PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSCO vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSCO vs. ABBV - Performance Comparison

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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.18%
14.62%
CSCO
ABBV

Returns By Period

In the year-to-date period, CSCO achieves a 19.67% return, which is significantly higher than ABBV's 18.36% return. Over the past 10 years, CSCO has underperformed ABBV with an annualized return of 11.34%, while ABBV has yielded a comparatively higher 14.61% annualized return.


CSCO

YTD

19.67%

1M

4.63%

6M

28.18%

1Y

25.01%

5Y (annualized)

8.55%

10Y (annualized)

11.34%

ABBV

YTD

18.36%

1M

-6.70%

6M

14.61%

1Y

32.28%

5Y (annualized)

20.15%

10Y (annualized)

14.61%

Fundamentals


CSCOABBV
Market Cap$229.20B$303.47B
EPS$2.35$2.87
PE Ratio24.4759.84
PEG Ratio2.570.41
Total Revenue (TTM)$52.98B$55.53B
Gross Profit (TTM)$34.39B$42.72B
EBITDA (TTM)$12.98B$25.57B

Key characteristics


CSCOABBV
Sharpe Ratio1.441.38
Sortino Ratio2.131.73
Omega Ratio1.281.29
Calmar Ratio1.081.70
Martin Ratio4.185.52
Ulcer Index6.16%5.88%
Daily Std Dev17.91%23.47%
Max Drawdown-89.26%-45.09%
Current Drawdown-1.06%-13.20%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between CSCO and ABBV is 0.34, 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.

Risk-Adjusted Performance

CSCO vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) 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 CSCO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.441.38
The chart of Sortino ratio for CSCO, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.131.73
The chart of Omega ratio for CSCO, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for CSCO, currently valued at 1.08, compared to the broader market0.002.004.006.001.081.70
The chart of Martin ratio for CSCO, currently valued at 4.18, compared to the broader market0.0010.0020.0030.004.185.52
CSCO
ABBV

The current CSCO Sharpe Ratio is 1.44, which is comparable to the ABBV Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CSCO 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.44
1.38
CSCO
ABBV

Dividends

CSCO vs. ABBV - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 2.72%, less than ABBV's 3.50% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
2.72%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
ABBV
AbbVie Inc.
3.50%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

CSCO vs. ABBV - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for CSCO and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.06%
-13.20%
CSCO
ABBV

Volatility

CSCO vs. ABBV - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 5.13%, while AbbVie Inc. (ABBV) has a volatility of 16.20%. This indicates that CSCO 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%JuneJulyAugustSeptemberOctoberNovember
5.13%
16.20%
CSCO
ABBV

Financials

CSCO vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, Inc. 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