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

Correlation

The correlation between ABT and DHR is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

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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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
11.58%
-32.50%
ABT
DHR

Key characteristics

Sharpe Ratio

ABT:

0.69

DHR:

-0.97

Sortino Ratio

ABT:

1.12

DHR:

-1.26

Omega Ratio

ABT:

1.14

DHR:

0.83

Calmar Ratio

ABT:

0.55

DHR:

-0.68

Martin Ratio

ABT:

2.94

DHR:

-1.82

Ulcer Index

ABT:

4.80%

DHR:

13.90%

Daily Std Dev

ABT:

20.42%

DHR:

26.00%

Max Drawdown

ABT:

-45.62%

DHR:

-65.30%

Current Drawdown

ABT:

-11.25%

DHR:

-37.36%

Fundamentals

Market Cap

ABT:

$215.82B

DHR:

$130.05B

EPS

ABT:

$7.64

DHR:

$5.29

PE Ratio

ABT:

16.29

DHR:

34.36

PEG Ratio

ABT:

4.17

DHR:

1.81

Total Revenue (TTM)

ABT:

$31.99B

DHR:

$18.08B

Gross Profit (TTM)

ABT:

$17.78B

DHR:

$10.72B

EBITDA (TTM)

ABT:

$8.53B

DHR:

$4.83B

Returns By Period

In the year-to-date period, ABT achieves a 10.59% return, which is significantly higher than DHR's -20.69% return. Over the past 10 years, ABT has underperformed DHR with an annualized return of 12.57%, while DHR has yielded a comparatively higher 17.98% annualized return.


ABT

YTD

10.59%

1M

-9.64%

6M

11.58%

1Y

15.32%

5Y*

11.36%

10Y*

12.57%

DHR

YTD

-20.69%

1M

-13.54%

6M

-32.50%

1Y

-24.50%

5Y*

9.15%

10Y*

17.98%

*Annualized

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Abbott Laboratories

Danaher Corporation

Risk-Adjusted Performance

ABT vs. DHR — Risk-Adjusted Performance Rank

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

ABT
The Risk-Adjusted Performance Rank of ABT is 7575
Overall Rank
The Sharpe Ratio Rank of ABT is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 8080
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 99
Overall Rank
The Sharpe Ratio Rank of DHR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 1111
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 1111
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 44
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.

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.


The chart of Sharpe ratio for ABT, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.00
ABT: 0.69
DHR: -0.97
The chart of Sortino ratio for ABT, currently valued at 1.12, compared to the broader market-6.00-4.00-2.000.002.004.00
ABT: 1.12
DHR: -1.26
The chart of Omega ratio for ABT, currently valued at 1.14, compared to the broader market0.501.001.502.00
ABT: 1.14
DHR: 0.83
The chart of Calmar ratio for ABT, currently valued at 0.55, compared to the broader market0.001.002.003.004.00
ABT: 0.55
DHR: -0.68
The chart of Martin ratio for ABT, currently valued at 2.94, compared to the broader market-10.000.0010.0020.00
ABT: 2.94
DHR: -1.82

The current ABT Sharpe Ratio is 0.69, which is higher than the DHR Sharpe Ratio of -0.97. 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.69
-0.97
ABT
DHR

Dividends

ABT vs. DHR - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.80%, more than DHR's 0.62% yield.


TTM20242023202220212020201920182017201620152014
ABT
Abbott Laboratories
1.80%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
DHR
Danaher Corporation
0.62%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%

Drawdowns

ABT vs. DHR - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, smaller than the maximum DHR drawdown of -65.30%. Use the drawdown chart below to compare losses from any high point for ABT and DHR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.25%
-37.36%
ABT
DHR

Volatility

ABT vs. DHR - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 8.82%, while Danaher Corporation (DHR) has a volatility of 10.92%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.82%
10.92%
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


2.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
10.97B
6.54B
(ABT) Total Revenue
(DHR) Total Revenue
Values in USD except per share items

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Recent discussions

Dividend Paying Stock Portfolio

Do the screens just pick the 10 stock portfolio & has the selection been the same for awhile? Seems like a no-brainer way to go based on performance, ease, expense. Just trying to get some clarity on this lazy portfolio.

4803heights

April 05, 25 Posted in general
81

calculation of performance

Portfolio performance graph for past 1Y (thru 3/13/2025):

GLD=37.82%

IAU=37.97%

IAUM=38.34%

using daily adjusted closing market price (from NASDAQ) integrating the logarithmic daily rate of return between 3/13/2025 to 3/14/2025 to calculate the cumulative rate of return, I calculate

GLD=31.34%

IAU=31.45%

IAUM=31.66%

These ETF's do not pay a dividend, Expense cost is included in the closing price.

The difference in rate of return is about 6%, which is too large. I can send you my calculation (xls) if this would be useful.

What is causing the error?

Marcus Crahan

March 15, 25 Posted in general
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Transactional Portfolio Use

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