ADI vs. ABBV
Compare and contrast key facts about Analog Devices, Inc. (ADI) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADI or ABBV.
Key characteristics
ADI | ABBV | |
---|---|---|
YTD Return | -2.18% | 17.49% |
1Y Return | 7.31% | 18.57% |
3Y Return (Ann) | 9.14% | 24.40% |
5Y Return (Ann) | 15.12% | 23.09% |
10Y Return (Ann) | 16.38% | 18.26% |
Sharpe Ratio | 0.26 | 1.02 |
Daily Std Dev | 25.36% | 18.68% |
Max Drawdown | -82.87% | -45.09% |
Current Drawdown | -3.54% | -0.47% |
Fundamentals
ADI | ABBV | |
---|---|---|
Market Cap | $95.96B | $315.97B |
EPS | $5.59 | $2.71 |
PE Ratio | 34.62 | 65.85 |
PEG Ratio | 3.64 | 0.49 |
Revenue (TTM) | $11.57B | $54.32B |
Gross Profit (TTM) | $7.88B | $41.53B |
EBITDA (TTM) | $5.68B | $26.36B |
Correlation
The correlation between ADI and ABBV is 0.29, 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
ADI vs. ABBV - Performance Comparison
In the year-to-date period, ADI achieves a -2.18% return, which is significantly lower than ABBV's 17.49% return. Over the past 10 years, ADI has underperformed ABBV with an annualized return of 16.38%, while ABBV has yielded a comparatively higher 18.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ADI vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Analog Devices, Inc. | 0.26 | ||||
AbbVie Inc. | 1.02 |
Dividends
ADI vs. ABBV - Dividend Comparison
ADI's dividend yield for the trailing twelve months is around 1.81%, less than ABBV's 3.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Analog Devices, Inc. | 1.81% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
AbbVie Inc. | 3.32% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
ADI vs. ABBV - Drawdown Comparison
The maximum ADI drawdown since its inception was -82.87%, which is greater than ABBV's maximum drawdown of -45.09%. The drawdown chart below compares losses from any high point along the way for ADI and ABBV
Volatility
ADI vs. ABBV - Volatility Comparison
Analog Devices, Inc. (ADI) has a higher volatility of 7.50% compared to AbbVie Inc. (ABBV) at 4.49%. This indicates that ADI'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.