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

Key characteristics


ABTOGN
YTD Return-2.78%31.04%
1Y Return-2.69%-18.88%
Sharpe Ratio-0.12-0.45
Daily Std Dev17.89%42.71%
Max Drawdown-45.62%-69.56%
Current Drawdown-21.55%-47.48%

Fundamentals


ABTOGN
Market Cap$186.58B$4.74B
EPS$3.22$3.99
PE Ratio33.394.65
PEG Ratio5.990.00
Revenue (TTM)$40.33B$6.26B
Gross Profit (TTM)$24.58B$3.89B
EBITDA (TTM)$10.34B$1.56B

Correlation

-0.50.00.51.00.4

The correlation between ABT and OGN is 0.40, 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

ABT vs. OGN - Performance Comparison

In the year-to-date period, ABT achieves a -2.78% return, which is significantly lower than OGN's 31.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.47%
-36.26%
ABT
OGN

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

Organon & Co.

Risk-Adjusted Performance

ABT vs. OGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Organon & Co. (OGN). 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 -0.12, compared to the broader market-2.00-1.000.001.002.003.004.00-0.12
Sortino ratio
The chart of Sortino ratio for ABT, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.006.00-0.04
Omega ratio
The chart of Omega ratio for ABT, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for ABT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for ABT, currently valued at -0.24, compared to the broader market-10.000.0010.0020.0030.00-0.24
OGN
Sharpe ratio
The chart of Sharpe ratio for OGN, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.004.00-0.45
Sortino ratio
The chart of Sortino ratio for OGN, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.006.00-0.43
Omega ratio
The chart of Omega ratio for OGN, currently valued at 0.95, compared to the broader market0.501.001.500.95
Calmar ratio
The chart of Calmar ratio for OGN, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28
Martin ratio
The chart of Martin ratio for OGN, currently valued at -0.70, compared to the broader market-10.000.0010.0020.0030.00-0.70

ABT vs. OGN - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -0.12, which is higher than the OGN Sharpe Ratio of -0.45. The chart below compares the 12-month rolling Sharpe Ratio of ABT and OGN.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-0.12
-0.45
ABT
OGN

Dividends

ABT vs. OGN - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.00%, less than OGN's 6.02% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
2.00%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
OGN
Organon & Co.
6.02%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABT vs. OGN - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, smaller than the maximum OGN drawdown of -69.56%. Use the drawdown chart below to compare losses from any high point for ABT and OGN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2024FebruaryMarchApril
-21.55%
-47.48%
ABT
OGN

Volatility

ABT vs. OGN - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 5.10%, while Organon & Co. (OGN) has a volatility of 7.65%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than OGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
5.10%
7.65%
ABT
OGN

Financials

ABT vs. OGN - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories and Organon & Co.. 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