PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABT vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABT and ABBV 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.


-0.50.00.51.00.4

Performance

ABT vs. ABBV - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.96%
2.90%
ABT
ABBV

Key characteristics

Sharpe Ratio

ABT:

0.32

ABBV:

0.63

Sortino Ratio

ABT:

0.60

ABBV:

0.92

Omega Ratio

ABT:

1.07

ABBV:

1.15

Calmar Ratio

ABT:

0.23

ABBV:

0.78

Martin Ratio

ABT:

0.72

ABBV:

2.22

Ulcer Index

ABT:

8.02%

ABBV:

6.69%

Daily Std Dev

ABT:

17.81%

ABBV:

23.57%

Max Drawdown

ABT:

-45.66%

ABBV:

-45.09%

Current Drawdown

ABT:

-15.78%

ABBV:

-15.81%

Fundamentals

Market Cap

ABT:

$197.97B

ABBV:

$308.14B

EPS

ABT:

$3.28

ABBV:

$2.86

PE Ratio

ABT:

34.71

ABBV:

60.56

PEG Ratio

ABT:

2.22

ABBV:

0.41

Total Revenue (TTM)

ABT:

$41.22B

ABBV:

$55.53B

Gross Profit (TTM)

ABT:

$22.55B

ABBV:

$42.68B

EBITDA (TTM)

ABT:

$10.76B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, ABT achieves a 4.36% return, which is significantly lower than ABBV's 14.81% return. Over the past 10 years, ABT has underperformed ABBV with an annualized return of 11.49%, while ABBV has yielded a comparatively higher 14.43% annualized return.


ABT

YTD

4.36%

1M

-2.83%

6M

9.96%

1Y

7.07%

5Y (annualized)

7.19%

10Y (annualized)

11.49%

ABBV

YTD

14.81%

1M

4.02%

6M

2.90%

1Y

15.50%

5Y (annualized)

19.01%

10Y (annualized)

14.43%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ABT vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and AbbVie Inc. (ABBV). 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 ABT, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.320.63
The chart of Sortino ratio for ABT, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.600.92
The chart of Omega ratio for ABT, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.15
The chart of Calmar ratio for ABT, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.78
The chart of Martin ratio for ABT, currently valued at 0.72, compared to the broader market0.0010.0020.0030.000.722.22
ABT
ABBV

The current ABT Sharpe Ratio is 0.32, which is lower than the ABBV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ABT and ABBV, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.32
0.63
ABT
ABBV

Dividends

ABT vs. ABBV - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.95%, less than ABBV's 3.61% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
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%

Drawdowns

ABT vs. ABBV - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, roughly equal to the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ABT and ABBV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.78%
-15.81%
ABT
ABBV

Volatility

ABT vs. ABBV - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 3.43%, while AbbVie Inc. (ABBV) has a volatility of 6.50%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.43%
6.50%
ABT
ABBV

Financials

ABT vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories and AbbVie 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab