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

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.


-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.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
711.84%
184.60%
ABBV
JNJ

Key characteristics

Sharpe Ratio

ABBV:

0.84

JNJ:

-0.18

Sortino Ratio

ABBV:

1.16

JNJ:

-0.16

Omega Ratio

ABBV:

1.19

JNJ:

0.98

Calmar Ratio

ABBV:

1.05

JNJ:

-0.16

Martin Ratio

ABBV:

2.88

JNJ:

-0.46

Ulcer Index

ABBV:

6.95%

JNJ:

6.02%

Daily Std Dev

ABBV:

23.75%

JNJ:

15.08%

Max Drawdown

ABBV:

-45.09%

JNJ:

-52.60%

Current Drawdown

ABBV:

-13.88%

JNJ:

-15.81%

Fundamentals

Market Cap

ABBV:

$309.92B

JNJ:

$352.50B

EPS

ABBV:

$2.88

JNJ:

$6.06

PE Ratio

ABBV:

60.90

JNJ:

24.16

PEG Ratio

ABBV:

0.42

JNJ:

0.88

Total Revenue (TTM)

ABBV:

$55.53B

JNJ:

$87.70B

Gross Profit (TTM)

ABBV:

$42.68B

JNJ:

$60.56B

EBITDA (TTM)

ABBV:

$24.24B

JNJ:

$29.51B

Returns By Period

In the year-to-date period, ABBV achieves a 17.45% return, which is significantly higher than JNJ's -4.91% return. Over the past 10 years, ABBV has outperformed JNJ with an annualized return of 15.26%, while JNJ has yielded a comparatively lower 6.22% annualized return.


ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

JNJ

YTD

-4.91%

1M

-4.89%

6M

-1.35%

1Y

-3.74%

5Y*

2.59%

10Y*

6.22%

Compare stocks, funds, or ETFs

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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
The chart of Sharpe ratio for ABBV, currently valued at 0.84, compared to the broader market-4.00-2.000.002.000.84-0.18
The chart of Sortino ratio for ABBV, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.16-0.16
The chart of Omega ratio for ABBV, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.98
The chart of Calmar ratio for ABBV, currently valued at 1.05, compared to the broader market0.002.004.006.001.05-0.16
The chart of Martin ratio for ABBV, currently valued at 2.88, compared to the broader market-5.000.005.0010.0015.0020.0025.002.88-0.46
ABBV
JNJ

The current ABBV Sharpe Ratio is 0.84, which is higher than the JNJ Sharpe Ratio of -0.18. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.84
-0.18
ABBV
JNJ

Dividends

ABBV vs. JNJ - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.53%, more than JNJ's 3.40% yield.


TTM20232022202120202019201820172016201520142013
ABBV
AbbVie Inc.
3.53%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
JNJ
Johnson & Johnson
3.40%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 -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%JulyAugustSeptemberOctoberNovemberDecember
-13.88%
-15.81%
ABBV
JNJ

Volatility

ABBV vs. JNJ - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 6.74% compared to Johnson & Johnson (JNJ) at 4.43%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.74%
4.43%
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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