PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APLS vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APLS and ABBV is 0.17, 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.


-0.50.00.51.00.2

Performance

APLS vs. ABBV - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-26.49%
-0.52%
APLS
ABBV

Key characteristics

Sharpe Ratio

APLS:

-1.07

ABBV:

0.39

Sortino Ratio

APLS:

-1.71

ABBV:

0.64

Omega Ratio

APLS:

0.79

ABBV:

1.10

Calmar Ratio

APLS:

-0.82

ABBV:

0.49

Martin Ratio

APLS:

-1.33

ABBV:

1.23

Ulcer Index

APLS:

44.24%

ABBV:

7.61%

Daily Std Dev

APLS:

54.74%

ABBV:

23.74%

Max Drawdown

APLS:

-74.65%

ABBV:

-45.09%

Current Drawdown

APLS:

-68.89%

ABBV:

-15.16%

Fundamentals

Market Cap

APLS:

$3.61B

ABBV:

$302.80B

EPS

APLS:

-$2.03

ABBV:

$2.86

Total Revenue (TTM)

APLS:

$568.84M

ABBV:

$41.23B

Gross Profit (TTM)

APLS:

$491.08M

ABBV:

$30.76B

EBITDA (TTM)

APLS:

-$130.44M

ABBV:

$17.62B

Returns By Period

In the year-to-date period, APLS achieves a -9.03% return, which is significantly lower than ABBV's -2.66% return.


APLS

YTD

-9.03%

1M

-13.76%

6M

-26.49%

1Y

-56.21%

5Y*

-6.47%

10Y*

N/A

ABBV

YTD

-2.66%

1M

0.78%

6M

-0.52%

1Y

9.98%

5Y*

19.25%

10Y*

14.98%

*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

APLS vs. ABBV — Risk-Adjusted Performance Rank

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

APLS
The Risk-Adjusted Performance Rank of APLS is 66
Overall Rank
The Sharpe Ratio Rank of APLS is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of APLS is 44
Sortino Ratio Rank
The Omega Ratio Rank of APLS is 55
Omega Ratio Rank
The Calmar Ratio Rank of APLS is 55
Calmar Ratio Rank
The Martin Ratio Rank of APLS is 1212
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6161
Overall Rank
The Sharpe Ratio Rank of ABBV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6363
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.

APLS vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apellis Pharmaceuticals, Inc. (APLS) 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 APLS, currently valued at -1.07, compared to the broader market-2.000.002.00-1.070.39
The chart of Sortino ratio for APLS, currently valued at -1.71, compared to the broader market-4.00-2.000.002.004.00-1.710.64
The chart of Omega ratio for APLS, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.10
The chart of Calmar ratio for APLS, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.820.49
The chart of Martin ratio for APLS, currently valued at -1.33, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.331.23
APLS
ABBV

The current APLS Sharpe Ratio is -1.07, which is lower than the ABBV Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of APLS 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.07
0.39
APLS
ABBV

Dividends

APLS vs. ABBV - Dividend Comparison

APLS has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.67%.


TTM20242023202220212020201920182017201620152014
APLS
Apellis Pharmaceuticals, 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%
ABBV
AbbVie Inc.
3.67%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

APLS vs. ABBV - Drawdown Comparison

The maximum APLS drawdown since its inception was -74.65%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for APLS and ABBV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-68.89%
-15.16%
APLS
ABBV

Volatility

APLS vs. ABBV - Volatility Comparison

Apellis Pharmaceuticals, Inc. (APLS) has a higher volatility of 21.91% compared to AbbVie Inc. (ABBV) at 5.54%. This indicates that APLS'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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
21.91%
5.54%
APLS
ABBV

Financials

APLS vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Apellis Pharmaceuticals, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab