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

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.


-0.50.00.51.00.2

Performance

COLO-B.CO vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-18.03%
-0.31%
COLO-B.CO
ABBV

Key characteristics

Sharpe Ratio

COLO-B.CO:

-0.22

ABBV:

0.62

Sortino Ratio

COLO-B.CO:

-0.16

ABBV:

0.94

Omega Ratio

COLO-B.CO:

0.98

ABBV:

1.14

Calmar Ratio

COLO-B.CO:

-0.17

ABBV:

0.81

Martin Ratio

COLO-B.CO:

-0.47

ABBV:

1.87

Ulcer Index

COLO-B.CO:

10.45%

ABBV:

8.21%

Daily Std Dev

COLO-B.CO:

21.58%

ABBV:

24.70%

Max Drawdown

COLO-B.CO:

-43.67%

ABBV:

-45.09%

Current Drawdown

COLO-B.CO:

-26.84%

ABBV:

-4.50%

Fundamentals

Market Cap

COLO-B.CO:

DKK 179.53B

ABBV:

$340.83B

EPS

COLO-B.CO:

DKK 21.72

ABBV:

$2.39

PE Ratio

COLO-B.CO:

36.68

ABBV:

80.70

PEG Ratio

COLO-B.CO:

2.70

ABBV:

2.59

Total Revenue (TTM)

COLO-B.CO:

DKK 27.45B

ABBV:

$41.23B

Gross Profit (TTM)

COLO-B.CO:

DKK 18.52B

ABBV:

$30.76B

EBITDA (TTM)

COLO-B.CO:

DKK 6.46B

ABBV:

$17.62B

Returns By Period

In the year-to-date period, COLO-B.CO achieves a 0.97% return, which is significantly lower than ABBV's 9.56% return. Over the past 10 years, COLO-B.CO has underperformed ABBV with an annualized return of 7.09%, while ABBV has yielded a comparatively higher 16.96% annualized return.


COLO-B.CO

YTD

0.97%

1M

-1.76%

6M

-13.37%

1Y

-8.91%

5Y*

-2.19%

10Y*

7.09%

ABBV

YTD

9.56%

1M

12.42%

6M

-0.31%

1Y

12.63%

5Y*

20.48%

10Y*

16.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

COLO-B.CO vs. ABBV — Risk-Adjusted Performance Rank

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

COLO-B.CO
The Risk-Adjusted Performance Rank of COLO-B.CO is 3131
Overall Rank
The Sharpe Ratio Rank of COLO-B.CO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of COLO-B.CO is 2626
Sortino Ratio Rank
The Omega Ratio Rank of COLO-B.CO is 2727
Omega Ratio Rank
The Calmar Ratio Rank of COLO-B.CO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of COLO-B.CO is 3535
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6464
Overall Rank
The Sharpe Ratio Rank of ABBV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6464
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.

COLO-B.CO vs. ABBV - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for COLO-B.CO, currently valued at -0.66, compared to the broader market-2.000.002.004.00-0.660.48
The chart of Sortino ratio for COLO-B.CO, currently valued at -0.78, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.780.77
The chart of Omega ratio for COLO-B.CO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.12
The chart of Calmar ratio for COLO-B.CO, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.62
The chart of Martin ratio for COLO-B.CO, currently valued at -1.14, compared to the broader market-10.000.0010.0020.0030.00-1.141.41
COLO-B.CO
ABBV

The current COLO-B.CO Sharpe Ratio is -0.22, which is lower than the ABBV Sharpe Ratio of 0.62. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.66
0.48
COLO-B.CO
ABBV

Dividends

COLO-B.CO vs. ABBV - Dividend Comparison

COLO-B.CO's dividend yield for the trailing twelve months is around 2.77%, less than ABBV's 3.26% yield.


TTM20242023202220212020201920182017201620152014
COLO-B.CO
Coloplast A/S
2.77%2.80%2.72%2.46%1.65%1.94%2.06%2.64%3.04%2.83%2.24%2.31%
ABBV
AbbVie Inc.
3.26%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

COLO-B.CO vs. ABBV - Drawdown Comparison

The maximum COLO-B.CO drawdown since its inception was -43.67%, roughly equal to the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for COLO-B.CO and ABBV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.21%
-4.50%
COLO-B.CO
ABBV

Volatility

COLO-B.CO vs. ABBV - Volatility Comparison

The current volatility for Coloplast A/S (COLO-B.CO) is 5.83%, while AbbVie Inc. (ABBV) has a volatility of 7.30%. This indicates that COLO-B.CO 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%SeptemberOctoberNovemberDecember2025February
5.83%
7.30%
COLO-B.CO
ABBV

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
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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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