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ABB Ltd (ABBN.SW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCH0012221716
SectorIndustrials
IndustryElectrical Equipment & Parts

Highlights

Market CapCHF 76.87B
EPSCHF 1.83
PE Ratio22.89
PEG Ratio1.50
Revenue (TTM)CHF 32.23B
Gross Profit (TTM)CHF 9.73B
EBITDA (TTM)CHF 5.60B
Year RangeCHF 28.54 - CHF 42.41
Target PriceCHF 29.59

Share Price Chart


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ABB Ltd

Popular comparisons: ABBN.SW vs. VOO, ABBN.SW vs. ^SSMI, ABBN.SW vs. SPY, ABBN.SW vs. NESN.SW

Performance

Performance Chart

The chart shows the growth of an initial investment of CHF 10,000 in ABB Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
39.40%
17.93%
ABBN.SW (ABB Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

ABB Ltd had a return of 14.17% year-to-date (YTD) and 33.71% in the last 12 months. Over the past 10 years, ABB Ltd had an annualized return of 10.79%, while the S&P 500 benchmark had an annualized return of 10.43%, indicating that ABB Ltd performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date14.17%5.29%
1 month0.67%-2.47%
6 months39.40%16.40%
1 year33.71%20.88%
5 years (annualized)19.97%11.60%
10 years (annualized)10.79%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.64%10.98%5.01%
2023-2.64%-7.20%14.03%7.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ABBN.SW is 89, placing it in the top 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ABBN.SW is 8989
ABB Ltd(ABBN.SW)
The Sharpe Ratio Rank of ABBN.SW is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of ABBN.SW is 8787Sortino Ratio Rank
The Omega Ratio Rank of ABBN.SW is 8888Omega Ratio Rank
The Calmar Ratio Rank of ABBN.SW is 9393Calmar Ratio Rank
The Martin Ratio Rank of ABBN.SW is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ABB Ltd (ABBN.SW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABBN.SW
Sharpe ratio
The chart of Sharpe ratio for ABBN.SW, currently valued at 1.86, compared to the broader market-2.00-1.000.001.002.003.001.86
Sortino ratio
The chart of Sortino ratio for ABBN.SW, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.42
Omega ratio
The chart of Omega ratio for ABBN.SW, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ABBN.SW, currently valued at 2.05, compared to the broader market0.001.002.003.004.005.002.05
Martin ratio
The chart of Martin ratio for ABBN.SW, currently valued at 6.41, compared to the broader market0.0010.0020.0030.006.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current ABB Ltd Sharpe ratio is 1.86. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.86
1.91
ABBN.SW (ABB Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

ABB Ltd granted a 2.09% dividend yield in the last twelve months. The annual payout for that period amounted to CHF 0.87 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCHF 0.87CHF 0.84CHF 0.82CHF 0.80CHF 0.80CHF 0.80CHF 0.78CHF 0.76CHF 0.74CHF 0.72CHF 0.70CHF 0.68

Dividend yield

2.09%2.25%2.92%2.38%3.35%3.55%4.32%3.01%3.57%4.15%3.43%3.00%

Monthly Dividends

The table displays the monthly dividend distributions for ABB Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CHF 0.00CHF 0.00CHF 0.87
2023CHF 0.00CHF 0.00CHF 0.84CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2022CHF 0.00CHF 0.00CHF 0.82CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2021CHF 0.00CHF 0.00CHF 0.80CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2020CHF 0.00CHF 0.00CHF 0.80CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2019CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.80CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2018CHF 0.00CHF 0.00CHF 0.00CHF 0.78CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2017CHF 0.00CHF 0.00CHF 0.00CHF 0.76CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2016CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.74CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2015CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.55CHF 0.00CHF 0.17CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2014CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.70CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00
2013CHF 0.68CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%2.1%
ABB Ltd has a dividend yield of 2.09%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%43.1%
ABB Ltd has a payout ratio of 43.07%, which is quite average when compared to the overall market. This suggests that ABB Ltd strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.60%
-3.57%
ABBN.SW (ABB Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ABB Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ABB Ltd was 96.88%, occurring on Oct 23, 2002. Recovery took 4570 trading sessions.

The current ABB Ltd drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.88%May 26, 2000608Oct 23, 20024570Jan 6, 20215178
-52.23%May 7, 1998106Oct 5, 1998223Aug 25, 1999329
-32.72%Aug 22, 1997100Jan 14, 199874Apr 30, 1998174
-28.32%Jan 6, 2022117Jun 23, 2022213Apr 25, 2023330
-21.1%Feb 7, 200028Mar 15, 200043May 18, 200071

Volatility

Volatility Chart

The current ABB Ltd volatility is 4.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.01%
3.53%
ABBN.SW (ABB Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ABB Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items