Novartis AG (NVS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Novartis AG (NVS): 1Y return 37.4%, Sharpe ratio 1.65, volatility 19.8%, 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: 1.6%, Sharpe: 1.23, Volatility: 16.3%, Max Drawdown: -2.2%
- YTD
- Return: 12.2%, Sharpe: 1.45, Volatility: 20.1%, Max Drawdown: -12.6%
- 1Y
- Return: 37.4%, Sharpe: 1.65, Volatility: 19.8%, Max Drawdown: -12.6%
- 5Y
- Return: 104.9%, Sharpe: 0.85, Volatility: 18.4%, Max Drawdown: -20.4%
- 10Y
- Return: 201.6%, Sharpe: 0.66, Volatility: 18.8%, 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.