IQV vs NVO: returns, Sharpe ratio and drawdown

Over the past year, IQV returned +25.87% against -30.34% for NVO. Over five years, IQV averaged +0.42% a year, compared with -6.79% for NVO. IQV had the higher Sharpe ratio over the past year (0.67 vs -0.66), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -35.87% for IQV and -44.84% for NVO.