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

Correlation

The correlation between AFL and ABBV is 0.34, 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

AFL vs. ABBV - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.85%
1.44%
AFL
ABBV

Key characteristics

Sharpe Ratio

AFL:

1.46

ABBV:

0.40

Sortino Ratio

AFL:

1.83

ABBV:

0.65

Omega Ratio

AFL:

1.30

ABBV:

1.10

Calmar Ratio

AFL:

2.39

ABBV:

0.50

Martin Ratio

AFL:

6.34

ABBV:

1.23

Ulcer Index

AFL:

4.73%

ABBV:

7.78%

Daily Std Dev

AFL:

20.64%

ABBV:

23.83%

Max Drawdown

AFL:

-82.71%

ABBV:

-45.09%

Current Drawdown

AFL:

-7.28%

ABBV:

-14.53%

Fundamentals

Market Cap

AFL:

$59.16B

ABBV:

$303.17B

EPS

AFL:

$6.76

ABBV:

$2.87

PE Ratio

AFL:

15.75

ABBV:

59.78

PEG Ratio

AFL:

0.93

ABBV:

0.41

Total Revenue (TTM)

AFL:

$13.52B

ABBV:

$41.23B

Gross Profit (TTM)

AFL:

$13.52B

ABBV:

$30.76B

EBITDA (TTM)

AFL:

$45.00M

ABBV:

$17.62B

Returns By Period

In the year-to-date period, AFL achieves a 2.85% return, which is significantly higher than ABBV's -1.95% return. Over the past 10 years, AFL has outperformed ABBV with an annualized return of 16.53%, while ABBV has yielded a comparatively lower 15.45% annualized return.


AFL

YTD

2.85%

1M

3.60%

6M

13.85%

1Y

28.62%

5Y*

18.07%

10Y*

16.53%

ABBV

YTD

-1.95%

1M

-0.76%

6M

1.44%

1Y

8.17%

5Y*

20.19%

10Y*

15.45%

*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

AFL vs. ABBV — Risk-Adjusted Performance Rank

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

AFL
The Risk-Adjusted Performance Rank of AFL is 8585
Overall Rank
The Sharpe Ratio Rank of AFL is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8585
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 5858
Overall Rank
The Sharpe Ratio Rank of ABBV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6060
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.

AFL vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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 AFL, currently valued at 1.46, compared to the broader market-2.000.002.004.001.460.40
The chart of Sortino ratio for AFL, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.006.001.830.65
The chart of Omega ratio for AFL, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.10
The chart of Calmar ratio for AFL, currently valued at 2.39, compared to the broader market0.002.004.006.002.390.50
The chart of Martin ratio for AFL, currently valued at 6.34, compared to the broader market0.0010.0020.0030.006.341.23
AFL
ABBV

The current AFL Sharpe Ratio is 1.46, which is higher than the ABBV Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AFL 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.46
0.40
AFL
ABBV

Dividends

AFL vs. ABBV - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.88%, less than ABBV's 3.64% yield.


TTM20242023202220212020201920182017201620152014
AFL
Aflac Incorporated
1.88%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
ABBV
AbbVie Inc.
3.64%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

AFL vs. ABBV - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for AFL and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.28%
-14.53%
AFL
ABBV

Volatility

AFL vs. ABBV - Volatility Comparison

Aflac Incorporated (AFL) and AbbVie Inc. (ABBV) have volatilities of 5.23% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.23%
5.35%
AFL
ABBV

Financials

AFL vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated 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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