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

Correlation

The correlation between ABBV and EPD is 0.23, 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.


-0.50.00.51.00.2

Performance

ABBV vs. EPD - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
10.74%
ABBV
EPD

Key characteristics

Sharpe Ratio

ABBV:

0.67

EPD:

1.91

Sortino Ratio

ABBV:

0.96

EPD:

2.72

Omega Ratio

ABBV:

1.15

EPD:

1.35

Calmar Ratio

ABBV:

0.83

EPD:

2.16

Martin Ratio

ABBV:

2.29

EPD:

9.91

Ulcer Index

ABBV:

6.89%

EPD:

2.52%

Daily Std Dev

ABBV:

23.67%

EPD:

13.11%

Max Drawdown

ABBV:

-45.09%

EPD:

-58.78%

Current Drawdown

ABBV:

-15.87%

EPD:

-11.33%

Fundamentals

Market Cap

ABBV:

$309.92B

EPD:

$67.82B

EPS

ABBV:

$2.88

EPD:

$2.66

PE Ratio

ABBV:

60.90

EPD:

11.76

PEG Ratio

ABBV:

0.42

EPD:

3.03

Total Revenue (TTM)

ABBV:

$55.53B

EPD:

$56.51B

Gross Profit (TTM)

ABBV:

$42.68B

EPD:

$7.05B

EBITDA (TTM)

ABBV:

$24.24B

EPD:

$9.74B

Returns By Period

In the year-to-date period, ABBV achieves a 14.73% return, which is significantly lower than EPD's 24.62% return. Over the past 10 years, ABBV has outperformed EPD with an annualized return of 14.53%, while EPD has yielded a comparatively lower 5.84% annualized return.


ABBV

YTD

14.73%

1M

2.97%

6M

1.37%

1Y

17.21%

5Y*

18.99%

10Y*

14.53%

EPD

YTD

24.62%

1M

-3.48%

6M

10.74%

1Y

26.15%

5Y*

10.04%

10Y*

5.84%

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

ABBV vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Enterprise Products Partners L.P. (EPD). 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.


Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.91
The chart of Sortino ratio for ABBV, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.962.72
The chart of Omega ratio for ABBV, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.35
The chart of Calmar ratio for ABBV, currently valued at 0.83, compared to the broader market0.002.004.006.000.832.16
The chart of Martin ratio for ABBV, currently valued at 2.29, compared to the broader market0.0010.0020.002.299.91
ABBV
EPD

The current ABBV Sharpe Ratio is 0.67, which is lower than the EPD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ABBV and EPD, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.67
1.91
ABBV
EPD

Dividends

ABBV vs. EPD - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.61%, less than EPD's 6.81% yield.


TTM20232022202120202019201820172016201520142013
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
EPD
Enterprise Products Partners L.P.
6.81%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

ABBV vs. EPD - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ABBV and EPD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.87%
-11.33%
ABBV
EPD

Volatility

ABBV vs. EPD - Volatility Comparison

AbbVie Inc. (ABBV) and Enterprise Products Partners L.P. (EPD) have volatilities of 6.39% and 6.68%, 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.39%
6.68%
ABBV
EPD

Financials

ABBV vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc. and Enterprise Products Partners L.P.. 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


Values in USD except per share items
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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.

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