ABBV vs. UNP
Compare and contrast key facts about AbbVie Inc. (ABBV) and Union Pacific Corporation (UNP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABBV or UNP.
Key characteristics
ABBV | UNP | |
---|---|---|
YTD Return | 17.49% | 0.11% |
1Y Return | 18.57% | 27.38% |
3Y Return (Ann) | 24.40% | 5.48% |
5Y Return (Ann) | 23.09% | 10.32% |
10Y Return (Ann) | 18.26% | 12.70% |
Sharpe Ratio | 1.02 | 1.51 |
Daily Std Dev | 18.68% | 19.59% |
Max Drawdown | -45.09% | -67.49% |
Current Drawdown | -0.47% | -7.27% |
Fundamentals
ABBV | UNP | |
---|---|---|
Market Cap | $315.97B | $149.38B |
EPS | $2.71 | $10.46 |
PE Ratio | 65.85 | 23.42 |
PEG Ratio | 0.49 | 2.64 |
Revenue (TTM) | $54.32B | $24.12B |
Gross Profit (TTM) | $41.53B | $13.37B |
EBITDA (TTM) | $26.36B | $11.45B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AbbVie Inc. | 1.02 | ||||
Union Pacific Corporation | 1.51 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.