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ADI vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADI 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

ADI vs. ABBV - Performance Comparison

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

500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
528.35%
711.84%
ADI
ABBV

Key characteristics

Sharpe Ratio

ADI:

0.38

ABBV:

0.84

Sortino Ratio

ADI:

0.77

ABBV:

1.16

Omega Ratio

ADI:

1.09

ABBV:

1.19

Calmar Ratio

ADI:

0.69

ABBV:

1.05

Martin Ratio

ADI:

1.83

ABBV:

2.88

Ulcer Index

ADI:

6.61%

ABBV:

6.95%

Daily Std Dev

ADI:

31.60%

ABBV:

23.75%

Max Drawdown

ADI:

-82.88%

ABBV:

-45.09%

Current Drawdown

ADI:

-12.23%

ABBV:

-13.88%

Fundamentals

Market Cap

ADI:

$106.12B

ABBV:

$309.92B

EPS

ADI:

$3.27

ABBV:

$2.88

PE Ratio

ADI:

65.39

ABBV:

60.90

PEG Ratio

ADI:

0.99

ABBV:

0.42

Total Revenue (TTM)

ADI:

$9.43B

ABBV:

$55.53B

Gross Profit (TTM)

ADI:

$5.00B

ABBV:

$42.68B

EBITDA (TTM)

ADI:

$4.19B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, ADI achieves a 8.50% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, ADI has outperformed ABBV with an annualized return of 16.54%, while ABBV has yielded a comparatively lower 15.26% annualized return.


ADI

YTD

8.50%

1M

0.79%

6M

-7.56%

1Y

9.76%

5Y*

14.16%

10Y*

16.54%

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

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
The chart of Sharpe ratio for ADI, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.380.84
The chart of Sortino ratio for ADI, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.771.16
The chart of Omega ratio for ADI, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.19
The chart of Calmar ratio for ADI, currently valued at 0.69, compared to the broader market0.002.004.006.000.691.05
The chart of Martin ratio for ADI, currently valued at 1.83, compared to the broader market-5.000.005.0010.0015.0020.0025.001.832.88
ADI
ABBV

The current ADI Sharpe Ratio is 0.38, which is lower than the ABBV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ADI 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.38
0.84
ADI
ABBV

Dividends

ADI vs. ABBV - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.74%, less than ABBV's 3.53% yield.


TTM20232022202120202019201820172016201520142013
ADI
Analog Devices, Inc.
1.74%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
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

ADI vs. ABBV - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ADI and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.23%
-13.88%
ADI
ABBV

Volatility

ADI vs. ABBV - Volatility Comparison

Analog Devices, Inc. (ADI) has a higher volatility of 7.59% compared to AbbVie Inc. (ABBV) at 6.74%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.59%
6.74%
ADI
ABBV

Financials

ADI vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Analog Devices, 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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