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ABBV vs. AMGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABBV and AMGN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ABBV vs. AMGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and Amgen Inc. (AMGN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABBV:

0.82

AMGN:

-0.35

Sortino Ratio

ABBV:

1.18

AMGN:

-0.26

Omega Ratio

ABBV:

1.18

AMGN:

0.97

Calmar Ratio

ABBV:

1.10

AMGN:

-0.35

Martin Ratio

ABBV:

2.67

AMGN:

-0.74

Ulcer Index

ABBV:

8.52%

AMGN:

10.67%

Daily Std Dev

ABBV:

27.67%

AMGN:

25.21%

Max Drawdown

ABBV:

-45.09%

AMGN:

-78.02%

Current Drawdown

ABBV:

-11.46%

AMGN:

-17.25%

Fundamentals

Market Cap

ABBV:

$326.55B

AMGN:

$142.95B

EPS

ABBV:

$2.34

AMGN:

$10.98

PE Ratio

ABBV:

78.89

AMGN:

24.21

PEG Ratio

ABBV:

0.39

AMGN:

0.93

PS Ratio

ABBV:

5.69

AMGN:

4.19

PB Ratio

ABBV:

229.63

AMGN:

23.90

Total Revenue (TTM)

ABBV:

$57.37B

AMGN:

$34.13B

Gross Profit (TTM)

ABBV:

$44.44B

AMGN:

$21.50B

EBITDA (TTM)

ABBV:

$16.33B

AMGN:

$12.38B

Returns By Period

In the year-to-date period, ABBV achieves a 8.97% return, which is significantly higher than AMGN's 6.27% return. Over the past 10 years, ABBV has outperformed AMGN with an annualized return of 15.94%, while AMGN has yielded a comparatively lower 8.45% annualized return.


ABBV

YTD

8.97%

1M

9.58%

6M

11.01%

1Y

22.54%

5Y*

21.38%

10Y*

15.94%

AMGN

YTD

6.27%

1M

-3.92%

6M

-13.24%

1Y

-8.71%

5Y*

6.26%

10Y*

8.45%

*Annualized

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Risk-Adjusted Performance

ABBV vs. AMGN — Risk-Adjusted Performance Rank

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

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7878
Overall Rank
The Sharpe Ratio Rank of ABBV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7777
Martin Ratio Rank

AMGN
The Risk-Adjusted Performance Rank of AMGN is 2929
Overall Rank
The Sharpe Ratio Rank of AMGN is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 2828
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 2626
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 3232
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.

ABBV vs. AMGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Amgen Inc. (AMGN). 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 ABBV Sharpe Ratio is 0.82, which is higher than the AMGN Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of ABBV and AMGN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ABBV vs. AMGN - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.36%, more than AMGN's 3.32% yield.


TTM20242023202220212020201920182017201620152014
ABBV
AbbVie Inc.
3.36%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
AMGN
Amgen Inc.
3.32%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%

Drawdowns

ABBV vs. AMGN - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum AMGN drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for ABBV and AMGN. For additional features, visit the drawdowns tool.


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Volatility

ABBV vs. AMGN - Volatility Comparison

AbbVie Inc. (ABBV) and Amgen Inc. (AMGN) have volatilities of 9.61% and 9.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ABBV vs. AMGN - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc. and Amgen 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


6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
13.34B
8.15B
(ABBV) Total Revenue
(AMGN) Total Revenue
Values in USD except per share items

ABBV vs. AMGN - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
83.9%
63.6%
(ABBV) Gross Margin
(AMGN) Gross Margin
ABBV - 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 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

AMGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amgen Inc. reported a gross profit of 5.18B and revenue of 8.15B. Therefore, the gross margin over that period was 63.6%.

ABBV - 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 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

AMGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amgen Inc. reported an operating income of 1.18B and revenue of 8.15B, resulting in an operating margin of 14.5%.

ABBV - 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 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.

AMGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amgen Inc. reported a net income of 1.73B and revenue of 8.15B, resulting in a net margin of 21.2%.