Novartis AG (NVS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Novartis AG (NVS): 1Y return 30.6%, Sharpe ratio 1.33, volatility 21.1%, max drawdown -12.6%. A Stock in the Equity asset class. Compare NVS with other assets and invest through your own broker with pfolio.
Novartis AG (NVS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: CH (Developed)
- Currency: USD
NVS Performance
- MTD
- Return: -2.1%, Sharpe: -1.96, Volatility: 29.0%, Max Drawdown: -4.1%
- YTD
- Return: 14.6%, Sharpe: 1.24, Volatility: 22.1%, Max Drawdown: -12.6%
- 1Y
- Return: 30.6%, Sharpe: 1.33, Volatility: 21.1%, Max Drawdown: -12.6%
- 5Y
- Return: 99.6%, Sharpe: 0.81, Volatility: 18.8%, Max Drawdown: -20.4%
- 10Y
- Return: 200.8%, Sharpe: 0.66, Volatility: 18.9%, Max Drawdown: -26.0%
Frequently Asked Questions
- What is Novartis AG (NVS)?
- Novartis AG (NVS) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does NVS compare to other assets?
- You can compare NVS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NVS through pfolio?
- pfolio helps you build diversified portfolios that may include NVS. You invest through your own broker — pfolio provides the analytics.