ABBV vs. PEP
ABBV (AbbVie Inc.) and PEP (PepsiCo, Inc.) are both stocks. ABBV operates in Drug Manufacturers - General (Healthcare), while PEP operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, ABBV returned 17.56%/yr vs 6.45%/yr for PEP. At a 0.33 correlation, their price movements are largely independent.
Performance
ABBV vs. PEP - Performance Comparison
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Returns By Period
In the year-to-date period, ABBV achieves a -3.41% return, which is significantly lower than PEP's 0.20% return. Over the past 10 years, ABBV has outperformed PEP with an annualized return of 17.56%, while PEP has yielded a comparatively lower 6.45% annualized return.
ABBV
- 1D
- 0.80%
- 1M
- 4.31%
- YTD
- -3.41%
- 6M
- -4.15%
- 1Y
- 19.73%
- 3Y*
- 20.88%
- 5Y*
- 18.44%
- 10Y*
- 17.56%
PEP
- 1D
- 0.38%
- 1M
- -7.79%
- YTD
- 0.20%
- 6M
- -1.92%
- 1Y
- 12.44%
- 3Y*
- -5.24%
- 5Y*
- 2.25%
- 10Y*
- 6.45%
ABBV vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | -3.41% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
PEP PepsiCo, Inc. | 0.20% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between ABBV and PEP is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.33 |
Fundamentals
ABBV:
$385.19B
PEP:
$195.42B
ABBV:
$2.05
PEP:
$6.37
ABBV:
105.79
PEP:
22.37
ABBV:
6.13
PEP:
2.05
ABBV:
14.01
PEP:
9.14
ABBV:
$62.82B
PEP:
$95.45B
ABBV:
$46.15B
PEP:
$51.60B
ABBV:
$17.96B
PEP:
$15.08B
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Return for Risk
ABBV vs. PEP — Risk / Return Rank
ABBV
PEP
ABBV vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and PepsiCo, Inc. (PEP). 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.
| ABBV | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.77 | +0.38 |
| Martin ratioReturn relative to average drawdown | 2.57 | 2.12 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABBV | PEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.58 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.12 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.33 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.38 | +0.35 |
Drawdowns
ABBV vs. PEP - Drawdown Comparison
The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for ABBV and PEP.
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Drawdown Indicators
| ABBV | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.09% | -73.92% | +28.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.32% | -16.25% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -29.17% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.92% | -30.32% | +8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -30.32% | -14.77% |
Current DrawdownCurrent decline from peak | -9.04% | -19.58% | +10.54% |
Average DrawdownAverage peak-to-trough decline | -10.73% | -13.64% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.69% | 5.87% | +1.82% |
Volatility
ABBV vs. PEP - Volatility Comparison
The current volatility for AbbVie Inc. (ABBV) is 5.42%, while PepsiCo, Inc. (PEP) has a volatility of 6.35%. This indicates that ABBV experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABBV | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.35% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 14.90% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 21.71% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.84% | 18.38% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.74% | 19.66% | +6.08% |
Dividends
ABBV vs. PEP - Dividend Comparison
ABBV's dividend yield for the trailing twelve months is around 3.10%, less than PEP's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 3.10% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
PEP PepsiCo, Inc. | 3.99% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
Financials
ABBV vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between AbbVie Inc. and PepsiCo, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ABBV vs. PEP - Profitability Comparison
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%.
PEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a gross profit of 10.73B and revenue of 19.44B. Therefore, the gross margin over that period was 55.2%.
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%.
PEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported an operating income of 3.21B and revenue of 19.44B, resulting in an operating margin of 16.5%.
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%.
PEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a net income of 2.34B and revenue of 19.44B, resulting in a net margin of 12.0%.
Frequently Asked Questions
ABBV and PEP have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEP has higher volatility (6.35%) compared to ABBV (5.42%). In terms of maximum drawdown, ABBV dropped -45.09% vs PEP's -73.92%.
ABBV currently has the higher Sharpe Ratio (0.83 vs 0.58), 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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