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

Performance

ED vs. ABBV - Performance Comparison

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

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ED vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ED
Consolidated Edison, Inc.
14.85%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%
ABBV
AbbVie Inc.
-4.05%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Fundamentals

Market Cap

ED:

$40.99B

ABBV:

$385.83B

EPS

ED:

$5.59

ABBV:

$2.38

PE Ratio

ED:

20.26

ABBV:

91.23

PS Ratio

ED:

2.42

ABBV:

6.30

Total Revenue (TTM)

ED:

$16.92B

ABBV:

$61.16B

Gross Profit (TTM)

ED:

$10.49B

ABBV:

$44.85B

EBITDA (TTM)

ED:

$6.84B

ABBV:

$28.29B

Returns By Period

In the year-to-date period, ED achieves a 14.85% return, which is significantly higher than ABBV's -4.05% return. Over the past 10 years, ED has underperformed ABBV with an annualized return of 7.72%, while ABBV has yielded a comparatively higher 19.07% annualized return.


ED

1D
-0.19%
1M
0.59%
YTD
14.85%
6M
14.42%
1Y
5.76%
3Y*
9.45%
5Y*
12.69%
10Y*
7.72%

ABBV

1D
2.05%
1M
-6.29%
YTD
-4.05%
6M
-4.63%
1Y
7.29%
3Y*
15.00%
5Y*
19.40%
10Y*
19.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ED vs. ABBV — Risk / Return Rank

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

ED
ED Risk / Return Rank: 5050
Overall Rank
ED Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4545
Sortino Ratio Rank
ED Omega Ratio Rank: 4343
Omega Ratio Rank
ED Calmar Ratio Rank: 5555
Calmar Ratio Rank
ED Martin Ratio Rank: 5252
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 5050
Overall Rank
ABBV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 4444
Sortino Ratio Rank
ABBV Omega Ratio Rank: 4444
Omega Ratio Rank
ABBV Calmar Ratio Rank: 5656
Calmar Ratio Rank
ABBV Martin Ratio Rank: 5555
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.

ED vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) 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.


EDABBVDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.27

+0.05

Sortino ratio

Return per unit of downside risk

0.55

0.54

+0.01

Omega ratio

Gain probability vs. loss probability

1.07

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.53

0.53

0.00

Martin ratio

Return relative to average drawdown

0.87

1.17

-0.30

ED vs. ABBV - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.32, which is comparable to the ABBV Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of ED 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.


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Sharpe Ratios by Period


EDABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.27

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.86

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.74

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.74

-0.37

Correlation

The correlation between ED and ABBV is 0.21, 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.


Dividends

ED vs. ABBV - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.04%, which matches ABBV's 3.06% yield.


TTM20252024202320222021202020192018201720162015
ED
Consolidated Edison, Inc.
3.04%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%
ABBV
AbbVie Inc.
3.06%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%

Drawdowns

ED vs. ABBV - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ED and ABBV.


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Drawdown Indicators


EDABBVDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-45.09%

-33.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-16.74%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-21.92%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-45.09%

+14.18%

Current Drawdown

Current decline from peak

-1.97%

-9.64%

+7.67%

Average Drawdown

Average peak-to-trough decline

-13.27%

-10.70%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

8.12%

+0.56%

Volatility

ED vs. ABBV - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 4.86%, while AbbVie Inc. (ABBV) has a volatility of 7.57%. This indicates that ED 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


EDABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

7.57%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

19.03%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

27.12%

-8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

22.61%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

25.71%

-4.69%

Financials

ED vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, 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


5.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.00B
16.62B
(ED) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

ED vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Consolidated Edison, Inc. 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

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
51.5%
84.0%
Portfolio components
ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Consolidated Edison, Inc. reported a gross profit of 2.06B and revenue of 4.00B. Therefore, the gross margin over that period was 51.5%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported a gross profit of 13.96B and revenue of 16.62B. Therefore, the gross margin over that period was 84.0%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Consolidated Edison, Inc. reported an operating income of 483.00M and revenue of 4.00B, resulting in an operating margin of 12.1%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported an operating income of 5.81B and revenue of 16.62B, resulting in an operating margin of 35.0%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Consolidated Edison, Inc. reported a net income of 297.00M and revenue of 4.00B, resulting in a net margin of 7.4%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported a net income of 1.82B and revenue of 16.62B, resulting in a net margin of 10.9%.