VWS.CO vs. NOVO-B.CO
Compare and contrast key facts about Vestas Wind Systems A/S (VWS.CO) and Novo Nordisk A/S (NOVO-B.CO).
Performance
VWS.CO vs. NOVO-B.CO - Performance Comparison
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VWS.CO vs. NOVO-B.CO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWS.CO Vestas Wind Systems A/S | 7.53% | 77.90% | -54.23% | 6.04% | 1.22% | -30.06% | 116.72% | 38.53% | 17.20% | -4.97% |
NOVO-B.CO Novo Nordisk A/S | -24.65% | -46.40% | -9.59% | 50.74% | 29.53% | 75.62% | 12.77% | 32.92% | -8.60% | 35.35% |
Returns By Period
In the year-to-date period, VWS.CO achieves a 7.53% return, which is significantly higher than NOVO-B.CO's -24.65% return. Over the past 10 years, VWS.CO has outperformed NOVO-B.CO with an annualized return of 8.12%, while NOVO-B.CO has yielded a comparatively lower 5.27% annualized return.
VWS.CO
- 1D
- -1.95%
- 1M
- 15.66%
- YTD
- 7.53%
- 6M
- 45.72%
- 1Y
- 96.37%
- 3Y*
- -1.94%
- 5Y*
- -6.19%
- 10Y*
- 8.12%
NOVO-B.CO
- 1D
- 2.60%
- 1M
- 3.38%
- YTD
- -24.65%
- 6M
- -33.14%
- 1Y
- -48.24%
- 3Y*
- -22.16%
- 5Y*
- 4.16%
- 10Y*
- 5.27%
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Return for Risk
VWS.CO vs. NOVO-B.CO — Risk / Return Rank
VWS.CO
NOVO-B.CO
VWS.CO vs. NOVO-B.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWS.CO) 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.
| VWS.CO | NOVO-B.CO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | -0.88 | +2.80 |
Sortino ratioReturn per unit of downside risk | 2.75 | -1.12 | +3.88 |
Omega ratioGain probability vs. loss probability | 1.34 | 0.84 | +0.50 |
Calmar ratioReturn relative to maximum drawdown | 3.76 | -0.87 | +4.63 |
Martin ratioReturn relative to average drawdown | 8.28 | -1.48 | +9.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWS.CO | NOVO-B.CO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | -0.88 | +2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.11 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.16 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.51 | -0.24 |
Correlation
The correlation between VWS.CO and NOVO-B.CO is 0.22, 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.
Dividends
VWS.CO vs. NOVO-B.CO - Dividend Comparison
VWS.CO's dividend yield for the trailing twelve months is around 0.29%, less than NOVO-B.CO's 4.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWS.CO Vestas Wind Systems A/S | 0.29% | 0.32% | 0.00% | 0.00% | 0.18% | 0.84% | 0.55% | 1.11% | 1.88% | 2.26% | 1.49% | 0.81% |
NOVO-B.CO Novo Nordisk A/S | 4.94% | 3.58% | 1.59% | 1.01% | 1.19% | 1.27% | 2.02% | 2.11% | 2.64% | 2.27% | 3.69% | 1.25% |
Drawdowns
VWS.CO vs. NOVO-B.CO - Drawdown Comparison
The maximum VWS.CO drawdown since its inception was -96.52%, which is greater than NOVO-B.CO's maximum drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for VWS.CO and NOVO-B.CO.
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Drawdown Indicators
| VWS.CO | NOVO-B.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.52% | -76.75% | -19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -22.13% | -54.94% | +32.81% |
Max Drawdown (5Y)Largest decline over 5 years | -70.13% | -76.75% | +6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -73.04% | -76.75% | +3.71% |
Current DrawdownCurrent decline from peak | -39.36% | -75.38% | +36.02% |
Average DrawdownAverage peak-to-trough decline | -45.84% | -15.80% | -30.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 32.14% | -22.08% |
Volatility
VWS.CO vs. NOVO-B.CO - Volatility Comparison
Vestas Wind Systems A/S (VWS.CO) has a higher volatility of 11.40% compared to Novo Nordisk A/S (NOVO-B.CO) at 9.07%. This indicates that VWS.CO'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
| VWS.CO | NOVO-B.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.40% | 9.07% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 30.82% | 40.80% | -9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.95% | 55.40% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.58% | 38.25% | +9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.85% | 32.32% | +9.53% |
Financials
VWS.CO vs. NOVO-B.CO - Financials Comparison
This section allows you to compare key financial metrics between Vestas Wind Systems 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