CODI vs. ABBV
CODI (Compass Diversified) and ABBV (AbbVie Inc.) are both stocks. CODI operates in Conglomerates (Industrials), while ABBV operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CODI returned 0.82%/yr vs 18.94%/yr for ABBV. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
CODI vs. ABBV - Performance Comparison
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Returns By Period
In the year-to-date period, CODI achieves a 110.00% return, which is significantly higher than ABBV's 12.42% return. Over the past 10 years, CODI has underperformed ABBV with an annualized return of 0.82%, while ABBV has yielded a comparatively higher 18.94% annualized return.
CODI
- 1D
- 0.30%
- 1M
- -5.00%
- 6M
- 53.42%
- YTD
- 110.00%
- 1Y
- 57.99%
- 3Y*
- -21.15%
- 5Y*
- -13.08%
- 10Y*
- 0.82%
- ALL TIME*
- 5.80%
ABBV
- 1D
- -2.51%
- 1M
- -3.20%
- 6M
- 14.27%
- YTD
- 12.42%
- 1Y
- 32.53%
- 3Y*
- 23.28%
- 5Y*
- 20.99%
- 10Y*
- 18.94%
- ALL TIME*
- 20.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ABBV AbbVie Inc. | $1.40B | $1.53B | $1.60B |
| $4.59M | $6.43M | $9.33M |
CODI vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CODI Compass Diversified | 110.00% | -78.64% | 7.53% | 29.38% | -37.72% | 71.52% | -15.53% | 116.86% | -20.11% | 2.77% |
ABBV AbbVie Inc. | 12.42% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
Correlation
The correlation between CODI and ABBV is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.17 |
The correlation between CODI and ABBV shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CODI:
$758.38M
ABBV:
$443.24B
CODI:
-$3.02
ABBV:
$2.05
CODI:
0.41
ABBV:
7.08
CODI:
1.89
ABBV:
16.19
CODI:
$1.85B
ABBV:
$62.82B
CODI:
$714.56M
ABBV:
$46.15B
CODI:
-$10.06M
ABBV:
$17.96B
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Return for Risk
CODI vs. ABBV — Risk / Return Rank
CODI
ABBV
CODI vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Diversified (CODI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CODI | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.14 | -0.88 |
| Martin ratioReturn relative to average drawdown | 2.70 | 4.73 | -2.03 |
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Drawdowns
CODI vs. ABBV - Drawdown Comparison
The maximum CODI drawdown since its inception was -83.30%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for CODI and ABBV.
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Drawdown Indicators
| CODI | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.30% | -45.09% | -38.21% |
Max Drawdown (1Y)Largest decline over 1 year | -45.93% | -17.32% | -28.61% |
Max Drawdown (3Y)Largest decline over 3 years | -80.32% | -20.74% | -59.58% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -21.92% | -61.38% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -45.09% | -38.21% |
Current DrawdownCurrent decline from peak | -63.80% | -4.69% | -59.11% |
Average DrawdownAverage peak-to-trough decline | -17.58% | -10.64% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.44% | 7.81% | +13.63% |
Volatility
CODI vs. ABBV - Volatility Comparison
Compass Diversified (CODI) has a higher volatility of 13.96% compared to AbbVie Inc. (ABBV) at 8.35%. This indicates that CODI'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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Volatility by Period
| CODI | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.96% | 8.35% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 42.61% | 19.56% | +23.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.87% | 26.14% | +43.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.25% | 23.46% | +28.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.64% | 25.92% | +16.72% |
Dividends
CODI vs. ABBV - Dividend Comparison
CODI has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 2.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.72% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
CODI Compass Diversified | 0.00% | 10.42% | 4.33% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% |
Financials
CODI vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Compass Diversified 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.
Total Revenue: Total amount of money received from sales and other business activities
CODI vs. ABBV - Profitability Comparison
CODI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Compass Diversified reported a gross profit of 189.36M and revenue of 426.86M. Therefore, the gross margin over that period was 44.4%.
ABBV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.
CODI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Compass Diversified reported an operating income of -1.93M and revenue of 426.86M, resulting in an operating margin of -0.5%.
ABBV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.
CODI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Compass Diversified reported a net income of -30.76M and revenue of 426.86M, resulting in a net margin of -7.2%.
ABBV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.
Frequently Asked Questions
CODI and ABBV have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CODI has higher volatility (13.96%) compared to ABBV (8.35%). In terms of maximum drawdown, CODI dropped -83.30% vs ABBV's -45.09%.
ABBV currently has the higher Sharpe Ratio (1.42 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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