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DHR vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DHRABT
YTD Return6.37%-1.96%
1Y Return19.83%0.25%
3Y Return (Ann)2.82%-2.74%
5Y Return (Ann)16.69%8.18%
10Y Return (Ann)23.44%12.95%
Sharpe Ratio0.89-0.05
Daily Std Dev22.65%17.90%
Max Drawdown-60.91%-45.62%
Current Drawdown-15.68%-20.89%

Fundamentals


DHRABT
Market Cap$174.41B$186.15B
EPS$5.65$3.21
PE Ratio41.6833.42
PEG Ratio3.135.99
Revenue (TTM)$23.89B$40.33B
Gross Profit (TTM)$18.95B$24.58B
EBITDA (TTM)$7.55B$10.34B

Correlation

-0.50.00.51.00.3

The correlation between DHR and ABT is 0.33, 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

DHR vs. ABT - Performance Comparison

In the year-to-date period, DHR achieves a 6.37% return, which is significantly higher than ABT's -1.96% return. Over the past 10 years, DHR has outperformed ABT with an annualized return of 23.44%, while ABT has yielded a comparatively lower 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
27.18%
14.82%
DHR
ABT

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Danaher Corporation

Abbott Laboratories

Risk-Adjusted Performance

DHR vs. ABT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) and Abbott Laboratories (ABT). 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.


DHR
Sharpe ratio
The chart of Sharpe ratio for DHR, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.004.000.89
Sortino ratio
The chart of Sortino ratio for DHR, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.47
Omega ratio
The chart of Omega ratio for DHR, currently valued at 1.17, compared to the broader market0.501.001.501.17
Calmar ratio
The chart of Calmar ratio for DHR, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for DHR, currently valued at 3.14, compared to the broader market0.0010.0020.0030.003.14
ABT
Sharpe ratio
The chart of Sharpe ratio for ABT, currently valued at -0.05, compared to the broader market-2.00-1.000.001.002.003.004.00-0.05
Sortino ratio
The chart of Sortino ratio for ABT, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06
Omega ratio
The chart of Omega ratio for ABT, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for ABT, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03
Martin ratio
The chart of Martin ratio for ABT, currently valued at -0.10, compared to the broader market0.0010.0020.0030.00-0.10

DHR vs. ABT - Sharpe Ratio Comparison

The current DHR Sharpe Ratio is 0.89, which is higher than the ABT Sharpe Ratio of -0.05. The chart below compares the 12-month rolling Sharpe Ratio of DHR and ABT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.89
-0.05
DHR
ABT

Dividends

DHR vs. ABT - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.41%, less than ABT's 1.98% yield.


TTM20232022202120202019201820172016201520142013
DHR
Danaher Corporation
0.41%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%
ABT
Abbott Laboratories
1.98%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%

Drawdowns

DHR vs. ABT - Drawdown Comparison

The maximum DHR drawdown since its inception was -60.91%, which is greater than ABT's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for DHR and ABT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-15.68%
-20.89%
DHR
ABT

Volatility

DHR vs. ABT - Volatility Comparison

Danaher Corporation (DHR) has a higher volatility of 8.56% compared to Abbott Laboratories (ABT) at 5.47%. This indicates that DHR's price experiences larger fluctuations and is considered to be riskier than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
8.56%
5.47%
DHR
ABT

Financials

DHR vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation and Abbott Laboratories. 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