PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Abacus Life Inc. (ABLLW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

Sector

Financial Services

IPO Date

Jul 5, 2023

Highlights

Total Revenue (TTM)

$103.26M

Gross Profit (TTM)

$92.20M

EBITDA (TTM)

$11.03M

Year Range

$0.26 - $1.87

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Abacus Life Inc., 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%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
283.79%
32.05%
ABLLW (Abacus Life Inc.)
Benchmark (^GSPC)

Returns By Period

Abacus Life Inc. had a return of 43.35% year-to-date (YTD) and 87.72% in the last 12 months.


ABLLW

YTD

43.35%

1M

-15.75%

6M

137.15%

1Y

87.72%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202427.28%-35.91%5.11%-18.75%-34.62%110.29%41.26%40.59%19.72%-15.73%-14.84%43.35%
2023-15.71%104.26%-20.83%-18.42%29.00%86.65%167.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, ABLLW is among the top 21% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABLLW is 7979
Overall Rank
The Sharpe Ratio Rank of ABLLW is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ABLLW is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ABLLW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ABLLW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ABLLW is 7474
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 Abacus Life Inc. (ABLLW) 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 ABLLW, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.011.90
The chart of Sortino ratio for ABLLW, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.912.54
The chart of Omega ratio for ABLLW, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.35
The chart of Calmar ratio for ABLLW, currently valued at 1.67, compared to the broader market0.002.004.006.001.672.81
The chart of Martin ratio for ABLLW, currently valued at 3.54, compared to the broader market0.0010.0020.003.5412.39
ABLLW
^GSPC

The current Abacus Life Inc. Sharpe ratio is 1.01. 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 Abacus Life Inc. 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember
1.01
1.90
ABLLW (Abacus Life Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Abacus Life Inc. doesn't pay dividends

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.55%
-3.58%
ABLLW (Abacus Life Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Abacus Life Inc.. 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 Abacus Life Inc. was 68.28%, occurring on May 30, 2024. Recovery took 37 trading sessions.

The current Abacus Life Inc. drawdown is 39.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.28%Jan 22, 202490May 30, 202437Jul 24, 2024127
-48.37%Jul 17, 202318Aug 9, 202313Aug 28, 202331
-41.67%Sep 1, 202355Nov 17, 202316Dec 12, 202371
-39.55%Sep 26, 202459Dec 18, 2024
-15.45%Jul 25, 20248Aug 5, 20243Aug 8, 202411

Volatility

Volatility Chart

The current Abacus Life Inc. volatility is 26.05%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
26.05%
3.64%
ABLLW (Abacus Life Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

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


Loading data...

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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab