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ABB Ltd (ABBNY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US0003752047

CUSIP

000375204

Sector

Industrials

IPO Date

Oct 23, 1996

Highlights

Market Cap

$103.18B

EPS (TTM)

$2.09

PE Ratio

26.84

PEG Ratio

3.07

Total Revenue (TTM)

$32.66B

Gross Profit (TTM)

$12.22B

EBITDA (TTM)

$5.95B

Year Range

$38.15 - $59.52

Target Price

$52.43

Short %

0.15%

Short Ratio

1.36

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
ABBNY vs. ETN ABBNY vs. VT ABBNY vs. JPM ABBNY vs. ^SSMI ABBNY vs. PRYMY ABBNY vs. ^GSPC ABBNY vs. VOO ABBNY vs. DE
Popular comparisons:
ABBNY vs. ETN ABBNY vs. VT ABBNY vs. JPM ABBNY vs. ^SSMI ABBNY vs. PRYMY ABBNY vs. ^GSPC ABBNY vs. VOO ABBNY vs. DE

Performance

Performance Chart

The chart shows the growth of an initial investment of $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.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.17%
14.28%
ABBNY (ABB Ltd)
Benchmark (^GSPC)

Returns By Period

ABB Ltd had a return of 32.55% year-to-date (YTD) and 45.67% in the last 12 months. Over the past 10 years, ABB Ltd had an annualized return of 14.73%, outperforming the S&P 500 benchmark which had an annualized return of 11.32%.


ABBNY

YTD

32.55%

1M

3.66%

6M

4.11%

1Y

45.67%

5Y (annualized)

26.12%

10Y (annualized)

14.73%

^GSPC (Benchmark)

YTD

26.78%

1M

5.56%

6M

14.46%

1Y

31.61%

5Y (annualized)

14.25%

10Y (annualized)

11.32%

Monthly Returns

The table below presents the monthly returns of ABBNY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.49%8.12%2.40%5.05%12.87%1.35%-0.41%3.48%0.89%-4.30%3.01%32.55%
202314.41%-4.45%5.97%5.22%0.81%8.08%2.27%-5.15%-6.00%-6.71%19.34%11.03%49.69%
2022-8.91%-3.14%-1.32%-7.64%3.68%-13.69%13.62%-9.22%-6.93%14.05%13.11%-3.27%-13.79%
20215.54%-2.47%9.04%6.43%5.27%-0.44%7.74%1.01%-9.81%-0.96%4.57%10.48%40.61%
2020-3.82%-6.60%-16.51%8.69%4.80%14.75%10.77%2.04%-0.20%-4.56%8.44%6.15%21.49%
20190.74%2.92%-4.26%9.49%-8.24%10.18%-6.14%1.17%3.42%6.71%4.00%10.35%32.14%
20183.92%-12.85%-2.26%1.81%-2.28%-4.27%5.74%2.13%0.51%-15.11%1.10%-6.26%-26.38%
201713.05%-5.33%3.77%8.91%2.15%-0.92%-5.62%-1.36%6.77%5.58%-1.49%4.20%31.87%
2016-2.42%2.89%9.10%8.70%-1.56%-4.57%11.78%1.98%3.88%-8.26%-1.06%3.13%23.97%
2015-9.50%11.76%-1.03%2.83%3.26%-4.40%-1.97%-4.78%-8.49%6.85%-0.32%-5.79%-12.92%
2014-6.48%2.58%1.22%-7.25%2.75%-3.03%-0.09%-1.00%-1.58%-2.10%2.19%-5.66%-17.56%
20132.98%6.12%0.18%2.59%-3.46%-0.60%1.75%-2.86%10.18%7.97%0.31%3.95%32.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ABBNY is 91, placing it in the top 9% of stocks on our website 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 ABBNY is 9191
Overall Rank
The Sharpe Ratio Rank of ABBNY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 9292
Martin 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 (ABBNY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ABBNY, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.302.64
The chart of Sortino ratio for ABBNY, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.913.52
The chart of Omega ratio for ABBNY, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.49
The chart of Calmar ratio for ABBNY, currently valued at 4.05, compared to the broader market0.002.004.006.004.053.82
The chart of Martin ratio for ABBNY, currently valued at 12.51, compared to the broader market-10.000.0010.0020.0030.0012.5116.94
ABBNY
^GSPC

The current ABB Ltd Sharpe ratio is 2.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ABB Ltd with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.30
2.64
ABBNY (ABB Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

ABB Ltd provided a 1.74% dividend yield over the last twelve months, with an annual payout of $1.00 per share. The company has been increasing its dividends for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.00$0.92$0.89$0.87$0.77$0.80$0.83$0.76$0.76$0.77$0.78$0.74

Dividend yield

1.74%2.07%2.91%2.41%2.91%3.48%4.57%2.96%3.80%4.59%3.89%2.92%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00
2023$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92
2022$0.00$0.00$0.89$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89
2021$0.00$0.00$0.87$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87
2020$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77
2019$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80
2018$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83
2017$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.76
2015$0.00$0.00$0.00$0.00$0.59$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.77
2014$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78
2013$0.74$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.7%
ABB Ltd has a dividend yield of 1.74%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%47.8%
ABB Ltd has a payout ratio of 47.80%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.26%
0
ABBNY (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 93.98%, occurring on Oct 28, 2002. Recovery took 1008 trading sessions.

The current ABB Ltd drawdown is 3.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.98%May 22, 2001359Oct 28, 20021008Oct 27, 20061367
-71.84%May 23, 2008127Nov 20, 20082118Apr 24, 20172245
-43.76%Jan 29, 2018541Mar 23, 202084Jul 22, 2020625
-33.12%Jan 5, 2022182Sep 26, 2022138Apr 14, 2023320
-27.92%Nov 7, 200769Feb 15, 200860May 13, 2008129

Volatility

Volatility Chart

The current ABB Ltd volatility is 5.12%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.12%
3.39%
ABBNY (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

Valuation

The Valuation section provides an assessment of the market value of ABB Ltd compared to its peers in the Electrical Equipment & Parts industry.


PE Ratio
50.0100.0150.026.8
The chart displays the price to earnings (P/E) ratio for ABBNY in comparison to other companies of the Electrical Equipment & Parts industry. Currently, ABBNY has a PE value of 26.8. This PE ratio falls in the average range for the industry.
PEG Ratio
0.01.02.03.04.03.1
The chart displays the price to earnings to growth (PEG) ratio for ABBNY in comparison to other companies of the Electrical Equipment & Parts industry. Currently, ABBNY has a PEG value of 3.1. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for ABB Ltd.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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