Novo Nordisk A/S Class B

10-Year Study

0QIU.LSE · · GB · Common Stock

Executive Summary: Novo Nordisk A/S Class B has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 76.2% and an annualized volatility of 55.6%.

1Y CAGR
-46.7%
3Y CAGR
-22.1%
5Y CAGR
+2.8%
10Y CAGR
+5.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
76.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +74.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -46.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.9-36.4-2.611.1————————-21.0%
2025-1.74.8-26.2-6.56.6-4.6-27.413.1-3.7-8.5-0.23.2-46.2%
20248.48.38.32.42.19.0-9.73.3-15.6-3.2-2.0-16.7-9.9%
20230.55.89.64.0-1.4-1.1-0.918.41.24.31.90.950.7%
2022-10.73.911.67.9-4.80.310.2-7.4-3.57.38.45.929.5%
2021-1.24.2-0.64.36.79.59.610.9-2.913.30.93.574.0%
20206.7-3.14.36.3-0.2-1.6-2.91.15.4-5.81.12.613.8%
20191.85.98.5-4.9-3.46.0-2.99.10.93.35.00.632.9%
2018-0.1-4.4-4.9-2.44.0-2.17.8-0.4-3.6-6.17.4-2.7-8.4%
2017-2.81.2-1.410.25.6-1.9-3.612.61.95.31.73.435.6%
2016———4.2-0.2-4.46.1-16.0-12.2-13.2-0.66.6-28.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 55.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.5% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110420.160119964105
2016-05-0110395.59850398667
2016-06-019938.085677175997
2016-07-0110549.016752927151
2016-08-018862.116803070949
2016-09-017781.303643487803
2016-10-016753.10405076158
2016-11-016710.274307665196
2016-12-017154.0639268785035
2017-01-016951.018966874476
2017-02-017033.875299110814
2017-03-016936.037061505415
2017-04-017644.962861611963
2017-05-018075.99540881483
2017-06-017924.026363254732
2017-07-017636.403716764424
2017-08-018601.130922938439
2017-09-018766.741530835034
2017-10-019233.527898525826
2017-11-019387.42921525977
2017-12-019702.369005281767
2018-01-019687.842952619212
2018-02-019257.715307057619
2018-03-018800.182068931732
2018-04-018589.686978873608
2018-05-018933.093749851167
2018-06-018745.636230900962
2018-07-019424.979231486766
2018-08-019385.306438477233
2018-09-019047.778126282084
2018-10-018496.080687289805
2018-11-019127.137319844629
2018-12-018883.759600972395
2019-01-019046.281296499526
2019-02-019578.594789807677
2019-03-0110389.005649171671
2019-04-019882.832246884382
2019-05-019551.33888022164
2019-06-0110126.536546800082
2019-07-019829.851276353556
2019-08-0110724.417988356023
2019-09-0110816.785993483347
2019-10-0111173.371670319157
2019-11-0111734.118125724175
2019-12-0111808.619426265144
2020-01-0112598.10188376028
2020-02-0112202.44214582796
2020-03-0112731.408183440572
2020-04-0113537.144851619945
2020-05-0113511.691941544712
2020-06-0113299.529927410558
2020-07-0112912.374904151864
2020-08-0113048.68166716901
2020-09-0113757.219652286441
2020-10-0112961.191966378481
2020-11-0113100.186219232493
2020-12-0113442.647265938345
2021-01-0113278.09804643302
2021-02-0113832.918416653454
2021-03-0113753.157800558316
2021-04-0114338.302581419033
2021-05-0115301.995614288735
2021-06-0116754.655310718048
2021-07-0118356.059064903216
2021-08-0120363.613973042095
2021-09-0119774.094366953264
2021-10-0122408.766523810136
2021-11-0122600.503615184112
2021-12-0123389.060759722757
2022-01-0120885.62655593755
2022-02-0121705.685163627306
2022-03-0124234.007564433417
2022-04-0126145.500019390747
2022-05-0124880.787713476842
2022-06-0124967.011912723934
2022-07-0127509.676664355648
2022-08-0125485.92197570645
2022-09-0124590.634063899663
2022-10-0126391.429152665067
2022-11-0128596.701667536414
2022-12-0130294.215501305298
2023-01-0130455.69621975638
2023-02-0132237.012110033313
2023-03-0135345.49212701553
2023-04-0136774.937354271715
2023-05-0136273.62864877773
2023-06-0135870.042516769594
2023-07-0135553.83042143242
2023-08-0142081.79766535376
2023-09-0142601.93921102102
2023-10-0144413.67476474258
2023-11-0145265.73831469213
2023-12-0145664.75911586347
2024-01-0149504.025451549314
2024-02-0153618.96701055196
2024-03-0158068.776606999854
2024-04-0159472.23142621343
2024-05-0160710.64035058474
2024-06-0166157.8216500099
2024-07-0159745.61377845422
2024-08-0161701.70495716005
2024-09-0152071.796120897576
2024-10-0150402.51793984512
2024-11-0149384.183816140314
2024-12-0141152.01463083074
2025-01-0140462.010119930084
2025-02-0142393.505663799784
2025-03-0131271.83585492453
2025-04-0129249.054105633997
2025-05-0131173.936383373486
2025-06-0129742.368379334766
2025-07-0121581.210159664108
2025-08-0124398.32545569962
2025-09-0123504.16016622975
2025-10-0121513.526238405517
2025-11-0121479.507379711013
2025-12-0122159.88455360113
2026-01-0125451.209132294578
2026-02-0116189.57485271535
2026-03-0115762.6381760993
2026-04-0117511.2075129969
Annual Return Matrix
YearAnnual Return
20170.3562038450382079
2018-0.08437211611553208
20190.32923671470945703
20200.1383758575569587
20210.739914787393636
20220.2952300997684181
20230.5073755289651218
2024-0.09882335026847977
2025-0.4615115504697762
2026-0.20977893767270495
Total Factor Risk
0.5563418032419094
VTI.US Exposure
-0.016446851505647044
VEA.US Exposure
-0.0023311882538630956
VWO.US Exposure
-0.0012082983593409125
QQQ.US Exposure
-0.02403896240762989
VTV.US Exposure
-0.004205236287947184
IJR.US Exposure
0.016084718073773253
QUAL.US Exposure
0.3495185612965902
SHV.US Exposure
0.3750445199072006
TLT.US Exposure
0.0003300892229674437
LQD.US Exposure
-0.000007258908417050397
HYG.US Exposure
0.004631233784949907
GLD.US Exposure
0.018845576586242377
USO.US Exposure
0.00008679334251035536
VNQ.US Exposure
-0.0003878472151975523
BTC-USD.CC Exposure
0.00514965273994288
CPER.US Exposure
0.015017676806704947
VIX.INDX Exposure
0.01838816625862041
UUP.US Exposure
0.0031917933686756816
TIP.US Exposure
0.002859265005382432
Idiosyncratic Exposure
0.2394775965444822
Value Score
49.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →0.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.69%
Market Cap$19.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$541
Avg Yield on Cost
5.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$540.95.41%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-22.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
50.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Novo Nordisk A/S Class B a high-risk investment?

Novo Nordisk A/S Class B (0QIU.LSE) has an annualized volatility of 55.6% and experienced a maximum drawdown of 76.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0QIU.LSE?

Over the past 10 years, 0QIU.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Novo Nordisk A/S Class B

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest