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AMGN vs. GILD

Last updated Feb 24, 2024

Compare and contrast key facts about Amgen Inc. (AMGN) and Gilead Sciences, Inc. (GILD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMGN or GILD.

Key characteristics


AMGNGILD
YTD Return1.19%-9.21%
1Y Return25.79%-7.45%
3Y Return (Ann)11.06%9.37%
5Y Return (Ann)12.45%6.49%
10Y Return (Ann)11.88%1.66%
Sharpe Ratio1.23-0.38
Daily Std Dev21.67%22.25%
Max Drawdown-78.03%-98.91%
Current Drawdown-10.20%-19.33%

Fundamentals


AMGNGILD
Market Cap$154.98B$91.65B
EPS$12.49$4.50
PE Ratio23.1516.34
PEG Ratio2.100.42
Revenue (TTM)$28.19B$27.12B
Gross Profit (TTM)$19.92B$21.62B
EBITDA (TTM)$12.23B$12.57B

Correlation

0.39
-1.001.00

The correlation between AMGN and GILD is 0.39, 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.

AMGN vs. GILD - Performance Comparison

In the year-to-date period, AMGN achieves a 1.19% return, which is significantly higher than GILD's -9.21% return. Over the past 10 years, AMGN has outperformed GILD with an annualized return of 11.88%, while GILD has yielded a comparatively lower 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%SeptemberOctoberNovemberDecember2024February
4,432.46%
388.62%
AMGN
GILD

Compare stocks, funds, or ETFs


Amgen Inc.

Gilead Sciences, Inc.

AMGN vs. GILD - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.99%, less than GILD's 4.08% yield.


TTM20232022202120202019201820172016201520142013
AMGN
Amgen Inc.
2.99%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
GILD
Gilead Sciences, Inc.
4.08%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%

AMGN vs. GILD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and Gilead Sciences, Inc. (GILD). 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
AMGN
Amgen Inc.
1.23
GILD
Gilead Sciences, Inc.
-0.38

AMGN vs. GILD - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.23, which is higher than the GILD Sharpe Ratio of -0.38. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and GILD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2024February
1.23
-0.38
AMGN
GILD

AMGN vs. GILD - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.03%, smaller than the maximum GILD drawdown of -98.91%. The drawdown chart below compares losses from any high point along the way for AMGN and GILD


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.20%
-19.33%
AMGN
GILD

AMGN vs. GILD - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 8.61% compared to Gilead Sciences, Inc. (GILD) at 6.24%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than GILD 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%SeptemberOctoberNovemberDecember2024February
8.61%
6.24%
AMGN
GILD