PortfoliosLab logo
4AB.DE vs. 0R2V.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 4AB.DE and 0R2V.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

4AB.DE vs. 0R2V.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc (4AB.DE) and Apple Inc. (0R2V.L). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
155.03%
391.99%
4AB.DE
0R2V.L

Key characteristics

Sharpe Ratio

4AB.DE:

0.45

0R2V.L:

0.25

Sortino Ratio

4AB.DE:

0.73

0R2V.L:

0.69

Omega Ratio

4AB.DE:

1.11

0R2V.L:

1.10

Calmar Ratio

4AB.DE:

0.49

0R2V.L:

0.37

Martin Ratio

4AB.DE:

1.44

0R2V.L:

1.14

Ulcer Index

4AB.DE:

8.64%

0R2V.L:

10.59%

Daily Std Dev

4AB.DE:

29.01%

0R2V.L:

48.07%

Max Drawdown

4AB.DE:

-37.04%

0R2V.L:

-38.25%

Current Drawdown

4AB.DE:

-18.30%

0R2V.L:

-24.50%

Fundamentals

EPS

4AB.DE:

€2.08

0R2V.L:

$6.42

PE Ratio

4AB.DE:

84.13

0R2V.L:

0.24

PEG Ratio

4AB.DE:

0.42

0R2V.L:

2.01

PS Ratio

4AB.DE:

5.41

0R2V.L:

6.04

PB Ratio

4AB.DE:

104.35

0R2V.L:

45.84

Total Revenue (TTM)

4AB.DE:

€44.02B

0R2V.L:

$400.37B

Gross Profit (TTM)

4AB.DE:

€31.21B

0R2V.L:

$186.70B

Returns By Period

In the year-to-date period, 4AB.DE achieves a -2.31% return, which is significantly higher than 0R2V.L's -19.59% return.


4AB.DE

YTD

-2.31%

1M

-2.43%

6M

-10.67%

1Y

13.01%

5Y*

20.69%

10Y*

15.34%

0R2V.L

YTD

-19.59%

1M

7.16%

6M

4.25%

1Y

12.03%

5Y*

21.88%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

4AB.DE vs. 0R2V.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

4AB.DE
The Risk-Adjusted Performance Rank of 4AB.DE is 6666
Overall Rank
The Sharpe Ratio Rank of 4AB.DE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of 4AB.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of 4AB.DE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of 4AB.DE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of 4AB.DE is 6868
Martin Ratio Rank

0R2V.L
The Risk-Adjusted Performance Rank of 0R2V.L is 6363
Overall Rank
The Sharpe Ratio Rank of 0R2V.L is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of 0R2V.L is 5858
Sortino Ratio Rank
The Omega Ratio Rank of 0R2V.L is 5959
Omega Ratio Rank
The Calmar Ratio Rank of 0R2V.L is 6868
Calmar Ratio Rank
The Martin Ratio Rank of 0R2V.L is 6666
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.

4AB.DE vs. 0R2V.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc (4AB.DE) and Apple Inc. (0R2V.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current 4AB.DE Sharpe Ratio is 0.45, which is higher than the 0R2V.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of 4AB.DE and 0R2V.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.63
0.25
4AB.DE
0R2V.L

Dividends

4AB.DE vs. 0R2V.L - Dividend Comparison

4AB.DE's dividend yield for the trailing twelve months is around 3.22%, more than 0R2V.L's 0.51% yield.


TTM20242023202220212020201920182017201620152014
4AB.DE
AbbVie Inc
3.22%3.00%3.45%3.15%3.27%4.35%4.31%3.35%2.49%3.08%0.00%0.00%
0R2V.L
Apple Inc.
0.51%0.40%0.49%0.71%0.49%0.59%1.05%1.79%0.00%0.00%0.00%0.00%

Drawdowns

4AB.DE vs. 0R2V.L - Drawdown Comparison

The maximum 4AB.DE drawdown since its inception was -37.04%, roughly equal to the maximum 0R2V.L drawdown of -38.25%. Use the drawdown chart below to compare losses from any high point for 4AB.DE and 0R2V.L. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.21%
-24.50%
4AB.DE
0R2V.L

Volatility

4AB.DE vs. 0R2V.L - Volatility Comparison

AbbVie Inc (4AB.DE) has a higher volatility of 14.26% compared to Apple Inc. (0R2V.L) at 11.64%. This indicates that 4AB.DE's price experiences larger fluctuations and is considered to be riskier than 0R2V.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.26%
11.64%
4AB.DE
0R2V.L

Financials

4AB.DE vs. 0R2V.L - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc and Apple Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
15.10B
95.36B
(4AB.DE) Total Revenue
(0R2V.L) Total Revenue
Please note, different currencies. 4AB.DE values in EUR, 0R2V.L values in USD

4AB.DE vs. 0R2V.L - Profitability Comparison

The chart below illustrates the profitability comparison between AbbVie Inc and Apple Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
70.9%
47.1%
(4AB.DE) Gross Margin
(0R2V.L) Gross Margin
4AB.DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc reported a gross profit of 10.71B and revenue of 15.10B. Therefore, the gross margin over that period was 70.9%.

0R2V.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Apple Inc. reported a gross profit of 44.87B and revenue of 95.36B. Therefore, the gross margin over that period was 47.1%.

4AB.DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc reported an operating income of -1.49B and revenue of 15.10B, resulting in an operating margin of -9.9%.

0R2V.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Apple Inc. reported an operating income of 29.59B and revenue of 95.36B, resulting in an operating margin of 31.0%.

4AB.DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc reported a net income of -22.00M and revenue of 15.10B, resulting in a net margin of -0.2%.

0R2V.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Apple Inc. reported a net income of 24.78B and revenue of 95.36B, resulting in a net margin of 26.0%.