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

Correlation

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.


-0.50.00.51.00.2

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.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
975.91%
711.84%
BBY
ABBV

Key characteristics

Sharpe Ratio

BBY:

0.56

ABBV:

0.84

Sortino Ratio

BBY:

1.19

ABBV:

1.16

Omega Ratio

BBY:

1.14

ABBV:

1.19

Calmar Ratio

BBY:

0.41

ABBV:

1.05

Martin Ratio

BBY:

2.22

ABBV:

2.88

Ulcer Index

BBY:

8.13%

ABBV:

6.95%

Daily Std Dev

BBY:

32.22%

ABBV:

23.75%

Max Drawdown

BBY:

-80.90%

ABBV:

-45.09%

Current Drawdown

BBY:

-28.51%

ABBV:

-13.88%

Fundamentals

Market Cap

BBY:

$18.70B

ABBV:

$309.92B

EPS

BBY:

$5.84

ABBV:

$2.88

PE Ratio

BBY:

14.98

ABBV:

60.90

PEG Ratio

BBY:

1.77

ABBV:

0.42

Total Revenue (TTM)

BBY:

$42.23B

ABBV:

$55.53B

Gross Profit (TTM)

BBY:

$9.46B

ABBV:

$42.68B

EBITDA (TTM)

BBY:

$2.70B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, BBY achieves a 14.03% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, BBY has underperformed ABBV with an annualized return of 11.85%, while ABBV has yielded a comparatively higher 15.26% annualized return.


BBY

YTD

14.03%

1M

-0.35%

6M

-3.43%

1Y

17.73%

5Y*

3.31%

10Y*

11.85%

ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

Compare stocks, funds, or ETFs

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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 0.56, compared to the broader market-4.00-2.000.002.000.560.84
The chart of Sortino ratio for BBY, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.191.16
The chart of Omega ratio for BBY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.19
The chart of Calmar ratio for BBY, currently valued at 0.41, compared to the broader market0.002.004.006.000.411.05
The chart of Martin ratio for BBY, currently valued at 2.22, compared to the broader market-5.000.005.0010.0015.0020.0025.002.222.88
BBY
ABBV

The current BBY Sharpe Ratio is 0.56, which is lower than the ABBV Sharpe Ratio of 0.84. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.56
0.84
BBY
ABBV

Dividends

BBY vs. ABBV - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.40%, more than ABBV's 3.53% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.40%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.
3.53%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.51%
-13.88%
BBY
ABBV

Volatility

BBY vs. ABBV - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 9.08% compared to AbbVie Inc. (ABBV) at 6.74%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.08%
6.74%
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
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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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