BAYN.DE vs. ABBV
Compare and contrast key facts about Bayer Aktiengesellschaft (BAYN.DE) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAYN.DE or ABBV.
Key characteristics
BAYN.DE | ABBV | |
---|---|---|
YTD Return | -15.46% | 18.63% |
1Y Return | -48.18% | 19.91% |
3Y Return (Ann) | -15.58% | 24.51% |
5Y Return (Ann) | -9.45% | 23.31% |
10Y Return (Ann) | -8.59% | 18.28% |
Sharpe Ratio | -1.67 | 1.05 |
Daily Std Dev | 29.70% | 18.70% |
Max Drawdown | -80.85% | -45.09% |
Current Drawdown | -73.36% | 0.00% |
Fundamentals
BAYN.DE | ABBV | |
---|---|---|
Market Cap | €26.27B | $315.97B |
EPS | -€2.99 | $2.71 |
PE Ratio | 28.38 | 65.85 |
PEG Ratio | 36.69 | 0.49 |
Revenue (TTM) | €47.64B | $54.32B |
Gross Profit (TTM) | €31.85B | $41.53B |
EBITDA (TTM) | €11.33B | $26.36B |
Correlation
The correlation between BAYN.DE and ABBV is 0.22, 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
BAYN.DE vs. ABBV - Performance Comparison
In the year-to-date period, BAYN.DE achieves a -15.46% return, which is significantly lower than ABBV's 18.63% return. Over the past 10 years, BAYN.DE has underperformed ABBV with an annualized return of -8.59%, while ABBV has yielded a comparatively higher 18.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BAYN.DE vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayer Aktiengesellschaft (BAYN.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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Bayer Aktiengesellschaft | -1.69 | ||||
AbbVie Inc. | 0.93 |
Dividends
BAYN.DE vs. ABBV - Dividend Comparison
BAYN.DE's dividend yield for the trailing twelve months is around 8.44%, more than ABBV's 3.29% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bayer Aktiengesellschaft | 8.44% | 7.14% | 4.14% | 4.26% | 5.81% | 3.85% | 4.55% | 2.64% | 2.52% | 1.94% | 1.86% | 1.86% |
AbbVie Inc. | 3.29% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
BAYN.DE vs. ABBV - Drawdown Comparison
The maximum BAYN.DE drawdown since its inception was -80.85%, which is greater than ABBV's maximum drawdown of -45.09%. The drawdown chart below compares losses from any high point along the way for BAYN.DE and ABBV
Volatility
BAYN.DE vs. ABBV - Volatility Comparison
Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 10.81% compared to AbbVie Inc. (ABBV) at 4.54%. This indicates that BAYN.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.