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COLO-B.CO vs. ABBV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

COLO-B.CO vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Coloplast A/S (COLO-B.CO) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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COLO-B.CO vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COLO-B.CO
Coloplast A/S
-18.96%-27.73%4.47%-2.40%-27.80%26.10%14.67%39.66%25.89%6.74%
ABBV
AbbVie Inc.
-3.49%17.49%26.76%-2.98%31.75%42.13%16.73%3.84%3.94%40.54%
Different Trading Currencies

COLO-B.CO is traded in DKK, while ABBV is traded in USD. To make them comparable, the ABBV values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, COLO-B.CO achieves a -18.96% return, which is significantly lower than ABBV's -3.49% return. Over the past 10 years, COLO-B.CO has underperformed ABBV with an annualized return of 1.53%, while ABBV has yielded a comparatively higher 18.80% annualized return.


COLO-B.CO

1D
1.47%
1M
-8.29%
YTD
-18.96%
6M
-18.07%
1Y
-36.61%
3Y*
-18.68%
5Y*
-11.93%
10Y*
1.53%

ABBV

1D
-1.10%
1M
-7.55%
YTD
-3.49%
6M
-6.31%
1Y
1.96%
3Y*
12.29%
5Y*
19.70%
10Y*
18.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Coloplast A/S

AbbVie Inc.

Return for Risk

COLO-B.CO vs. ABBV — Risk / Return Rank

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

COLO-B.CO
COLO-B.CO Risk / Return Rank: 33
Overall Rank
COLO-B.CO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
COLO-B.CO Sortino Ratio Rank: 22
Sortino Ratio Rank
COLO-B.CO Omega Ratio Rank: 33
Omega Ratio Rank
COLO-B.CO Calmar Ratio Rank: 77
Calmar Ratio Rank
COLO-B.CO Martin Ratio Rank: 44
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 4747
Overall Rank
ABBV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 4343
Sortino Ratio Rank
ABBV Omega Ratio Rank: 4343
Omega Ratio Rank
ABBV Calmar Ratio Rank: 5050
Calmar Ratio Rank
ABBV Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COLO-B.CO vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coloplast A/S (COLO-B.CO) 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.


COLO-B.COABBVDifference

Sharpe ratio

Return per unit of total volatility

-1.44

0.03

-1.47

Sortino ratio

Return per unit of downside risk

-2.05

0.23

-2.28

Omega ratio

Gain probability vs. loss probability

0.75

1.03

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.90

-0.02

-0.88

Martin ratio

Return relative to average drawdown

-1.70

-0.05

-1.65

COLO-B.CO vs. ABBV - Sharpe Ratio Comparison

The current COLO-B.CO Sharpe Ratio is -1.44, which is lower than the ABBV Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of COLO-B.CO 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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Sharpe Ratios by Period


COLO-B.COABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.44

0.03

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.84

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.71

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.75

-0.23

Correlation

The correlation between COLO-B.CO and ABBV is 0.16, 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.


Dividends

COLO-B.CO vs. ABBV - Dividend Comparison

COLO-B.CO's dividend yield for the trailing twelve months is around 5.19%, more than ABBV's 3.09% yield.


TTM20252024202320222021202020192018201720162015
COLO-B.CO
Coloplast A/S
5.19%4.21%2.80%2.72%2.46%1.65%1.94%2.06%2.64%3.04%2.83%2.24%
ABBV
AbbVie Inc.
3.09%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%

Drawdowns

COLO-B.CO vs. ABBV - Drawdown Comparison

The maximum COLO-B.CO drawdown since its inception was -59.68%, which is greater than ABBV's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for COLO-B.CO and ABBV.


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Drawdown Indicators


COLO-B.COABBVDifference

Max Drawdown

Largest peak-to-trough decline

-59.68%

-45.09%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-41.04%

-16.31%

-24.73%

Max Drawdown (5Y)

Largest decline over 5 years

-59.68%

-21.92%

-37.76%

Max Drawdown (10Y)

Largest decline over 10 years

-59.68%

-45.09%

-14.59%

Current Drawdown

Current decline from peak

-57.56%

-10.68%

-46.88%

Average Drawdown

Average peak-to-trough decline

-12.20%

-10.70%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.75%

7.58%

+14.17%

Volatility

COLO-B.CO vs. ABBV - Volatility Comparison

Coloplast A/S (COLO-B.CO) has a higher volatility of 7.75% compared to AbbVie Inc. (ABBV) at 7.10%. This indicates that COLO-B.CO'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


COLO-B.COABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.10%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

18.41%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.64%

27.83%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

23.47%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.71%

26.46%

-1.75%

Financials

COLO-B.CO vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Coloplast A/S 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


Please note, different currencies. COLO-B.CO values in DKK, ABBV values in USD