DFS vs. ABBV
Compare and contrast key facts about Discover Financial Services (DFS) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFS or ABBV.
Correlation
The correlation between DFS and ABBV is 0.27, 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.
Performance
DFS vs. ABBV - Performance Comparison
Key characteristics
DFS:
1.49
ABBV:
0.76
DFS:
2.48
ABBV:
1.07
DFS:
1.32
ABBV:
1.17
DFS:
2.34
ABBV:
0.95
DFS:
10.85
ABBV:
2.52
DFS:
5.20%
ABBV:
7.17%
DFS:
37.85%
ABBV:
23.85%
DFS:
-81.74%
ABBV:
-45.09%
DFS:
-5.60%
ABBV:
-13.57%
Fundamentals
DFS:
$43.86B
ABBV:
$314.57B
DFS:
$14.65
ABBV:
$2.87
DFS:
11.92
ABBV:
62.02
DFS:
4.43
ABBV:
0.43
DFS:
$21.01B
ABBV:
$55.53B
DFS:
$21.01B
ABBV:
$42.68B
DFS:
$4.04B
ABBV:
$24.24B
Returns By Period
In the year-to-date period, DFS achieves a 56.61% return, which is significantly higher than ABBV's 17.86% return. Over the past 10 years, DFS has underperformed ABBV with an annualized return of 12.68%, while ABBV has yielded a comparatively higher 15.04% annualized return.
DFS
56.61%
-5.48%
30.92%
56.61%
18.04%
12.68%
ABBV
17.86%
-3.68%
5.21%
17.86%
19.84%
15.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DFS vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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.
Dividends
DFS vs. ABBV - Dividend Comparison
DFS's dividend yield for the trailing twelve months is around 1.62%, less than ABBV's 3.52% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Discover Financial Services | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% |
AbbVie Inc. | 3.52% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
Drawdowns
DFS vs. ABBV - Drawdown Comparison
The maximum DFS drawdown since its inception was -81.74%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for DFS and ABBV. For additional features, visit the drawdowns tool.
Volatility
DFS vs. ABBV - Volatility Comparison
Discover Financial Services (DFS) has a higher volatility of 6.00% compared to AbbVie Inc. (ABBV) at 5.40%. This indicates that DFS'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.
Financials
DFS vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Discover Financial Services 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
User Portfolios with DFS or ABBV
Recent discussions
Filtering portfolio screening columns
Bee Zee
Uploading brokerage portfolios
Hi Guys,
Is there a way to upload or view and analyse broker portfolios in Portfolio Lab ? It would be a very useful feature.
Thanks
Kaushik Banerjee
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas