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ABBV vs. MSEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABBV vs. MSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and Middlesex Water Company (MSEX). 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 lower than MSEX's 5.78% return. Over the past 10 years, ABBV has outperformed MSEX with an annualized return of 18.63%, while MSEX has yielded a comparatively lower 4.97% 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%

MSEX

1D
-1.41%
1M
2.77%
YTD
5.78%
6M
4.49%
1Y
-3.59%
3Y*
-12.32%
5Y*
-7.76%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABBV vs. MSEX - 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%
MSEX
Middlesex Water Company
5.78%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%

Correlation

The correlation between ABBV and MSEX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.16

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

0.19

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

0.19

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

0.20

Fundamentals

EPS

ABBV:

$2.05

MSEX:

$3.22

PE Ratio

ABBV:

108.68

MSEX:

16.34

PS Ratio

ABBV:

6.30

MSEX:

3.61

Total Revenue (TTM)

ABBV:

$62.82B

MSEX:

$199.11M

Gross Profit (TTM)

ABBV:

$46.15B

MSEX:

$66.33M

EBITDA (TTM)

ABBV:

$17.96B

MSEX:

$86.27M

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Return for Risk

ABBV vs. MSEX — 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

MSEX
MSEX Risk / Return Rank: 3535
Overall Rank
MSEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3232
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3737
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. MSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Middlesex Water Company (MSEX). 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.


ABBVMSEXDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.17

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.24

-0.17

+1.41

Martin ratioReturn relative to average drawdown

2.77

-0.30

+3.07

ABBV vs. MSEX - Sharpe Ratio Comparison

The current ABBV Sharpe Ratio is 0.88, which is higher than the MSEX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of ABBV and MSEX, 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


ABBVMSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.12

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

-0.25

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.15

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.32

+0.42

Drawdowns

ABBV vs. MSEX - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum MSEX drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for ABBV and MSEX.


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Drawdown Indicators


ABBVMSEXDifference

Max Drawdown

Largest peak-to-trough decline

-45.09%

-60.51%

+15.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-21.04%

+3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-44.52%

+23.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-60.51%

+38.59%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-60.51%

+15.42%

Current Drawdown

Current decline from peak

-6.55%

-52.07%

+45.52%

Average Drawdown

Average peak-to-trough decline

-10.72%

-12.86%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

12.07%

-4.35%

Volatility

ABBV vs. MSEX - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 6.39% compared to Middlesex Water Company (MSEX) at 5.32%. This indicates that ABBV's price experiences larger fluctuations and is considered to be riskier than MSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABBVMSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.32%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.89%

18.12%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.33%

30.28%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

31.16%

-8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

32.34%

-6.60%

Dividends

ABBV vs. MSEX - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.02%, more than MSEX's 2.70% yield.


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%
MSEX
Middlesex Water Company
2.70%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%

Financials

ABBV vs. MSEX - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc. and Middlesex Water Company. 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


0.005.00B10.00B15.00B20222023202420252026
15.00B
48.71M
(ABBV) Total Revenue
(MSEX) Total Revenue
Values in USD except per share items

ABBV vs. MSEX - Profitability Comparison

The chart below illustrates the profitability comparison between AbbVie Inc. and Middlesex Water Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
83.5%
0
Portfolio components
ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.

MSEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a gross profit of 0.00 and revenue of 48.71M. Therefore, the gross margin over that period was 0.0%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.

MSEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported an operating income of 13.10M and revenue of 48.71M, resulting in an operating margin of 26.9%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.

MSEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a net income of 10.61M and revenue of 48.71M, resulting in a net margin of 21.8%.


Frequently Asked Questions


ABBV and MSEX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBV has higher volatility (6.39%) compared to MSEX (5.32%). In terms of maximum drawdown, ABBV dropped -45.09% vs MSEX's -60.51%.

ABBV currently has the higher Sharpe Ratio (0.88 vs -0.12), 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.

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