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BAYN.DE vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAYN.DE and ABBV is 0.21, 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

BAYN.DE vs. ABBV - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%SeptemberOctoberNovemberDecember2025
-66.02%
758.33%
BAYN.DE
ABBV

Key characteristics

Sharpe Ratio

BAYN.DE:

-0.72

ABBV:

0.64

Sortino Ratio

BAYN.DE:

-0.86

ABBV:

0.95

Omega Ratio

BAYN.DE:

0.88

ABBV:

1.15

Calmar Ratio

BAYN.DE:

-0.30

ABBV:

0.82

Martin Ratio

BAYN.DE:

-1.37

ABBV:

1.91

Ulcer Index

BAYN.DE:

17.66%

ABBV:

8.15%

Daily Std Dev

BAYN.DE:

33.50%

ABBV:

24.58%

Max Drawdown

BAYN.DE:

-82.25%

ABBV:

-45.09%

Current Drawdown

BAYN.DE:

-79.65%

ABBV:

-8.94%

Fundamentals

Market Cap

BAYN.DE:

€21.26B

ABBV:

$324.98B

EPS

BAYN.DE:

-€0.89

ABBV:

$2.86

PEG Ratio

BAYN.DE:

36.69

ABBV:

0.41

Total Revenue (TTM)

BAYN.DE:

€34.88B

ABBV:

$41.23B

Gross Profit (TTM)

BAYN.DE:

€19.33B

ABBV:

$30.76B

EBITDA (TTM)

BAYN.DE:

€7.18B

ABBV:

$17.62B

Returns By Period

In the year-to-date period, BAYN.DE achieves a 12.04% return, which is significantly higher than ABBV's 4.46% return. Over the past 10 years, BAYN.DE has underperformed ABBV with an annualized return of -13.49%, while ABBV has yielded a comparatively higher 17.06% annualized return.


BAYN.DE

YTD

12.04%

1M

13.95%

6M

-20.89%

1Y

-24.27%

5Y*

-19.35%

10Y*

-13.49%

ABBV

YTD

4.46%

1M

2.44%

6M

-1.14%

1Y

13.01%

5Y*

21.99%

10Y*

17.06%

*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

BAYN.DE vs. ABBV — Risk-Adjusted Performance Rank

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

BAYN.DE
The Risk-Adjusted Performance Rank of BAYN.DE is 1515
Overall Rank
The Sharpe Ratio Rank of BAYN.DE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of BAYN.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BAYN.DE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of BAYN.DE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BAYN.DE is 99
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6767
Overall Rank
The Sharpe Ratio Rank of ABBV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6767
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.

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
The chart of Sharpe ratio for BAYN.DE, currently valued at -0.71, compared to the broader market-2.000.002.00-0.710.39
The chart of Sortino ratio for BAYN.DE, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.840.66
The chart of Omega ratio for BAYN.DE, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.10
The chart of Calmar ratio for BAYN.DE, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.50
The chart of Martin ratio for BAYN.DE, currently valued at -1.23, compared to the broader market0.0010.0020.00-1.231.14
BAYN.DE
ABBV

The current BAYN.DE Sharpe Ratio is -0.72, which is lower than the ABBV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BAYN.DE 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-2.00-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
-0.71
0.39
BAYN.DE
ABBV

Dividends

BAYN.DE vs. ABBV - Dividend Comparison

BAYN.DE's dividend yield for the trailing twelve months is around 0.51%, less than ABBV's 3.42% yield.


TTM20242023202220212020201920182017201620152014
BAYN.DE
Bayer Aktiengesellschaft
0.51%0.57%7.14%4.14%4.26%5.81%3.85%4.55%2.63%2.52%1.94%1.86%
ABBV
AbbVie Inc.
3.42%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

BAYN.DE vs. ABBV - Drawdown Comparison

The maximum BAYN.DE drawdown since its inception was -82.25%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for BAYN.DE and ABBV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-80.20%
-8.94%
BAYN.DE
ABBV

Volatility

BAYN.DE vs. ABBV - Volatility Comparison

Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 8.76% compared to AbbVie Inc. (ABBV) at 7.52%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
8.76%
7.52%
BAYN.DE
ABBV

Financials

BAYN.DE vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Bayer Aktiengesellschaft 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


Please note, different currencies. BAYN.DE values in EUR, ABBV values in USD
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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.

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