ABBV vs. BAYN.DE
Compare and contrast key facts about AbbVie Inc. (ABBV) and Bayer Aktiengesellschaft (BAYN.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABBV or BAYN.DE.
Key characteristics
| ABBV | BAYN.DE | |
|---|---|---|
| YTD Return | -13.28% | 17.50% |
| 1Y Return | -5.10% | -13.84% |
| 5Y Return (Ann) | 11.45% | -7.40% |
| 10Y Return (Ann) | 16.38% | -1.28% |
| Sharpe Ratio | -0.27 | -0.48 |
| Daily Std Dev | 22.28% | 27.88% |
| Max Drawdown | -45.09% | -80.85% |
Fundamentals
| ABBV | BAYN.DE | |
|---|---|---|
| Market Cap | $244.57B | €52.44B |
| EPS | $4.26 | €4.21 |
| PE Ratio | 32.54 | 12.68 |
| PEG Ratio | 1.28 | 1.30 |
| Revenue (TTM) | $56.74B | €50.49B |
| Gross Profit (TTM) | $41.53B | €31.85B |
| EBITDA (TTM) | $29.52B | €11.41B |
Correlation
The correlation between ABBV and BAYN.DE is 0.24, 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.
ABBV vs. BAYN.DE - Performance Comparison
In the year-to-date period, ABBV achieves a -13.28% return, which is significantly lower than BAYN.DE's 17.50% return. Over the past 10 years, ABBV has underperformed BAYN.DE with an annualized return of 16.38%, while BAYN.DE has yielded a comparatively higher -1.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ABBV vs. BAYN.DE - Dividend Comparison
ABBV's dividend yield for the trailing twelve months is around 6.25%, less than BAYN.DE's 8.09% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 6.25% | 3.56% | 4.07% | 4.89% | 5.66% | 4.82% | 3.40% | 4.85% | 4.72% | 3.62% | 4.47% | 0.00% |
BAYN.DE Bayer Aktiengesellschaft | 8.09% | 4.32% | 4.59% | 6.51% | 4.50% | 5.58% | 3.33% | 3.26% | 2.58% | 2.51% | 2.57% | 3.24% |
ABBV vs. BAYN.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Bayer Aktiengesellschaft (BAYN.DE). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | -0.27 | ||||
BAYN.DE Bayer Aktiengesellschaft | -0.48 |
ABBV vs. BAYN.DE - Drawdown Comparison
The maximum ABBV drawdown for the period was -17.63%, higher than the maximum BAYN.DE drawdown of -56.71%. The drawdown chart below compares losses from any high point along the way for ABBV and BAYN.DE
ABBV vs. BAYN.DE - Volatility Comparison
The current volatility for AbbVie Inc. (ABBV) is 4.64%, while Bayer Aktiengesellschaft (BAYN.DE) has a volatility of 9.43%. This indicates that ABBV experiences smaller price fluctuations and is considered to be less risky than BAYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.