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ABBV vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABBV vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABBV achieves a -0.77% return, which is significantly higher than IGV's -9.50% return. Over the past 10 years, ABBV has outperformed IGV with an annualized return of 18.63%, while IGV has yielded a comparatively lower 16.44% annualized return.


ABBV

1D
-1.83%
1M
10.68%
YTD
-0.77%
6M
1.62%
1Y
21.34%
3Y*
21.59%
5Y*
18.74%
10Y*
18.63%

IGV

1D
-0.21%
1M
4.94%
YTD
-9.50%
6M
-12.57%
1Y
-9.75%
3Y*
13.14%
5Y*
5.60%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABBV vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABBV
AbbVie Inc.
-0.77%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%
IGV
iShares Expanded Tech-Software Sector ETF
-9.50%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between ABBV and IGV is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.28

The correlation between ABBV and IGV shifts across timeframes, from -0.10 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ABBV vs. IGV — Risk / Return Rank

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

ABBV
ABBV Risk / Return Rank: 6666
Overall Rank
ABBV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6464
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6262
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6666
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6666
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABBV vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


ABBVIGVDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.17

0.96

+0.21

Calmar ratioReturn relative to maximum drawdown

1.24

-0.27

+1.51

Martin ratioReturn relative to average drawdown

2.77

-0.56

+3.33

ABBV vs. IGV - Sharpe Ratio Comparison

The current ABBV Sharpe Ratio is 0.88, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of ABBV and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABBVIGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.35

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.20

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.63

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.36

+0.38

Drawdowns

ABBV vs. IGV - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for ABBV and IGV.


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Drawdown Indicators


ABBVIGVDifference

Max Drawdown

Largest peak-to-trough decline

-45.09%

-63.45%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-36.61%

+19.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-36.61%

+15.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-45.85%

+23.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-45.85%

+0.76%

Current Drawdown

Current decline from peak

-6.55%

-18.80%

+12.25%

Average Drawdown

Average peak-to-trough decline

-10.72%

-14.45%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

17.33%

-9.61%

Volatility

ABBV vs. IGV - Volatility Comparison

The current volatility for AbbVie Inc. (ABBV) is 6.39%, while iShares Expanded Tech-Software Sector ETF (IGV) has a volatility of 12.20%. This indicates that ABBV experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABBVIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

12.20%

-5.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.89%

24.65%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

24.33%

27.93%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

27.90%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

26.38%

-0.64%

Dividends

ABBV vs. IGV - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.02%, while IGV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
3.02%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
IGV
iShares Expanded Tech-Software Sector ETF
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


ABBV and IGV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.20%) compared to ABBV (6.39%). In terms of maximum drawdown, ABBV dropped -45.09% vs IGV's -63.45%.

ABBV currently has the higher Sharpe Ratio (0.88 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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