The study compares two medicines for treatment of children born small and who stay small, or with Turner Syndrome, Noonan Syndrome, or idiopathic short stature. The purpose of the study is to see how well treatment with somapacitan works compared to treatment with Norditropin®. Somapacitan is a new medicine, and Norditropin® is a medicine doctors can already prescribe in some countries. The study will last for about 3 years. The participants will either get somapacitan once a week for 3 years or Norditropin® once a day for 1 year followed by somapacitan once a week for 2 years. Which treatment the participants get is decided by chance.