PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBY vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BBY vs. ABBV - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
27.10%
7.84%
BBY
ABBV

Returns By Period

In the year-to-date period, BBY achieves a 14.43% return, which is significantly higher than ABBV's 12.22% return. Over the past 10 years, BBY has underperformed ABBV with an annualized return of 12.42%, while ABBV has yielded a comparatively higher 14.21% annualized return.


BBY

YTD

14.43%

1M

-6.87%

6M

25.53%

1Y

34.14%

5Y (annualized)

7.51%

10Y (annualized)

12.42%

ABBV

YTD

12.22%

1M

-10.07%

6M

6.93%

1Y

25.35%

5Y (annualized)

19.36%

10Y (annualized)

14.21%

Fundamentals


BBYABBV
Market Cap$18.63B$296.46B
EPS$5.79$2.87
PE Ratio14.9958.45
PEG Ratio1.430.40
Total Revenue (TTM)$32.78B$55.53B
Gross Profit (TTM)$7.25B$42.72B
EBITDA (TTM)$2.09B$25.57B

Key characteristics


BBYABBV
Sharpe Ratio1.021.11
Sortino Ratio1.931.44
Omega Ratio1.221.24
Calmar Ratio0.711.35
Martin Ratio4.754.48
Ulcer Index6.98%5.74%
Daily Std Dev32.39%23.18%
Max Drawdown-80.90%-45.09%
Current Drawdown-28.26%-17.71%

Compare stocks, funds, or ETFs

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


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.

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.


Sharpe ratio
The chart of Sharpe ratio for BBY, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.021.11
The chart of Sortino ratio for BBY, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.931.44
The chart of Omega ratio for BBY, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.24
The chart of Calmar ratio for BBY, currently valued at 0.71, compared to the broader market0.002.004.006.000.711.35
The chart of Martin ratio for BBY, currently valued at 4.75, compared to the broader market-10.000.0010.0020.0030.004.754.48
BBY
ABBV

The current BBY Sharpe Ratio is 1.02, which is comparable to the ABBV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BBY 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.02
1.11
BBY
ABBV

Dividends

BBY vs. ABBV - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.31%, more than ABBV's 3.70% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.31%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%1.71%
ABBV
AbbVie Inc.
3.70%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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.26%
-17.71%
BBY
ABBV

Volatility

BBY vs. ABBV - Volatility Comparison

The current volatility for Best Buy Co., Inc. (BBY) is 7.30%, while AbbVie Inc. (ABBV) has a volatility of 15.61%. This indicates that BBY experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.30%
15.61%
BBY
ABBV

Financials

BBY vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Best Buy Co., Inc. 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


Values in USD except per share items