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

Correlation

The correlation between BLUE 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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-98.81%
551.07%
BLUE
ABBV

Key characteristics

Sharpe Ratio

BLUE:

-0.52

ABBV:

0.38

Sortino Ratio

BLUE:

-0.64

ABBV:

0.65

Omega Ratio

BLUE:

0.91

ABBV:

1.10

Calmar Ratio

BLUE:

-0.79

ABBV:

0.51

Martin Ratio

BLUE:

-1.34

ABBV:

1.30

Ulcer Index

BLUE:

58.84%

ABBV:

7.95%

Daily Std Dev

BLUE:

152.39%

ABBV:

26.78%

Max Drawdown

BLUE:

-99.88%

ABBV:

-45.09%

Current Drawdown

BLUE:

-99.86%

ABBV:

-19.42%

Fundamentals

Market Cap

BLUE:

$40.63M

ABBV:

$306.02B

EPS

BLUE:

-$24.84

ABBV:

$2.39

PEG Ratio

BLUE:

0.32

ABBV:

0.38

PS Ratio

BLUE:

0.48

ABBV:

5.43

PB Ratio

BLUE:

0.73

ABBV:

92.03

Total Revenue (TTM)

BLUE:

$65.23M

ABBV:

$44.02B

Gross Profit (TTM)

BLUE:

$1.72M

ABBV:

$33.24B

EBITDA (TTM)

BLUE:

-$108.13M

ABBV:

$12.60B

Returns By Period

In the year-to-date period, BLUE achieves a -50.36% return, which is significantly lower than ABBV's -0.82% return. Over the past 10 years, BLUE has underperformed ABBV with an annualized return of -45.47%, while ABBV has yielded a comparatively higher 15.26% annualized return.


BLUE

YTD

-50.36%

1M

5.34%

6M

-57.82%

1Y

-78.28%

5Y*

-64.49%

10Y*

-45.47%

ABBV

YTD

-0.82%

1M

-17.74%

6M

-6.68%

1Y

8.88%

5Y*

20.59%

10Y*

15.26%

*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 1919
Overall Rank
The Sharpe Ratio Rank of BLUE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 77
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 1717
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6666
Overall Rank
The Sharpe Ratio Rank of ABBV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6969
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.


Sharpe ratio
The chart of Sharpe ratio for BLUE, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
BLUE: -0.52
ABBV: 0.38
The chart of Sortino ratio for BLUE, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
BLUE: -0.64
ABBV: 0.65
The chart of Omega ratio for BLUE, currently valued at 0.91, compared to the broader market0.501.001.502.00
BLUE: 0.91
ABBV: 1.10
The chart of Calmar ratio for BLUE, currently valued at -0.79, compared to the broader market0.001.002.003.004.00
BLUE: -0.79
ABBV: 0.51
The chart of Martin ratio for BLUE, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.00
BLUE: -1.34
ABBV: 1.30

The current BLUE Sharpe Ratio is -0.52, which is lower than the ABBV Sharpe Ratio of 0.38. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.52
0.38
BLUE
ABBV

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 3.69%.


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.
3.69%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 -99.88%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.86%
-19.42%
BLUE
ABBV

Volatility

BLUE vs. ABBV - Volatility Comparison

bluebird bio, Inc. (BLUE) has a higher volatility of 28.09% compared to AbbVie Inc. (ABBV) at 11.83%. 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.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
28.09%
11.83%
BLUE
ABBV

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


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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