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ABBV vs. UNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ABBVUNP
YTD Return17.49%0.11%
1Y Return18.57%27.38%
3Y Return (Ann)24.40%5.48%
5Y Return (Ann)23.09%10.32%
10Y Return (Ann)18.26%12.70%
Sharpe Ratio1.021.51
Daily Std Dev18.68%19.59%
Max Drawdown-45.09%-67.49%
Current Drawdown-0.47%-7.27%

Fundamentals


ABBVUNP
Market Cap$315.97B$149.38B
EPS$2.71$10.46
PE Ratio65.8523.42
PEG Ratio0.492.64
Revenue (TTM)$54.32B$24.12B
Gross Profit (TTM)$41.53B$13.37B
EBITDA (TTM)$26.36B$11.45B

Correlation

0.30
-1.001.00

The correlation between ABBV and UNP is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ABBV vs. UNP - Performance Comparison

In the year-to-date period, ABBV achieves a 17.49% return, which is significantly higher than UNP's 0.11% return. Over the past 10 years, ABBV has outperformed UNP with an annualized return of 18.26%, while UNP has yielded a comparatively lower 12.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
714.91%
398.90%
ABBV
UNP

Compare stocks, funds, or ETFs


AbbVie Inc.

Union Pacific Corporation

Risk-Adjusted Performance

ABBV vs. UNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Union Pacific Corporation (UNP). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABBV
AbbVie Inc.
1.02
UNP
Union Pacific Corporation
1.51

ABBV vs. UNP - Sharpe Ratio Comparison

The current ABBV Sharpe Ratio is 1.02, which is lower than the UNP Sharpe Ratio of 1.51. The chart below compares the 12-month rolling Sharpe Ratio of ABBV and UNP.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.02
1.51
ABBV
UNP

Dividends

ABBV vs. UNP - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.32%, more than UNP's 2.13% yield.


TTM20232022202120202019201820172016201520142013
ABBV
AbbVie Inc.
3.32%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
UNP
Union Pacific Corporation
2.13%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%

Drawdowns

ABBV vs. UNP - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum UNP drawdown of -67.49%. The drawdown chart below compares losses from any high point along the way for ABBV and UNP


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.47%
-7.27%
ABBV
UNP

Volatility

ABBV vs. UNP - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 4.49% compared to Union Pacific Corporation (UNP) at 4.02%. This indicates that ABBV's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.49%
4.02%
ABBV
UNP