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DFS vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

Performance

DFS vs. ABBV - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember
35.04%
7.17%
DFS
ABBV

Key characteristics

Sharpe Ratio

DFS:

1.49

ABBV:

0.76

Sortino Ratio

DFS:

2.48

ABBV:

1.07

Omega Ratio

DFS:

1.32

ABBV:

1.17

Calmar Ratio

DFS:

2.34

ABBV:

0.95

Martin Ratio

DFS:

10.85

ABBV:

2.52

Ulcer Index

DFS:

5.20%

ABBV:

7.17%

Daily Std Dev

DFS:

37.85%

ABBV:

23.85%

Max Drawdown

DFS:

-81.74%

ABBV:

-45.09%

Current Drawdown

DFS:

-5.60%

ABBV:

-13.57%

Fundamentals

Market Cap

DFS:

$43.86B

ABBV:

$314.57B

EPS

DFS:

$14.65

ABBV:

$2.87

PE Ratio

DFS:

11.92

ABBV:

62.02

PEG Ratio

DFS:

4.43

ABBV:

0.43

Total Revenue (TTM)

DFS:

$21.01B

ABBV:

$55.53B

Gross Profit (TTM)

DFS:

$21.01B

ABBV:

$42.68B

EBITDA (TTM)

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

YTD

56.61%

1M

-5.48%

6M

30.92%

1Y

56.61%

5Y*

18.04%

10Y*

12.68%

ABBV

YTD

17.86%

1M

-3.68%

6M

5.21%

1Y

17.86%

5Y*

19.84%

10Y*

15.04%

*Annualized

Compare stocks, funds, or ETFs

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Discover Financial Services

AbbVie Inc.

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.


The chart of Sharpe ratio for DFS, currently valued at 1.49, compared to the broader market-4.00-2.000.002.001.490.76
The chart of Sortino ratio for DFS, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.002.481.07
The chart of Omega ratio for DFS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.17
The chart of Calmar ratio for DFS, currently valued at 2.34, compared to the broader market0.002.004.006.002.340.95
The chart of Martin ratio for DFS, currently valued at 10.85, compared to the broader market0.005.0010.0015.0020.0025.0010.852.52
DFS
ABBV

The current DFS Sharpe Ratio is 1.49, which is higher than the ABBV Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DFS 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
1.49
0.76
DFS
ABBV

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.


TTM2023202220212020201920182017201620152014
DFS
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%
ABBV
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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-5.60%
-13.57%
DFS
ABBV

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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
6.00%
5.40%
DFS
ABBV

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00B16.00B2020AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
3.76B
14.46B
(DFS) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

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