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

Correlation

The correlation between ED and ABBV is 0.23, 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

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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Key characteristics

Sharpe Ratio

ED:

0.71

ABBV:

0.71

Sortino Ratio

ED:

1.19

ABBV:

0.97

Omega Ratio

ED:

1.14

ABBV:

1.15

Calmar Ratio

ED:

0.82

ABBV:

0.85

Martin Ratio

ED:

1.98

ABBV:

2.09

Ulcer Index

ED:

7.23%

ABBV:

8.49%

Daily Std Dev

ED:

19.25%

ABBV:

27.46%

Max Drawdown

ED:

-74.02%

ABBV:

-45.09%

Current Drawdown

ED:

-4.96%

ABBV:

-14.01%

Fundamentals

Market Cap

ED:

$38.82B

ABBV:

$328.29B

EPS

ED:

$5.41

ABBV:

$2.34

PE Ratio

ED:

19.90

ABBV:

78.89

PEG Ratio

ED:

3.70

ABBV:

0.39

PS Ratio

ED:

2.46

ABBV:

5.72

PB Ratio

ED:

1.63

ABBV:

229.63

Total Revenue (TTM)

ED:

$15.78B

ABBV:

$57.37B

Gross Profit (TTM)

ED:

$8.87B

ABBV:

$44.44B

EBITDA (TTM)

ED:

$5.66B

ABBV:

$16.33B

Returns By Period

In the year-to-date period, ED achieves a 21.76% return, which is significantly higher than ABBV's 5.83% return. Over the past 10 years, ED has underperformed ABBV with an annualized return of 9.96%, while ABBV has yielded a comparatively higher 15.72% annualized return.


ED

YTD

21.76%

1M

-0.57%

6M

11.67%

1Y

14.05%

5Y*

12.30%

10Y*

9.96%

ABBV

YTD

5.83%

1M

6.95%

6M

-5.73%

1Y

19.02%

5Y*

20.92%

10Y*

15.72%

*Annualized

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Risk-Adjusted Performance

ED vs. ABBV — Risk-Adjusted Performance Rank

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

ED
The Risk-Adjusted Performance Rank of ED is 7474
Overall Rank
The Sharpe Ratio Rank of ED is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ED is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ED is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ED is 7373
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7373
Overall Rank
The Sharpe Ratio Rank of ABBV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ED vs. ABBV - Risk-Adjusted Performance 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.


The current ED Sharpe Ratio is 0.71, which is comparable to the ABBV Sharpe Ratio of 0.71. 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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Dividends

ED vs. ABBV - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.10%, less than ABBV's 3.46% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.10%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
ABBV
AbbVie Inc.
3.46%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

ED vs. ABBV - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, 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. For additional features, visit the drawdowns tool.


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Volatility

ED vs. ABBV - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 6.26%, while AbbVie Inc. (ABBV) has a volatility of 9.90%. 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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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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
4.80B
13.34B
(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

40.0%50.0%60.0%70.0%80.0%20212022202320242025
54.9%
83.9%
(ED) Gross Margin
(ABBV) Gross Margin
ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported a gross profit of 2.64B and revenue of 4.80B. Therefore, the gross margin over that period was 54.9%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported an operating income of 1.13B and revenue of 4.80B, resulting in an operating margin of 23.5%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported a net income of 791.00M and revenue of 4.80B, resulting in a net margin of 16.5%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.