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

Correlation

The correlation between ABBV and PFE 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.


-0.50.00.51.00.4

Performance

ABBV vs. PFE - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
-4.33%
ABBV
PFE

Key characteristics

Sharpe Ratio

ABBV:

0.67

PFE:

-0.12

Sortino Ratio

ABBV:

0.96

PFE:

-0.01

Omega Ratio

ABBV:

1.15

PFE:

1.00

Calmar Ratio

ABBV:

0.83

PFE:

-0.05

Martin Ratio

ABBV:

2.29

PFE:

-0.34

Ulcer Index

ABBV:

6.89%

PFE:

8.61%

Daily Std Dev

ABBV:

23.67%

PFE:

23.41%

Max Drawdown

ABBV:

-45.09%

PFE:

-54.82%

Current Drawdown

ABBV:

-15.87%

PFE:

-51.81%

Fundamentals

Market Cap

ABBV:

$309.92B

PFE:

$149.78B

EPS

ABBV:

$2.88

PFE:

$0.75

PE Ratio

ABBV:

60.90

PFE:

35.24

PEG Ratio

ABBV:

0.42

PFE:

0.19

Total Revenue (TTM)

ABBV:

$55.53B

PFE:

$60.11B

Gross Profit (TTM)

ABBV:

$42.68B

PFE:

$35.53B

EBITDA (TTM)

ABBV:

$24.24B

PFE:

$13.84B

Returns By Period

In the year-to-date period, ABBV achieves a 14.73% return, which is significantly higher than PFE's -5.02% return. Over the past 10 years, ABBV has outperformed PFE with an annualized return of 14.53%, while PFE has yielded a comparatively lower 2.32% annualized return.


ABBV

YTD

14.73%

1M

2.97%

6M

1.37%

1Y

17.21%

5Y*

18.99%

10Y*

14.53%

PFE

YTD

-5.02%

1M

2.67%

6M

-4.33%

1Y

-1.03%

5Y*

-3.00%

10Y*

2.32%

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Risk-Adjusted Performance

ABBV vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Pfizer Inc. (PFE). 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 0.67, compared to the broader market-4.00-2.000.002.000.67-0.12
The chart of Sortino ratio for ABBV, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96-0.01
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 0.83, compared to the broader market0.002.004.006.000.83-0.05
The chart of Martin ratio for ABBV, currently valued at 2.29, compared to the broader market0.0010.0020.002.29-0.34
ABBV
PFE

The current ABBV Sharpe Ratio is 0.67, which is higher than the PFE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of ABBV and PFE, 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
0.67
-0.12
ABBV
PFE

Dividends

ABBV vs. PFE - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.61%, less than PFE's 6.52% yield.


TTM20232022202120202019201820172016201520142013
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
PFE
Pfizer Inc.
6.52%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

ABBV vs. PFE - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum PFE drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for ABBV and PFE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.87%
-51.81%
ABBV
PFE

Volatility

ABBV vs. PFE - Volatility Comparison

The current volatility for AbbVie Inc. (ABBV) is 6.39%, while Pfizer Inc. (PFE) has a volatility of 7.79%. This indicates that ABBV experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.39%
7.79%
ABBV
PFE

Financials

ABBV vs. PFE - Financials Comparison

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


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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