PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACAD vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACAD and ABBV is 0.28, 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

ACAD vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACADIA Pharmaceuticals Inc. (ACAD) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
23.48%
2.18%
ACAD
ABBV

Key characteristics

Sharpe Ratio

ACAD:

-0.46

ABBV:

0.64

Sortino Ratio

ACAD:

-0.36

ABBV:

0.96

Omega Ratio

ACAD:

0.95

ABBV:

1.15

Calmar Ratio

ACAD:

-0.29

ABBV:

0.83

Martin Ratio

ACAD:

-0.61

ABBV:

1.93

Ulcer Index

ACAD:

35.78%

ABBV:

8.21%

Daily Std Dev

ACAD:

47.39%

ABBV:

24.73%

Max Drawdown

ACAD:

-96.29%

ABBV:

-45.09%

Current Drawdown

ACAD:

-65.49%

ABBV:

-2.29%

Fundamentals

Market Cap

ACAD:

$3.27B

ABBV:

$348.39B

EPS

ACAD:

$0.78

ABBV:

$2.39

PE Ratio

ACAD:

25.22

ABBV:

82.57

PEG Ratio

ACAD:

-0.42

ABBV:

2.63

Total Revenue (TTM)

ACAD:

$698.20M

ABBV:

$56.33B

Gross Profit (TTM)

ACAD:

$638.16M

ABBV:

$41.47B

EBITDA (TTM)

ACAD:

$85.39M

ABBV:

$18.15B

Returns By Period

In the year-to-date period, ACAD achieves a 7.19% return, which is significantly lower than ABBV's 12.11% return. Over the past 10 years, ACAD has underperformed ABBV with an annualized return of -6.25%, while ABBV has yielded a comparatively higher 17.22% annualized return.


ACAD

YTD

7.19%

1M

11.95%

6M

23.48%

1Y

-20.85%

5Y*

-15.36%

10Y*

-6.25%

ABBV

YTD

12.11%

1M

15.03%

6M

2.18%

1Y

16.39%

5Y*

20.82%

10Y*

17.22%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ACAD vs. ABBV — Risk-Adjusted Performance Rank

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

ACAD
The Risk-Adjusted Performance Rank of ACAD is 2525
Overall Rank
The Sharpe Ratio Rank of ACAD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ACAD is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ACAD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ACAD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ACAD is 3232
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6565
Overall Rank
The Sharpe Ratio Rank of ABBV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6565
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.

ACAD vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACADIA Pharmaceuticals Inc. (ACAD) and AbbVie Inc. (ABBV). 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 ACAD, currently valued at -0.46, compared to the broader market-2.000.002.00-0.460.64
The chart of Sortino ratio for ACAD, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.006.00-0.360.96
The chart of Omega ratio for ACAD, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.15
The chart of Calmar ratio for ACAD, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.83
The chart of Martin ratio for ACAD, currently valued at -0.61, compared to the broader market0.0010.0020.0030.00-0.611.93
ACAD
ABBV

The current ACAD Sharpe Ratio is -0.46, which is lower than the ABBV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ACAD and ABBV, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.46
0.64
ACAD
ABBV

Dividends

ACAD vs. ABBV - Dividend Comparison

ACAD has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.19%.


TTM20242023202220212020201920182017201620152014
ACAD
ACADIA Pharmaceuticals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABBV
AbbVie Inc.
3.19%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

ACAD vs. ABBV - Drawdown Comparison

The maximum ACAD drawdown since its inception was -96.29%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ACAD and ABBV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-65.49%
-2.29%
ACAD
ABBV

Volatility

ACAD vs. ABBV - Volatility Comparison

ACADIA Pharmaceuticals Inc. (ACAD) has a higher volatility of 11.68% compared to AbbVie Inc. (ABBV) at 7.34%. This indicates that ACAD's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
11.68%
7.34%
ACAD
ABBV

Financials

ACAD vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between ACADIA Pharmaceuticals Inc. and AbbVie 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab