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ABT vs. DHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABT and DHR is 0.33, 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.


-0.50.00.51.00.3

Performance

ABT vs. DHR - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.70%
-7.38%
ABT
DHR

Key characteristics

Sharpe Ratio

ABT:

0.44

DHR:

0.18

Sortino Ratio

ABT:

0.76

DHR:

0.43

Omega Ratio

ABT:

1.09

DHR:

1.05

Calmar Ratio

ABT:

0.31

DHR:

0.17

Martin Ratio

ABT:

0.98

DHR:

0.59

Ulcer Index

ABT:

8.02%

DHR:

6.68%

Daily Std Dev

ABT:

17.85%

DHR:

22.22%

Max Drawdown

ABT:

-45.66%

DHR:

-65.35%

Current Drawdown

ABT:

-15.21%

DHR:

-19.27%

Fundamentals

Market Cap

ABT:

$197.97B

DHR:

$170.02B

EPS

ABT:

$3.28

DHR:

$5.28

PE Ratio

ABT:

34.71

DHR:

44.41

PEG Ratio

ABT:

2.22

DHR:

3.14

Total Revenue (TTM)

ABT:

$41.22B

DHR:

$20.03B

Gross Profit (TTM)

ABT:

$22.55B

DHR:

$11.94B

EBITDA (TTM)

ABT:

$10.76B

DHR:

$7.16B

Returns By Period

In the year-to-date period, ABT achieves a 5.07% return, which is significantly higher than DHR's 1.85% return. Over the past 10 years, ABT has underperformed DHR with an annualized return of 11.64%, while DHR has yielded a comparatively higher 20.98% annualized return.


ABT

YTD

5.07%

1M

-2.17%

6M

10.46%

1Y

7.79%

5Y (annualized)

7.30%

10Y (annualized)

11.64%

DHR

YTD

1.85%

1M

1.90%

6M

-7.64%

1Y

3.80%

5Y (annualized)

12.42%

10Y (annualized)

20.98%

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Risk-Adjusted Performance

ABT vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Danaher Corporation (DHR). 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 0.44, compared to the broader market-4.00-2.000.002.000.440.18
The chart of Sortino ratio for ABT, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.760.43
The chart of Omega ratio for ABT, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.05
The chart of Calmar ratio for ABT, currently valued at 0.31, compared to the broader market0.002.004.006.000.310.17
The chart of Martin ratio for ABT, currently valued at 0.98, compared to the broader market-10.000.0010.0020.0030.000.980.59
ABT
DHR

The current ABT Sharpe Ratio is 0.44, which is higher than the DHR Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ABT and DHR, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.44
0.18
ABT
DHR

Dividends

ABT vs. DHR - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.94%, more than DHR's 0.45% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.94%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
DHR
Danaher Corporation
0.45%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

Drawdowns

ABT vs. DHR - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum DHR drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for ABT and DHR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.21%
-19.27%
ABT
DHR

Volatility

ABT vs. DHR - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 3.42%, while Danaher Corporation (DHR) has a volatility of 6.78%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than DHR 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
6.78%
ABT
DHR

Financials

ABT vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories and Danaher Corporation. 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
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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.

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