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

Correlation

The correlation between BLUE and ABBV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BLUE vs. ABBV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BLUE:

-0.56

ABBV:

0.82

Sortino Ratio

BLUE:

-0.88

ABBV:

1.18

Omega Ratio

BLUE:

0.88

ABBV:

1.18

Calmar Ratio

BLUE:

-0.83

ABBV:

1.10

Martin Ratio

BLUE:

-1.33

ABBV:

2.67

Ulcer Index

BLUE:

62.62%

ABBV:

8.52%

Daily Std Dev

BLUE:

152.15%

ABBV:

27.67%

Max Drawdown

BLUE:

-99.89%

ABBV:

-45.09%

Current Drawdown

BLUE:

-99.89%

ABBV:

-11.46%

Fundamentals

Market Cap

BLUE:

$34.27M

ABBV:

$326.55B

EPS

BLUE:

-$24.84

ABBV:

$2.34

PEG Ratio

BLUE:

0.32

ABBV:

0.39

PS Ratio

BLUE:

0.41

ABBV:

5.69

PB Ratio

BLUE:

0.73

ABBV:

229.63

Total Revenue (TTM)

BLUE:

$65.23M

ABBV:

$57.37B

Gross Profit (TTM)

BLUE:

$1.72M

ABBV:

$44.44B

EBITDA (TTM)

BLUE:

-$108.13M

ABBV:

$16.33B

Returns By Period

In the year-to-date period, BLUE achieves a -60.55% return, which is significantly lower than ABBV's 8.97% return. Over the past 10 years, BLUE has underperformed ABBV with an annualized return of -47.44%, while ABBV has yielded a comparatively higher 15.94% annualized return.


BLUE

YTD

-60.55%

1M

-36.12%

6M

-59.41%

1Y

-84.48%

5Y*

-66.16%

10Y*

-47.44%

ABBV

YTD

8.97%

1M

9.58%

6M

11.01%

1Y

22.54%

5Y*

21.38%

10Y*

15.94%

*Annualized

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Risk-Adjusted Performance

BLUE vs. ABBV — Risk-Adjusted Performance Rank

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

BLUE
The Risk-Adjusted Performance Rank of BLUE is 1212
Overall Rank
The Sharpe Ratio Rank of BLUE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 33
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 1111
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7878
Overall Rank
The Sharpe Ratio Rank of ABBV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7777
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.

BLUE vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for bluebird bio, Inc. (BLUE) 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.


The current BLUE Sharpe Ratio is -0.56, which is lower than the ABBV Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BLUE 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.


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Dividends

BLUE vs. ABBV - Dividend Comparison

BLUE has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.36%.


TTM20242023202220212020201920182017201620152014
BLUE
bluebird bio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABBV
AbbVie Inc.
3.36%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

BLUE vs. ABBV - Drawdown Comparison

The maximum BLUE drawdown since its inception was -99.89%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for BLUE and ABBV. For additional features, visit the drawdowns tool.


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Volatility

BLUE vs. ABBV - Volatility Comparison

bluebird bio, Inc. (BLUE) has a higher volatility of 22.75% compared to AbbVie Inc. (ABBV) at 9.61%. This indicates that BLUE'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.


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Financials

BLUE vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between bluebird bio, 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


0.005.00B10.00B15.00B20212022202320242025
38.52M
13.34B
(BLUE) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

BLUE vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between bluebird bio, Inc. and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
40.8%
83.9%
(BLUE) Gross Margin
(ABBV) Gross Margin
BLUE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a gross profit of 15.73M and revenue of 38.52M. Therefore, the gross margin over that period was 40.8%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

BLUE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported an operating income of -36.46M and revenue of 38.52M, resulting in an operating margin of -94.6%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

BLUE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a net income of -28.71M and revenue of 38.52M, resulting in a net margin of -74.5%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.