PortfoliosLab logo
ABBV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABBV and VOO is 0.44, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

ABBV:

0.66

VOO:

0.60

Sortino Ratio

ABBV:

0.84

VOO:

0.96

Omega Ratio

ABBV:

1.13

VOO:

1.14

Calmar Ratio

ABBV:

0.72

VOO:

0.62

Martin Ratio

ABBV:

1.69

VOO:

2.35

Ulcer Index

ABBV:

8.88%

VOO:

4.90%

Daily Std Dev

ABBV:

28.31%

VOO:

19.45%

Max Drawdown

ABBV:

-45.09%

VOO:

-33.99%

Current Drawdown

ABBV:

-14.97%

VOO:

-4.58%

Returns By Period

In the year-to-date period, ABBV achieves a 4.65% return, which is significantly higher than VOO's -0.17% return. Over the past 10 years, ABBV has outperformed VOO with an annualized return of 15.51%, while VOO has yielded a comparatively lower 12.60% annualized return.


ABBV

YTD

4.65%

1M

5.04%

6M

8.29%

1Y

18.53%

3Y*

11.37%

5Y*

19.46%

10Y*

15.51%

VOO

YTD

-0.17%

1M

10.68%

6M

-1.11%

1Y

11.53%

3Y*

15.43%

5Y*

16.33%

10Y*

12.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AbbVie Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ABBV vs. VOO — Risk-Adjusted Performance Rank

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

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7070
Overall Rank
The Sharpe Ratio Rank of ABBV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABBV vs. VOO - Risk-Adjusted Performance 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.


The current ABBV Sharpe Ratio is 0.66, which is comparable to the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ABBV and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ABBV vs. VOO - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.50%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
ABBV
AbbVie Inc.
3.50%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ABBV vs. VOO - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 10.86% compared to Vanguard S&P 500 ETF (VOO) at 4.67%. 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.


Loading data...