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

Key characteristics


ABTDHR
YTD Return-1.94%8.36%
1Y Return-0.83%22.33%
3Y Return (Ann)-2.93%3.24%
5Y Return (Ann)8.19%17.14%
10Y Return (Ann)13.05%23.75%
Sharpe Ratio-0.070.48
Daily Std Dev17.91%24.25%
Max Drawdown-45.62%-60.91%
Current Drawdown-20.86%-14.10%

Fundamentals


ABTDHR
Market Cap$186.15B$174.41B
EPS$3.21$5.65
PE Ratio33.4241.68
PEG Ratio5.993.13
Revenue (TTM)$40.33B$23.89B
Gross Profit (TTM)$24.58B$18.95B
EBITDA (TTM)$10.34B$7.55B

Correlation

-0.50.00.51.00.3

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.

Performance

ABT vs. DHR - Performance Comparison

In the year-to-date period, ABT achieves a -1.94% return, which is significantly lower than DHR's 8.36% return. Over the past 10 years, ABT has underperformed DHR with an annualized return of 13.05%, while DHR has yielded a comparatively higher 23.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
15.36%
30.26%
ABT
DHR

Compare stocks, funds, or ETFs

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


Abbott Laboratories

Danaher Corporation

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.


ABT
Sharpe ratio
The chart of Sharpe ratio for ABT, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00-0.07
Sortino ratio
The chart of Sortino ratio for ABT, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.006.000.03
Omega ratio
The chart of Omega ratio for ABT, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for ABT, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.006.00-0.04
Martin ratio
The chart of Martin ratio for ABT, currently valued at -0.14, compared to the broader market0.0010.0020.0030.00-0.14
DHR
Sharpe ratio
The chart of Sharpe ratio for DHR, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.000.48
Sortino ratio
The chart of Sortino ratio for DHR, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.006.000.84
Omega ratio
The chart of Omega ratio for DHR, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for DHR, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.006.000.32
Martin ratio
The chart of Martin ratio for DHR, currently valued at 1.81, compared to the broader market0.0010.0020.0030.001.81

ABT vs. DHR - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -0.07, which is lower than the DHR Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of ABT and DHR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.07
0.48
ABT
DHR

Dividends

ABT vs. DHR - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.98%, more than DHR's 0.41% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.98%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
0.41%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 -45.62%, smaller than the maximum DHR drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for ABT and DHR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-20.86%
-14.10%
ABT
DHR

Volatility

ABT vs. DHR - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 5.68%, while Danaher Corporation (DHR) has a volatility of 8.35%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.68%
8.35%
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