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

Key characteristics


ADIABBV
YTD Return-2.18%17.49%
1Y Return7.31%18.57%
3Y Return (Ann)9.14%24.40%
5Y Return (Ann)15.12%23.09%
10Y Return (Ann)16.38%18.26%
Sharpe Ratio0.261.02
Daily Std Dev25.36%18.68%
Max Drawdown-82.87%-45.09%
Current Drawdown-3.54%-0.47%

Fundamentals


ADIABBV
Market Cap$95.96B$315.97B
EPS$5.59$2.71
PE Ratio34.6265.85
PEG Ratio3.640.49
Revenue (TTM)$11.57B$54.32B
Gross Profit (TTM)$7.88B$41.53B
EBITDA (TTM)$5.68B$26.36B

Correlation

0.29
-1.001.00

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.


400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
501.67%
714.91%
ADI
ABBV

Compare stocks, funds, or ETFs


Analog Devices, Inc.

AbbVie Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADI
Analog Devices, Inc.
0.26
ABBV
AbbVie Inc.
1.02

ADI vs. ABBV - Sharpe Ratio Comparison

The current ADI Sharpe Ratio is 0.26, which is lower than the ABBV Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of ADI and ABBV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.26
1.02
ADI
ABBV

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.


TTM20232022202120202019201820172016201520142013
ADI
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%
ABBV
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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.54%
-0.47%
ADI
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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
7.50%
4.49%
ADI
ABBV