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AMG.DE vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMG.DE and ABBV is 0.25, 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

AMG.DE vs. ABBV - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
346.52%
774.17%
AMG.DE
ABBV

Key characteristics

Sharpe Ratio

AMG.DE:

-0.43

ABBV:

0.73

Sortino Ratio

AMG.DE:

-0.49

ABBV:

0.99

Omega Ratio

AMG.DE:

0.93

ABBV:

1.15

Calmar Ratio

AMG.DE:

-0.64

ABBV:

0.88

Martin Ratio

AMG.DE:

-1.42

ABBV:

2.15

Ulcer Index

AMG.DE:

9.67%

ABBV:

8.44%

Daily Std Dev

AMG.DE:

27.69%

ABBV:

27.49%

Max Drawdown

AMG.DE:

-70.17%

ABBV:

-45.09%

Current Drawdown

AMG.DE:

-21.27%

ABBV:

-13.55%

Fundamentals

Market Cap

AMG.DE:

€134.44B

ABBV:

$351.09B

EPS

AMG.DE:

€9.72

ABBV:

$2.34

PE Ratio

AMG.DE:

25.24

ABBV:

84.82

PEG Ratio

AMG.DE:

0.93

ABBV:

0.42

PS Ratio

AMG.DE:

3.94

ABBV:

6.05

PB Ratio

AMG.DE:

23.91

ABBV:

105.59

Total Revenue (TTM)

AMG.DE:

€34.13B

ABBV:

$57.37B

Gross Profit (TTM)

AMG.DE:

€21.50B

ABBV:

$44.44B

EBITDA (TTM)

AMG.DE:

€11.52B

ABBV:

$16.33B

Returns By Period

In the year-to-date period, AMG.DE achieves a -3.03% return, which is significantly lower than ABBV's 6.39% return. Over the past 10 years, AMG.DE has underperformed ABBV with an annualized return of 8.43%, while ABBV has yielded a comparatively higher 15.79% annualized return.


AMG.DE

YTD

-3.03%

1M

-9.81%

6M

-17.71%

1Y

-11.83%

5Y*

5.60%

10Y*

8.43%

ABBV

YTD

6.39%

1M

6.62%

6M

-5.71%

1Y

19.87%

5Y*

22.17%

10Y*

15.79%

*Annualized

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Risk-Adjusted Performance

AMG.DE vs. ABBV — Risk-Adjusted Performance Rank

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

AMG.DE
The Risk-Adjusted Performance Rank of AMG.DE is 1919
Overall Rank
The Sharpe Ratio Rank of AMG.DE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of AMG.DE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AMG.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of AMG.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AMG.DE is 1010
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7474
Overall Rank
The Sharpe Ratio Rank of ABBV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7474
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.

AMG.DE vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc (AMG.DE) 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.


The current AMG.DE Sharpe Ratio is -0.43, which is lower than the ABBV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of AMG.DE 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.28
0.72
AMG.DE
ABBV

Dividends

AMG.DE vs. ABBV - Dividend Comparison

AMG.DE's dividend yield for the trailing twelve months is around 3.14%, less than ABBV's 3.44% yield.


TTM20242023202220212020201920182017201620152014
AMG.DE
Amgen Inc
3.14%2.95%2.69%2.65%2.63%2.72%2.15%2.41%2.47%2.28%1.68%1.22%
ABBV
AbbVie Inc.
3.44%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

AMG.DE vs. ABBV - Drawdown Comparison

The maximum AMG.DE drawdown since its inception was -70.17%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for AMG.DE and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.48%
-13.55%
AMG.DE
ABBV

Volatility

AMG.DE vs. ABBV - Volatility Comparison

Amgen Inc (AMG.DE) has a higher volatility of 11.73% compared to AbbVie Inc. (ABBV) at 10.10%. This indicates that AMG.DE'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.73%
10.10%
AMG.DE
ABBV

Financials

AMG.DE vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Amgen 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


6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
8.15B
13.34B
(AMG.DE) Total Revenue
(ABBV) Total Revenue
Please note, different currencies. AMG.DE values in EUR, ABBV values in USD

AMG.DE vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Amgen Inc and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
63.6%
83.9%
(AMG.DE) Gross Margin
(ABBV) Gross Margin
AMG.DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amgen Inc reported a gross profit of 5.18B and revenue of 8.15B. Therefore, the gross margin over that period was 63.6%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

AMG.DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amgen Inc reported an operating income of 1.18B and revenue of 8.15B, resulting in an operating margin of 14.5%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

AMG.DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amgen Inc reported a net income of 1.73B and revenue of 8.15B, resulting in a net margin of 21.2%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.