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

Correlation

The correlation between CDUAF and ABBV is 0.17, 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

CDUAF vs. ABBV - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.90%
8.36%
CDUAF
ABBV

Key characteristics

Sharpe Ratio

CDUAF:

0.46

ABBV:

0.86

Sortino Ratio

CDUAF:

0.76

ABBV:

1.18

Omega Ratio

CDUAF:

1.10

ABBV:

1.19

Calmar Ratio

CDUAF:

0.30

ABBV:

1.07

Martin Ratio

CDUAF:

1.61

ABBV:

2.91

Ulcer Index

CDUAF:

5.20%

ABBV:

7.03%

Daily Std Dev

CDUAF:

18.12%

ABBV:

23.76%

Max Drawdown

CDUAF:

-47.92%

ABBV:

-45.09%

Current Drawdown

CDUAF:

-14.79%

ABBV:

-11.71%

Fundamentals

Market Cap

CDUAF:

$5.04B

ABBV:

$309.92B

EPS

CDUAF:

$1.10

ABBV:

$2.88

PE Ratio

CDUAF:

22.31

ABBV:

60.90

PEG Ratio

CDUAF:

0.00

ABBV:

0.42

Total Revenue (TTM)

CDUAF:

$3.74B

ABBV:

$55.53B

Gross Profit (TTM)

CDUAF:

$1.99B

ABBV:

$42.68B

EBITDA (TTM)

CDUAF:

$1.71B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, CDUAF achieves a 6.47% return, which is significantly lower than ABBV's 20.40% return. Over the past 10 years, CDUAF has underperformed ABBV with an annualized return of -0.03%, while ABBV has yielded a comparatively higher 15.09% annualized return.


CDUAF

YTD

6.47%

1M

-6.53%

6M

13.84%

1Y

7.68%

5Y*

1.08%

10Y*

-0.03%

ABBV

YTD

20.40%

1M

1.72%

6M

7.24%

1Y

20.43%

5Y*

20.00%

10Y*

15.09%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CDUAF vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) 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 CDUAF, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.86
The chart of Sortino ratio for CDUAF, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.18
The chart of Omega ratio for CDUAF, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.19
The chart of Calmar ratio for CDUAF, currently valued at 0.28, compared to the broader market0.002.004.006.000.281.07
The chart of Martin ratio for CDUAF, currently valued at 1.48, compared to the broader market0.0010.0020.001.482.91
CDUAF
ABBV

The current CDUAF Sharpe Ratio is 0.46, which is lower than the ABBV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CDUAF 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.86
CDUAF
ABBV

Dividends

CDUAF vs. ABBV - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 5.46%, more than ABBV's 3.44% yield.


TTM20232022202120202019201820172016201520142013
CDUAF
Canadian Utilities Limited
5.46%5.53%5.03%4.85%5.32%4.24%4.15%3.95%3.61%4.11%2.73%4.28%
ABBV
AbbVie Inc.
3.44%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

CDUAF vs. ABBV - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -47.92%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for CDUAF and ABBV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.79%
-11.71%
CDUAF
ABBV

Volatility

CDUAF vs. ABBV - Volatility Comparison

The current volatility for Canadian Utilities Limited (CDUAF) is 5.54%, while AbbVie Inc. (ABBV) has a volatility of 5.89%. This indicates that CDUAF 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.54%
5.89%
CDUAF
ABBV

Financials

CDUAF vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Canadian Utilities Limited 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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