4AB.DE vs. SPY
Compare and contrast key facts about AbbVie Inc (4AB.DE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 4AB.DE or SPY.
Key characteristics
| 4AB.DE | SPY | |
|---|---|---|
| YTD Return | 39.21% | 27.04% |
| 1Y Return | 51.78% | 39.75% |
| 3Y Return (Ann) | 27.98% | 10.21% |
| 5Y Return (Ann) | 25.26% | 15.93% |
| 10Y Return (Ann) | 18.87% | 13.36% |
| Sharpe Ratio | 2.65 | 3.15 |
| Sortino Ratio | 3.57 | 4.19 |
| Omega Ratio | 1.45 | 1.59 |
| Calmar Ratio | 3.11 | 4.60 |
| Martin Ratio | 11.42 | 20.85 |
| Ulcer Index | 4.53% | 1.85% |
| Daily Std Dev | 19.88% | 12.29% |
| Max Drawdown | -36.94% | -55.19% |
| Current Drawdown | -2.57% | 0.00% |
Correlation
The correlation between 4AB.DE and SPY is 0.21, 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. SPY - Performance Comparison
In the year-to-date period, 4AB.DE achieves a 39.21% return, which is significantly higher than SPY's 27.04% return. Over the past 10 years, 4AB.DE has outperformed SPY with an annualized return of 18.87%, while SPY has yielded a comparatively lower 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
4AB.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc (4AB.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
4AB.DE vs. SPY - Dividend Comparison
4AB.DE's dividend yield for the trailing twelve months is around 3.05%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4AB.DE AbbVie Inc | 3.05% | 3.87% | 3.53% | 3.67% | 4.88% | 4.31% | 3.54% | 2.73% | 3.26% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
4AB.DE vs. SPY - Drawdown Comparison
The maximum 4AB.DE drawdown since its inception was -36.94%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 4AB.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
4AB.DE vs. SPY - Volatility Comparison
AbbVie Inc (4AB.DE) has a higher volatility of 7.35% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that 4AB.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.