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VRCA vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VRCA vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verrica Pharmaceuticals Inc. (VRCA) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRCA achieves a -37.18% return, which is significantly lower than NVO's -4.23% return.


VRCA

1D
-0.76%
1M
-14.91%
6M
-25.75%
YTD
-37.18%
1Y
-7.45%
3Y*
-54.69%
5Y*
-45.34%
10Y*
ALL TIME*
-36.15%

NVO

1D
-8.78%
1M
-6.64%
6M
-18.01%
YTD
-4.23%
1Y
2.25%
3Y*
-14.32%
5Y*
2.48%
10Y*
7.55%
ALL TIME*
14.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$504.41M$480.49M$577.88M
$152.18K$167.45K$347.74K

VRCA vs. NVO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VRCA
Verrica Pharmaceuticals Inc.
-37.18%18.71%-90.44%166.18%-69.98%-20.42%-27.56%94.97%-59.25%
NVO
Novo Nordisk A/S
-4.23%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%3.18%

Correlation

The correlation between VRCA and NVO is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2018

0.13

Fundamentals

Market Cap

VRCA:

$55.60M

NVO:

$209.19B

EPS

VRCA:

-$1.29

NVO:

DKK 27.42

PS Ratio

VRCA:

1.94

NVO:

4.15

PB Ratio

VRCA:

6.93

NVO:

6.70

Total Revenue (TTM)

VRCA:

$37.16M

NVO:

DKK 327.80B

Gross Profit (TTM)

VRCA:

$33.77M

NVO:

DKK 268.30B

EBITDA (TTM)

VRCA:

-$13.54M

NVO:

DKK 181.54B

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Return for Risk

VRCA vs. NVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VRCA
VRCA Risk / Return Rank: 4444
Overall Rank
VRCA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VRCA Sortino Ratio Rank: 5050
Sortino Ratio Rank
VRCA Omega Ratio Rank: 4848
Omega Ratio Rank
VRCA Calmar Ratio Rank: 3939
Calmar Ratio Rank
VRCA Martin Ratio Rank: 4040
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 4747
Overall Rank
NVO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 4545
Sortino Ratio Rank
NVO Omega Ratio Rank: 4646
Omega Ratio Rank
NVO Calmar Ratio Rank: 4848
Calmar Ratio Rank
NVO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VRCA vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verrica Pharmaceuticals Inc. (VRCA) 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.


VRCANVODifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.14

0.11

-0.25

Martin ratioReturn relative to average drawdown

-0.23

0.20

-0.43

VRCA vs. NVO - Sharpe Ratio Comparison

The current VRCA Sharpe Ratio is -0.08, which is lower than the NVO Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VRCA and NVO, 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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Drawdowns

VRCA vs. NVO - Drawdown Comparison

The maximum VRCA drawdown since its inception was -98.39%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for VRCA and NVO.


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Drawdown Indicators


VRCANVODifference

Max Drawdown

Largest peak-to-trough decline

-98.39%

-74.70%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-51.91%

-43.67%

-8.24%

Max Drawdown (3Y)

Largest decline over 3 years

-96.57%

-74.70%

-21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-97.65%

-74.70%

-22.95%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-97.43%

-65.79%

-31.64%

Average Drawdown

Average peak-to-trough decline

-64.67%

-17.93%

-46.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.81%

23.97%

+7.84%

Volatility

VRCA vs. NVO - Volatility Comparison

Verrica Pharmaceuticals Inc. (VRCA) has a higher volatility of 18.58% compared to Novo Nordisk A/S (NVO) at 12.28%. This indicates that VRCA'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


VRCANVODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.58%

12.28%

+6.30%

Volatility (6M)

Calculated over the trailing 6-month period

57.54%

36.87%

+20.67%

Volatility (1Y)

Calculated over the trailing 1-year period

95.21%

46.77%

+48.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.14%

38.76%

+61.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.22%

32.76%

+62.46%

Dividends

VRCA vs. NVO - Dividend Comparison

VRCA has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021202020192018201720162015
NVO
Novo Nordisk A/S
3.83%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%
VRCA
Verrica Pharmaceuticals 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

VRCA vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Verrica Pharmaceuticals 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


Values in USD except per share items

Frequently Asked Questions


VRCA and NVO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRCA has higher volatility (18.58%) compared to NVO (12.28%). In terms of maximum drawdown, VRCA dropped -98.39% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (0.10 vs -0.08), 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.

Portfolio Optimizer

Find the right allocation for VRCA and NVO

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