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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.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
256.66%
711.84%
ACAD
ABBV

Key characteristics

Sharpe Ratio

ACAD:

-0.92

ABBV:

0.84

Sortino Ratio

ACAD:

-1.17

ABBV:

1.16

Omega Ratio

ACAD:

0.84

ABBV:

1.19

Calmar Ratio

ACAD:

-0.56

ABBV:

1.05

Martin Ratio

ACAD:

-0.96

ABBV:

2.88

Ulcer Index

ACAD:

43.64%

ABBV:

6.95%

Daily Std Dev

ACAD:

45.74%

ABBV:

23.75%

Max Drawdown

ACAD:

-96.29%

ABBV:

-45.09%

Current Drawdown

ACAD:

-70.40%

ABBV:

-13.88%

Fundamentals

Market Cap

ACAD:

$2.90B

ABBV:

$309.92B

EPS

ACAD:

$0.78

ABBV:

$2.88

PE Ratio

ACAD:

22.32

ABBV:

60.90

PEG Ratio

ACAD:

-0.42

ABBV:

0.42

Total Revenue (TTM)

ACAD:

$929.24M

ABBV:

$55.53B

Gross Profit (TTM)

ACAD:

$851.31M

ABBV:

$42.68B

EBITDA (TTM)

ACAD:

$121.97M

ABBV:

$24.24B

Returns By Period

In the year-to-date period, ACAD achieves a -46.12% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, ACAD has underperformed ABBV with an annualized return of -5.66%, while ABBV has yielded a comparatively higher 15.26% annualized return.


ACAD

YTD

-46.12%

1M

3.69%

6M

10.26%

1Y

-42.85%

5Y*

-17.91%

10Y*

-5.66%

ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

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Risk-Adjusted Performance

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 -0.92, compared to the broader market-4.00-2.000.002.00-0.920.84
The chart of Sortino ratio for ACAD, currently valued at -1.17, compared to the broader market-4.00-2.000.002.004.00-1.171.16
The chart of Omega ratio for ACAD, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.19
The chart of Calmar ratio for ACAD, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.561.05
The chart of Martin ratio for ACAD, currently valued at -0.96, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.962.88
ACAD
ABBV

The current ACAD Sharpe Ratio is -0.92, which is lower than the ABBV Sharpe Ratio of 0.84. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
0.84
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 3.53%.


TTM20232022202120202019201820172016201520142013
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.
3.53%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

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%JulyAugustSeptemberOctoberNovemberDecember
-70.40%
-13.88%
ACAD
ABBV

Volatility

ACAD vs. ABBV - Volatility Comparison

ACADIA Pharmaceuticals Inc. (ACAD) has a higher volatility of 13.16% compared to AbbVie Inc. (ABBV) at 6.74%. 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%JulyAugustSeptemberOctoberNovemberDecember
13.16%
6.74%
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
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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.

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