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

Correlation

The correlation between BMY and ABBV is 0.39, 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

BMY vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bristol-Myers Squibb Company (BMY) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BMY:

0.36

ABBV:

0.57

Sortino Ratio

BMY:

0.70

ABBV:

0.96

Omega Ratio

BMY:

1.08

ABBV:

1.15

Calmar Ratio

BMY:

0.20

ABBV:

0.87

Martin Ratio

BMY:

1.13

ABBV:

2.07

Ulcer Index

BMY:

8.62%

ABBV:

8.72%

Daily Std Dev

BMY:

31.53%

ABBV:

28.31%

Max Drawdown

BMY:

-70.62%

ABBV:

-45.09%

Current Drawdown

BMY:

-35.93%

ABBV:

-14.28%

Fundamentals

Market Cap

BMY:

$95.14B

ABBV:

$325.05B

EPS

BMY:

$2.73

ABBV:

$2.37

PE Ratio

BMY:

17.12

ABBV:

77.65

PEG Ratio

BMY:

2.26

ABBV:

0.39

PS Ratio

BMY:

2.00

ABBV:

5.67

PB Ratio

BMY:

5.36

ABBV:

228.91

Total Revenue (TTM)

BMY:

$47.64B

ABBV:

$57.37B

Gross Profit (TTM)

BMY:

$31.43B

ABBV:

$44.44B

EBITDA (TTM)

BMY:

$16.18B

ABBV:

$16.33B

Returns By Period

In the year-to-date period, BMY achieves a -15.53% return, which is significantly lower than ABBV's 5.50% return. Over the past 10 years, BMY has underperformed ABBV with an annualized return of -0.70%, while ABBV has yielded a comparatively higher 15.58% annualized return.


BMY

YTD

-15.53%

1M

-5.04%

6M

-15.02%

1Y

11.40%

5Y*

-2.47%

10Y*

-0.70%

ABBV

YTD

5.50%

1M

6.38%

6M

13.63%

1Y

14.60%

5Y*

19.88%

10Y*

15.58%

*Annualized

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Risk-Adjusted Performance

BMY vs. ABBV — Risk-Adjusted Performance Rank

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

BMY
The Risk-Adjusted Performance Rank of BMY is 6161
Overall Rank
The Sharpe Ratio Rank of BMY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6565
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7171
Overall Rank
The Sharpe Ratio Rank of ABBV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7373
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.

BMY vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) 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 BMY Sharpe Ratio is 0.36, which is lower than the ABBV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of BMY 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

BMY vs. ABBV - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 5.22%, more than ABBV's 3.47% yield.


TTM20242023202220212020201920182017201620152014
BMY
Bristol-Myers Squibb Company
5.22%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
ABBV
AbbVie Inc.
3.47%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

BMY vs. ABBV - Drawdown Comparison

The maximum BMY drawdown since its inception was -70.62%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for BMY and ABBV. For additional features, visit the drawdowns tool.


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Volatility

BMY vs. ABBV - Volatility Comparison

Bristol-Myers Squibb Company (BMY) and AbbVie Inc. (ABBV) have volatilities of 11.57% and 11.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BMY vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Bristol-Myers Squibb Company 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


9.00B10.00B11.00B12.00B13.00B14.00B15.00B20212022202320242025
11.20B
13.34B
(BMY) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

BMY vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Bristol-Myers Squibb Company 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%60.0%70.0%80.0%90.0%20212022202320242025
72.9%
83.9%
(BMY) Gross Margin
(ABBV) Gross Margin
BMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a gross profit of 8.17B and revenue of 11.20B. Therefore, the gross margin over that period was 72.9%.

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%.

BMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported an operating income of 3.52B and revenue of 11.20B, resulting in an operating margin of 31.4%.

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%.

BMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a net income of 2.46B and revenue of 11.20B, resulting in a net margin of 21.9%.

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%.