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

Company Info

ISINUS0003752047
CUSIP000375204
SectorIndustrials
IndustryElectrical Equipment & Parts

Highlights

Market Cap$92.10B
EPS$1.95
PE Ratio25.54
PEG Ratio1.42
Revenue (TTM)$32.25B
Gross Profit (TTM)$9.73B
EBITDA (TTM)$5.64B
Year Range$32.44 - $49.88
Target Price$45.31
Short %0.13%
Short Ratio1.36

Share Price Chart


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Compare to other instruments

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ABB Ltd

Popular comparisons: ABBNY vs. JPM, ABBNY vs. ETN

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.


250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
596.13%
354.42%
ABBNY (ABB Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

ABB Ltd had a return of 14.80% year-to-date (YTD) and 42.43% in the last 12 months. Over the past 10 years, ABB Ltd had an annualized return of 12.27%, outperforming the S&P 500 benchmark which had an annualized return of 10.64%.


PeriodReturnBenchmark
Year-To-Date14.80%7.50%
1 month7.56%-1.61%
6 months46.87%17.65%
1 year42.43%26.26%
5 years (annualized)25.52%11.73%
10 years (annualized)12.27%10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.49%8.12%2.40%5.05%
2023-6.71%19.34%11.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ABBNY 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 ABBNY is 8989
ABB Ltd(ABBNY)
The Sharpe Ratio Rank of ABBNY is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 8888Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 8888Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 9393Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 8585Martin 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.


ABBNY
Sharpe ratio
The chart of Sharpe ratio for ABBNY, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.004.002.04
Sortino ratio
The chart of Sortino ratio for ABBNY, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for ABBNY, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ABBNY, currently valued at 2.25, compared to the broader market0.002.004.006.002.25
Martin ratio
The chart of Martin ratio for ABBNY, currently valued at 6.34, compared to the broader market-10.000.0010.0020.0030.006.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market-10.000.0010.0020.0030.008.41

Sharpe Ratio

The current ABB Ltd Sharpe ratio is 2.04. This value is calculated based on the past 12 months 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.04
2.17
ABBNY (ABB Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

ABB Ltd granted a 2.01% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


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

2.01%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.00$0.00
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
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
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
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
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
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
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
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
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
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
2013$0.74$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.0%
ABB Ltd has a dividend yield of 2.01%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.5%
ABB Ltd has a payout ratio of 49.47%, 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%December2024FebruaryMarchAprilMay0
-2.41%
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.


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 7.28%, 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%December2024FebruaryMarchAprilMay
7.28%
4.10%
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

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