ED vs. ABBV
Compare and contrast key facts about Consolidated Edison, Inc. (ED) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ED or ABBV.
Performance
ED vs. ABBV - Performance Comparison
Returns By Period
In the year-to-date period, ED achieves a 9.75% return, which is significantly lower than ABBV's 10.36% return. Over the past 10 years, ED has underperformed ABBV with an annualized return of 8.43%, while ABBV has yielded a comparatively higher 14.41% annualized return.
ED
9.75%
-8.89%
1.00%
9.28%
5.95%
8.43%
ABBV
10.36%
-12.64%
0.86%
23.67%
18.16%
14.41%
Fundamentals
| ED | ABBV | |
|---|---|---|
| Market Cap | $33.62B | $302.34B |
| EPS | $5.32 | $2.88 |
| PE Ratio | 18.24 | 59.41 |
| PEG Ratio | 8.36 | 0.40 |
| Total Revenue (TTM) | $10.94B | $55.53B |
| Gross Profit (TTM) | $6.20B | $42.72B |
| EBITDA (TTM) | $3.72B | $26.35B |
Key characteristics
| ED | ABBV | |
|---|---|---|
| Sharpe Ratio | 0.63 | 1.05 |
| Sortino Ratio | 0.98 | 1.37 |
| Omega Ratio | 1.12 | 1.23 |
| Calmar Ratio | 0.93 | 1.27 |
| Martin Ratio | 2.43 | 4.51 |
| Ulcer Index | 4.23% | 5.39% |
| Daily Std Dev | 16.41% | 23.17% |
| Max Drawdown | -74.02% | -45.09% |
| Current Drawdown | -9.43% | -19.07% |
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Correlation
The correlation between ED and ABBV is 0.20, 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.
Risk-Adjusted Performance
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.
Dividends
ED vs. ABBV - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.44%, less than ABBV's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 3.44% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
ABBV AbbVie Inc. | 3.76% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
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.
Volatility
ED vs. ABBV - Volatility Comparison
The current volatility for Consolidated Edison, Inc. (ED) is 4.83%, while AbbVie Inc. (ABBV) has a volatility of 15.61%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities