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

Correlation

The correlation between ABBV and JNJ is 0.46, 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.


-0.50.00.51.00.5

Performance

ABBV vs. JNJ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
-1.14%
-5.85%
ABBV
JNJ

Key characteristics

Sharpe Ratio

ABBV:

0.64

JNJ:

-0.07

Sortino Ratio

ABBV:

0.95

JNJ:

0.01

Omega Ratio

ABBV:

1.15

JNJ:

1.00

Calmar Ratio

ABBV:

0.82

JNJ:

-0.06

Martin Ratio

ABBV:

1.91

JNJ:

-0.16

Ulcer Index

ABBV:

8.15%

JNJ:

7.10%

Daily Std Dev

ABBV:

24.58%

JNJ:

16.24%

Max Drawdown

ABBV:

-45.09%

JNJ:

-52.60%

Current Drawdown

ABBV:

-8.94%

JNJ:

-11.34%

Fundamentals

Market Cap

ABBV:

$324.98B

JNJ:

$368.05B

EPS

ABBV:

$2.86

JNJ:

$5.77

PE Ratio

ABBV:

64.30

JNJ:

26.37

PEG Ratio

ABBV:

0.41

JNJ:

0.96

Total Revenue (TTM)

ABBV:

$41.23B

JNJ:

$66.30B

Gross Profit (TTM)

ABBV:

$30.76B

JNJ:

$45.96B

EBITDA (TTM)

ABBV:

$17.62B

JNJ:

$22.61B

Returns By Period

In the year-to-date period, ABBV achieves a 4.46% return, which is significantly lower than JNJ's 5.21% return. Over the past 10 years, ABBV has outperformed JNJ with an annualized return of 16.33%, while JNJ has yielded a comparatively lower 6.96% annualized return.


ABBV

YTD

4.46%

1M

4.46%

6M

-1.14%

1Y

13.74%

5Y*

22.94%

10Y*

16.33%

JNJ

YTD

5.21%

1M

5.21%

6M

-5.85%

1Y

-0.88%

5Y*

3.27%

10Y*

6.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABBV vs. JNJ — 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 6767
Overall Rank
The Sharpe Ratio Rank of ABBV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6767
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 3838
Overall Rank
The Sharpe Ratio Rank of JNJ is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 4242
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 4343
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. 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
The chart of Sharpe ratio for ABBV, currently valued at 0.64, compared to the broader market-2.000.002.000.64-0.07
The chart of Sortino ratio for ABBV, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.950.01
The chart of Omega ratio for ABBV, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.00
The chart of Calmar ratio for ABBV, currently valued at 0.82, compared to the broader market0.002.004.006.000.82-0.06
The chart of Martin ratio for ABBV, currently valued at 1.91, compared to the broader market0.0010.0020.001.91-0.16
ABBV
JNJ

The current ABBV Sharpe Ratio is 0.64, which is higher than the JNJ Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of ABBV and JNJ, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
0.64
-0.07
ABBV
JNJ

Dividends

ABBV vs. JNJ - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.42%, more than JNJ's 3.23% yield.


TTM20242023202220212020201920182017201620152014
ABBV
AbbVie Inc.
3.42%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
JNJ
Johnson & Johnson
3.23%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

ABBV vs. JNJ - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for ABBV and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-8.94%
-11.34%
ABBV
JNJ

Volatility

ABBV vs. JNJ - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 7.58% compared to Johnson & Johnson (JNJ) at 6.73%. 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
7.58%
6.73%
ABBV
JNJ

Financials

ABBV vs. JNJ - Financials Comparison

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