CO
Novo Nordisk A/S		4.35%3.58%1.59%1.01%2.38%2.54%4.03%4.22%5.27%4.54%7.38%2.50%
UUUU
Energy Fuels Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

UUUU vs. NOVO-B.CO - Financials Comparison

This section allows you to compare key financial metrics between Energy Fuels Inc. 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.

Quarterly
Annual

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

Please note, different currencies. UUUU values in USD, NOVO-B.CO values in DKK

Frequently Asked Questions

UUUU and NOVO-B.CO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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