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

Performance

AWR vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American States Water Company (AWR) 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, AWR achieves a 8.77% return, which is significantly higher than ABBV's 1.30% return. Over the past 10 years, AWR has underperformed ABBV with an annualized return of 8.73%, while ABBV has yielded a comparatively higher 19.10% annualized return.


AWR

1D
1.16%
1M
0.98%
YTD
8.77%
6M
6.61%
1Y
1.68%
3Y*
-1.47%
5Y*
0.97%
10Y*
8.73%

ABBV

1D
1.32%
1M
9.22%
YTD
1.30%
6M
3.65%
1Y
22.21%
3Y*
22.39%
5Y*
18.94%
10Y*
19.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWR vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWR
American States Water Company
8.77%-4.32%-1.18%-11.43%-8.92%32.25%-6.75%31.19%17.91%29.76%
ABBV
AbbVie Inc.
1.30%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Correlation

The correlation between AWR and ABBV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.25

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.22

Fundamentals

Market Cap

AWR:

$3.05B

ABBV:

$403.99B

EPS

AWR:

$3.44

ABBV:

$2.05

PE Ratio

AWR:

22.60

ABBV:

110.96

PS Ratio

AWR:

4.44

ABBV:

6.43

PB Ratio

AWR:

2.87

ABBV:

14.69

Total Revenue (TTM)

AWR:

$679.25M

ABBV:

$62.82B

Gross Profit (TTM)

AWR:

$303.17M

ABBV:

$46.15B

EBITDA (TTM)

AWR:

$233.31M

ABBV:

$17.96B

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Return for Risk

AWR vs. ABBV — Risk / Return Rank

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

AWR
AWR Risk / Return Rank: 4343
Overall Rank
AWR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AWR Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWR Omega Ratio Rank: 3838
Omega Ratio Rank
AWR Calmar Ratio Rank: 4747
Calmar Ratio Rank
AWR Martin Ratio Rank: 4646
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
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.

AWR vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American States Water Company (AWR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AWRABBVDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratioReturn relative to maximum drawdown

0.15

1.29

-1.14

Martin ratioReturn relative to average drawdown

0.26

2.88

-2.61

AWR vs. ABBV - Sharpe Ratio Comparison

The current AWR Sharpe Ratio is 0.08, which is lower than the ABBV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AWR 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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Drawdowns

AWR vs. ABBV - Drawdown Comparison

The maximum AWR drawdown since its inception was -37.39%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for AWR and ABBV.


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Drawdown Indicators


AWRABBVDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-45.09%

+7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-17.32%

+5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-20.74%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

-21.92%

-10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

-45.09%

+12.24%

Current Drawdown

Current decline from peak

-17.04%

-4.60%

-12.44%

Average Drawdown

Average peak-to-trough decline

-10.81%

-10.71%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

7.75%

-1.33%

Volatility

AWR vs. ABBV - Volatility Comparison

American States Water Company (AWR) and AbbVie Inc. (ABBV) have volatilities of 6.18% and 6.10%, 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.


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Volatility by Period


AWRABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.10%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

17.85%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.36%

24.31%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

22.89%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.17%

25.73%

+0.44%

Dividends

AWR vs. ABBV - Dividend Comparison

AWR's dividend yield for the trailing twelve months is around 2.59%, less than ABBV's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
AWR
American States Water Company
2.59%2.68%2.30%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%

Financials

AWR vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between American States Water Company 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


0.005.00B10.00B15.00B20222023202420252026
169.19M
15.00B
(AWR) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

AWR vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between American States Water Company 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

0.0%20.0%40.0%60.0%80.0%202220232024202520260
83.5%
Portfolio components
AWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a gross profit of 0.00 and revenue of 169.19M. Therefore, the gross margin over that period was 0.0%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.

AWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported an operating income of 51.37M and revenue of 169.19M, resulting in an operating margin of 30.4%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.

AWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a net income of 29.95M and revenue of 169.19M, resulting in a net margin of 17.7%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.


Frequently Asked Questions


AWR and ABBV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AWR has higher volatility (6.18%) compared to ABBV (6.10%). In terms of maximum drawdown, AWR dropped -37.39% vs ABBV's -45.09%.

ABBV currently has the higher Sharpe Ratio (0.92 vs 0.08), 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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