ABBV vs. JNJ
Compare and contrast key facts about AbbVie Inc. (ABBV) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABBV or JNJ.
Key characteristics
ABBV | JNJ | |
---|---|---|
YTD Return | 17.49% | 0.78% |
1Y Return | 18.57% | 6.44% |
3Y Return (Ann) | 24.40% | 1.05% |
5Y Return (Ann) | 23.09% | 5.16% |
10Y Return (Ann) | 18.26% | 7.78% |
Sharpe Ratio | 1.02 | 0.35 |
Daily Std Dev | 18.68% | 15.65% |
Max Drawdown | -45.09% | -50.68% |
Current Drawdown | -0.47% | -10.78% |
Fundamentals
ABBV | JNJ | |
---|---|---|
Market Cap | $315.97B | $374.07B |
EPS | $2.71 | $5.20 |
PE Ratio | 65.85 | 29.85 |
PEG Ratio | 0.49 | 0.95 |
Revenue (TTM) | $54.32B | $85.16B |
Gross Profit (TTM) | $41.53B | $63.95B |
EBITDA (TTM) | $26.36B | $30.77B |
Correlation
The correlation between ABBV and JNJ is 0.45, 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. JNJ - Performance Comparison
In the year-to-date period, ABBV achieves a 17.49% return, which is significantly higher than JNJ's 0.78% return. Over the past 10 years, ABBV has outperformed JNJ with an annualized return of 18.26%, while JNJ has yielded a comparatively lower 7.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ABBV vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Johnson & Johnson (JNJ). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AbbVie Inc. | 1.02 | ||||
Johnson & Johnson | 0.35 |
Dividends
ABBV vs. JNJ - Dividend Comparison
ABBV's dividend yield for the trailing twelve months is around 3.32%, more than JNJ's 3.01% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AbbVie Inc. | 3.32% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
ABBV vs. JNJ - Drawdown Comparison
The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum JNJ drawdown of -50.68%. The drawdown chart below compares losses from any high point along the way for ABBV and JNJ
Volatility
ABBV vs. JNJ - Volatility Comparison
AbbVie Inc. (ABBV) has a higher volatility of 4.49% compared to Johnson & Johnson (JNJ) at 3.34%. This indicates that ABBV's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.