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BBY vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBYABBV
YTD Return-2.81%6.88%
1Y Return7.72%4.94%
3Y Return (Ann)-10.80%19.36%
5Y Return (Ann)4.07%21.40%
10Y Return (Ann)15.72%17.62%
Sharpe Ratio0.280.24
Daily Std Dev26.83%19.69%
Max Drawdown-80.90%-45.09%
Current Drawdown-39.07%-9.91%

Fundamentals


BBYABBV
Market Cap$17.67B$322.44B
EPS$5.68$2.72
PE Ratio14.4466.95
PEG Ratio1.510.50
Revenue (TTM)$43.45B$54.32B
Gross Profit (TTM)$9.91B$41.53B
EBITDA (TTM)$2.65B$26.36B

Correlation

-0.50.00.51.00.2

The correlation between BBY and ABBV 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.

Performance

BBY vs. ABBV - Performance Comparison

In the year-to-date period, BBY achieves a -2.81% return, which is significantly lower than ABBV's 6.88% return. Over the past 10 years, BBY has underperformed ABBV with an annualized return of 15.72%, while ABBV has yielded a comparatively higher 17.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
8.46%
11.02%
BBY
ABBV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Best Buy Co., Inc.

AbbVie Inc.

Risk-Adjusted Performance

BBY vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) 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.


BBY
Sharpe ratio
The chart of Sharpe ratio for BBY, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.000.28
Sortino ratio
The chart of Sortino ratio for BBY, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for BBY, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for BBY, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.000.15
Martin ratio
The chart of Martin ratio for BBY, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.000.24
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 0.23, compared to the broader market0.001.002.003.004.005.000.23
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 0.47, compared to the broader market-10.000.0010.0020.0030.000.47

BBY vs. ABBV - Sharpe Ratio Comparison

The current BBY Sharpe Ratio is 0.28, which roughly equals the ABBV Sharpe Ratio of 0.24. The chart below compares the 12-month rolling Sharpe Ratio of BBY and ABBV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.28
0.24
BBY
ABBV

Dividends

BBY vs. ABBV - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.92%, more than ABBV's 3.73% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.92%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
ABBV
AbbVie Inc.
3.73%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

BBY vs. ABBV - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for BBY and ABBV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.07%
-9.91%
BBY
ABBV

Volatility

BBY vs. ABBV - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 7.91% compared to AbbVie Inc. (ABBV) at 6.92%. This indicates that BBY'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.


4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.91%
6.92%
BBY
ABBV