PortfoliosLab logoPortfoliosLab logo
ABT vs. STLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABT vs. STLD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ABT achieves a -28.82% return, which is significantly lower than STLD's 67.39% return. Over the past 10 years, ABT has underperformed STLD with an annualized return of 10.94%, while STLD has yielded a comparatively higher 29.92% annualized return.


ABT

1D
-1.64%
1M
4.39%
YTD
-28.82%
6M
-28.92%
1Y
-33.65%
3Y*
-2.76%
5Y*
-2.50%
10Y*
10.94%

STLD

1D
1.15%
1M
23.29%
YTD
67.39%
6M
65.42%
1Y
114.70%
3Y*
40.23%
5Y*
36.27%
10Y*
29.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABT vs. STLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABT
Abbott Laboratories
-28.82%12.87%4.81%2.26%-20.68%30.53%28.04%22.08%29.06%52.03%
STLD
Steel Dynamics, Inc.
67.39%50.70%-1.99%22.75%60.14%71.42%12.46%16.78%-29.02%23.34%

Correlation

The correlation between ABT and STLD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 22, 1996

0.18

The correlation between ABT and STLD shifts across timeframes, from -0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ABT:

$154.05B

STLD:

$40.94B

EPS

ABT:

$3.59

STLD:

$9.33

PE Ratio

ABT:

24.57

STLD:

30.30

PS Ratio

ABT:

3.42

STLD:

2.19

PB Ratio

ABT:

2.33

STLD:

4.47

Total Revenue (TTM)

ABT:

$45.13B

STLD:

$19.01B

Gross Profit (TTM)

ABT:

$25.45B

STLD:

$2.66B

EBITDA (TTM)

ABT:

$10.80B

STLD:

$2.23B

Compare stocks, funds, or ETFs

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


Return for Risk

ABT vs. STLD — Risk / Return Rank

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

ABT
ABT Risk / Return Rank: 33
Overall Rank
ABT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 33
Sortino Ratio Rank
ABT Omega Ratio Rank: 33
Omega Ratio Rank
ABT Calmar Ratio Rank: 88
Calmar Ratio Rank
ABT Martin Ratio Rank: 11
Martin Ratio Rank

STLD
STLD Risk / Return Rank: 9595
Overall Rank
STLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
STLD Omega Ratio Rank: 9494
Omega Ratio Rank
STLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
STLD Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABT vs. STLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Steel Dynamics, Inc. (STLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABTSTLDDifference
Sharpe ratioReturn per unit of total volatility

-4.93

Sortino ratioReturn per unit of downside risk

-6.09

Omega ratioGain probability vs. loss probability

0.75

1.50

-0.75

Calmar ratioReturn relative to maximum drawdown

-0.88

5.81

-6.68

Martin ratioReturn relative to average drawdown

-1.92

19.49

-21.41

ABT vs. STLD - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -1.40, which is lower than the STLD Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of ABT and STLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ABT vs. STLD - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for ABT and STLD.


Loading charts...

Drawdown Indicators


ABTSTLDDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-87.05%

+41.39%

Max Drawdown (1Y)

Largest decline over 1 year

-38.99%

-20.33%

-18.66%

Max Drawdown (3Y)

Largest decline over 3 years

-39.64%

-28.66%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-39.64%

-32.20%

-7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.64%

-68.46%

+28.82%

Current Drawdown

Current decline from peak

-35.53%

0.00%

-35.53%

Average Drawdown

Average peak-to-trough decline

-10.84%

-33.27%

+22.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.75%

6.04%

+11.71%

Volatility

ABT vs. STLD - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 7.71%, while Steel Dynamics, Inc. (STLD) has a volatility of 9.70%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ABTSTLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

9.70%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

24.96%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

33.38%

-8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

38.03%

-15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

39.31%

-15.64%

Dividends

ABT vs. STLD - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.77%, more than STLD's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
ABT
Abbott Laboratories
2.77%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
STLD
Steel Dynamics, Inc.
0.72%1.18%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.08%

Financials

ABT vs. STLD - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories and Steel Dynamics, 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


4.00B6.00B8.00B10.00B12.00B20222023202420252026
11.16B
5.20B
(ABT) Total Revenue
(STLD) Total Revenue
Values in USD except per share items

ABT vs. STLD - Profitability Comparison

The chart below illustrates the profitability comparison between Abbott Laboratories and Steel Dynamics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
56.3%
14.7%
Portfolio components
ABT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a gross profit of 6.28B and revenue of 11.16B. Therefore, the gross margin over that period was 56.3%.

STLD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.

ABT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported an operating income of 1.84B and revenue of 11.16B, resulting in an operating margin of 16.5%.

STLD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.

ABT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a net income of 1.08B and revenue of 11.16B, resulting in a net margin of 9.7%.

STLD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.


Frequently Asked Questions


ABT and STLD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLD has higher volatility (9.70%) compared to ABT (7.71%). In terms of maximum drawdown, ABT dropped -45.66% vs STLD's -87.05%.

STLD currently has the higher Sharpe Ratio (3.54 vs -1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ABT and STLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer