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ALLO vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALLO vs. ABBV - Performance Comparison

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

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Returns By Period

In the year-to-date period, ALLO achieves a 45.99% return, which is significantly higher than ABBV's -3.41% return.


ALLO

1D
-2.44%
1M
-11.50%
YTD
45.99%
6M
31.58%
1Y
48.15%
3Y*
-29.09%
5Y*
-39.07%
10Y*

ABBV

1D
0.80%
1M
4.31%
YTD
-3.41%
6M
-4.15%
1Y
19.73%
3Y*
20.88%
5Y*
18.44%
10Y*
17.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALLO vs. ABBV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ALLO
Allogene Therapeutics, Inc.
45.99%-35.68%-33.64%-48.97%-57.84%-40.89%-2.85%-3.53%7.72%
ABBV
AbbVie Inc.
-3.41%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%2.73%

Correlation

The correlation between ALLO and ABBV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2018

0.18

Fundamentals

Market Cap

ALLO:

$480.58M

ABBV:

$385.19B

EPS

ALLO:

-$0.77

ABBV:

$2.05

PB Ratio

ALLO:

1.72

ABBV:

14.01

Total Revenue (TTM)

ALLO:

$0.00

ABBV:

$62.82B

Gross Profit (TTM)

ALLO:

-$34.22M

ABBV:

$46.15B

EBITDA (TTM)

ALLO:

-$170.97M

ABBV:

$17.96B

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Return for Risk

ALLO vs. ABBV — Risk / Return Rank

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

ALLO
ALLO Risk / Return Rank: 6262
Overall Rank
ALLO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ALLO Sortino Ratio Rank: 6262
Sortino Ratio Rank
ALLO Omega Ratio Rank: 6060
Omega Ratio Rank
ALLO Calmar Ratio Rank: 6666
Calmar Ratio Rank
ALLO Martin Ratio Rank: 6161
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 6262
Overall Rank
ABBV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ABBV Omega Ratio Rank: 5959
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6363
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALLO vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allogene Therapeutics, Inc. (ALLO) 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.


ALLOABBVDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.27

1.14

+0.12

Martin ratioReturn relative to average drawdown

2.22

2.57

-0.35

ALLO vs. ABBV - Sharpe Ratio Comparison

The current ALLO Sharpe Ratio is 0.56, which is lower than the ABBV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ALLO and ABBV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ALLOABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.83

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.81

-1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.73

-1.09

Drawdowns

ALLO vs. ABBV - Drawdown Comparison

The maximum ALLO drawdown since its inception was -98.24%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ALLO and ABBV.


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Drawdown Indicators


ALLOABBVDifference

Max Drawdown

Largest peak-to-trough decline

-98.24%

-45.09%

-53.15%

Max Drawdown (1Y)

Largest decline over 1 year

-38.24%

-17.32%

-20.92%

Max Drawdown (3Y)

Largest decline over 3 years

-84.01%

-20.74%

-63.27%

Max Drawdown (5Y)

Largest decline over 5 years

-96.55%

-21.92%

-74.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

Current Drawdown

Current decline from peak

-96.30%

-9.04%

-87.26%

Average Drawdown

Average peak-to-trough decline

-65.84%

-10.73%

-55.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.75%

7.69%

+14.06%

Volatility

ALLO vs. ABBV - Volatility Comparison

Allogene Therapeutics, Inc. (ALLO) has a higher volatility of 18.17% compared to AbbVie Inc. (ABBV) at 5.42%. This indicates that ALLO'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.


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Volatility by Period


ALLOABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.17%

5.42%

+12.75%

Volatility (6M)

Calculated over the trailing 6-month period

70.81%

17.61%

+53.20%

Volatility (1Y)

Calculated over the trailing 1-year period

86.95%

23.96%

+62.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.50%

22.84%

+62.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.99%

25.74%

+52.25%

Dividends

ALLO vs. ABBV - Dividend Comparison

ALLO has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.10%.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
3.10%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
ALLO
Allogene Therapeutics, 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%

Financials

ALLO vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Allogene Therapeutics, 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


0.005.00B10.00B15.00B202220232024202520260
15.00B
(ALLO) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ALLO and ABBV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALLO has higher volatility (18.17%) compared to ABBV (5.42%). In terms of maximum drawdown, ALLO dropped -98.24% vs ABBV's -45.09%.

ABBV currently has the higher Sharpe Ratio (0.83 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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