Novartis AG (NVS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Novartis AG (NVS): 1Y return 25.6%, Sharpe ratio 1.14, volatility 21.3%, 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: -1.0%, Sharpe: -0.40, Volatility: 24.8%, Max Drawdown: -3.8%
- YTD
- Return: 15.6%, Sharpe: 1.06, Volatility: 22.6%, Max Drawdown: -12.6%
- 1Y
- Return: 25.6%, Sharpe: 1.14, Volatility: 21.3%, Max Drawdown: -12.6%
- 5Y
- Return: 102.7%, Sharpe: 0.81, Volatility: 19.1%, Max Drawdown: -20.4%
- 10Y
- Return: 213.7%, Sharpe: 0.67, Volatility: 19.1%, 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.