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ABBV vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABBV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and Vanguard S&P 500 ETF (VOO). 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 2.32% return, which is significantly lower than VOO's 9.75% return. Over the past 10 years, ABBV has outperformed VOO with an annualized return of 19.22%, while VOO has yielded a comparatively lower 15.77% annualized return.


ABBV

1D
6.25%
1M
6.63%
YTD
2.32%
6M
2.58%
1Y
28.17%
3Y*
23.52%
5Y*
19.47%
10Y*
19.22%

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABBV vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABBV
AbbVie Inc.
2.32%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%
VOO
Vanguard S&P 500 ETF
9.75%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between ABBV and VOO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.17

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

0.23

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.41

Over the past year, the correlation between ABBV and VOO has dropped to 0.03 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

ABBV vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABBV
ABBV Risk / Return Rank: 7171
Overall Rank
ABBV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 7171
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6969
Omega Ratio Rank
ABBV Calmar Ratio Rank: 7171
Calmar Ratio Rank
ABBV Martin Ratio Rank: 7171
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Vanguard S&P 500 ETF (VOO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABBVVOODifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratioReturn relative to maximum drawdown

1.63

3.02

-1.39

Martin ratioReturn relative to average drawdown

3.63

13.58

-9.95

ABBV vs. VOO - Sharpe Ratio Comparison

The current ABBV Sharpe Ratio is 1.12, which is lower than the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ABBV and VOO, 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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Drawdowns

ABBV vs. VOO - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ABBV and VOO.


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Drawdown Indicators


ABBVVOODifference

Max Drawdown

Largest peak-to-trough decline

-45.09%

-33.99%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-8.90%

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-18.69%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-24.52%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-33.99%

-11.10%

Current Drawdown

Current decline from peak

-3.65%

-1.74%

-1.91%

Average Drawdown

Average peak-to-trough decline

-10.71%

-3.68%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

1.98%

+5.80%

Volatility

ABBV vs. VOO - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 9.13% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that ABBV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABBVVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

4.60%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

9.73%

+9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

25.21%

12.39%

+12.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

16.90%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

18.05%

+7.78%

Dividends

ABBV vs. VOO - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 2.93%, more than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.93%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


ABBV and VOO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBV has higher volatility (9.13%) compared to VOO (4.60%). In terms of maximum drawdown, ABBV dropped -45.09% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.17 vs 1.12), 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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