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CVS vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CVS vs. ABBV - Performance Comparison

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

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Returns By Period

In the year-to-date period, CVS achieves a 29.83% return, which is significantly higher than ABBV's 2.32% return. Over the past 10 years, CVS has underperformed ABBV with an annualized return of 3.94%, while ABBV has yielded a comparatively higher 19.22% annualized return.


CVS

1D
3.03%
1M
8.62%
YTD
29.83%
6M
31.48%
1Y
57.74%
3Y*
17.81%
5Y*
7.38%
10Y*
3.94%

ABBV

1D
6.25%
1M
6.63%
YTD
2.32%
6M
2.58%
1Y
28.17%
3Y*
23.52%
5Y*
19.47%
10Y*
19.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVS vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVS
CVS Health Corporation
29.83%84.35%-40.77%-12.53%-7.63%54.87%-5.14%17.26%-7.04%-5.75%
ABBV
AbbVie Inc.
2.32%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Correlation

The correlation between CVS and ABBV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.36

The correlation between CVS and ABBV shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CVS:

$129.56B

ABBV:

$408.04B

EPS

CVS:

$2.30

ABBV:

$2.05

PE Ratio

CVS:

44.01

ABBV:

112.07

PS Ratio

CVS:

0.32

ABBV:

6.49

PB Ratio

CVS:

1.67

ABBV:

14.84

Total Revenue (TTM)

CVS:

$407.91B

ABBV:

$62.82B

Gross Profit (TTM)

CVS:

$56.59B

ABBV:

$46.15B

EBITDA (TTM)

CVS:

$9.99B

ABBV:

$17.96B

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Return for Risk

CVS vs. ABBV — Risk / Return Rank

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

CVS
CVS Risk / Return Rank: 8585
Overall Rank
CVS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8181
Sortino Ratio Rank
CVS Omega Ratio Rank: 8585
Omega Ratio Rank
CVS Calmar Ratio Rank: 8787
Calmar Ratio Rank
CVS Martin Ratio Rank: 8686
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 7171
Overall Rank
ABBV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 7171
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6969
Omega Ratio Rank
ABBV Calmar Ratio Rank: 7171
Calmar Ratio Rank
ABBV Martin Ratio Rank: 7171
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.

CVS vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) 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.


CVSABBVDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

3.53

1.63

+1.89

Martin ratioReturn relative to average drawdown

9.08

3.63

+5.44

CVS vs. ABBV - Sharpe Ratio Comparison

The current CVS Sharpe Ratio is 1.86, which is higher than the ABBV Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of CVS and ABBV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVS vs. ABBV - Drawdown Comparison

The maximum CVS drawdown since its inception was -64.07%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for CVS and ABBV.


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Drawdown Indicators


CVSABBVDifference

Max Drawdown

Largest peak-to-trough decline

-64.07%

-45.09%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-17.32%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-20.74%

-23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-56.79%

-21.92%

-34.87%

Max Drawdown (10Y)

Largest decline over 10 years

-56.79%

-45.09%

-11.70%

Current Drawdown

Current decline from peak

-0.65%

-3.65%

+3.00%

Average Drawdown

Average peak-to-trough decline

-19.53%

-10.71%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.38%

7.78%

-1.40%

Volatility

CVS vs. ABBV - Volatility Comparison

The current volatility for CVS Health Corporation (CVS) is 7.77%, while AbbVie Inc. (ABBV) has a volatility of 9.13%. This indicates that CVS 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.


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Volatility by Period


CVSABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

9.13%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

25.91%

19.02%

+6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

31.27%

25.21%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.01%

23.11%

+6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

25.83%

+3.51%

Dividends

CVS vs. ABBV - Dividend Comparison

CVS's dividend yield for the trailing twelve months is around 2.63%, less than ABBV's 2.93% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.93%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
CVS
CVS Health Corporation
2.63%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%

Financials

CVS vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between CVS Health Corporation 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


20.00B40.00B60.00B80.00B100.00B20222023202420252026
100.43B
15.00B
(CVS) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

CVS vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between CVS Health Corporation and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
15.6%
83.5%
Portfolio components
CVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

CVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.

CVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


CVS and ABBV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBV has higher volatility (9.13%) compared to CVS (7.77%). In terms of maximum drawdown, CVS dropped -64.07% vs ABBV's -45.09%.

CVS currently has the higher Sharpe Ratio (1.86 vs 1.12), 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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