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

Key characteristics


BAYN.DEABBV
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-1.671.05
Daily Std Dev29.70%18.70%
Max Drawdown-80.85%-45.09%
Current Drawdown-73.36%0.00%

Fundamentals


BAYN.DEABBV
Market Cap€26.27B$315.97B
EPS-€2.99$2.71
PE Ratio28.3865.85
PEG Ratio36.690.49
Revenue (TTM)€47.64B$54.32B
Gross Profit (TTM)€31.85B$41.53B
EBITDA (TTM)€11.33B$26.36B

Correlation

0.22
-1.001.00

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.


0.00%200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
-52.99%
722.82%
BAYN.DE
ABBV

Compare stocks, funds, or ETFs


Bayer Aktiengesellschaft

AbbVie Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BAYN.DE
Bayer Aktiengesellschaft
-1.69
ABBV
AbbVie Inc.
0.93

BAYN.DE vs. ABBV - Sharpe Ratio Comparison

The current BAYN.DE Sharpe Ratio is -1.69, which is lower than the ABBV Sharpe Ratio of 0.93. The chart below compares the 12-month rolling Sharpe Ratio of BAYN.DE and ABBV.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-1.69
0.93
BAYN.DE
ABBV

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.


TTM20232022202120202019201820172016201520142013
BAYN.DE
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%
ABBV
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


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-73.03%
0
BAYN.DE
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.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
10.81%
4.54%
BAYN.DE
ABBV