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

Performance

EIX vs. ABBV - Performance Comparison

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

200.00%400.00%600.00%800.00%JuneJulyAugustSeptemberOctoberNovember
179.94%
662.87%
EIX
ABBV

Returns By Period

In the year-to-date period, EIX achieves a 20.79% return, which is significantly higher than ABBV's 10.36% return. Over the past 10 years, EIX has underperformed ABBV with an annualized return of 7.05%, while ABBV has yielded a comparatively higher 14.41% annualized return.


EIX

YTD

20.79%

1M

-2.05%

6M

11.88%

1Y

32.41%

5Y (annualized)

8.64%

10Y (annualized)

7.05%

ABBV

YTD

10.36%

1M

-12.64%

6M

0.86%

1Y

23.67%

5Y (annualized)

18.16%

10Y (annualized)

14.41%

Fundamentals


EIXABBV
Market Cap$32.04B$302.34B
EPS$3.42$2.88
PE Ratio24.2059.41
PEG Ratio1.370.40
Total Revenue (TTM)$17.32B$55.53B
Gross Profit (TTM)$6.50B$42.72B
EBITDA (TTM)$6.09B$26.35B

Key characteristics


EIXABBV
Sharpe Ratio1.891.05
Sortino Ratio2.691.37
Omega Ratio1.331.23
Calmar Ratio2.821.27
Martin Ratio7.564.51
Ulcer Index4.46%5.39%
Daily Std Dev17.89%23.17%
Max Drawdown-72.18%-45.09%
Current Drawdown-3.75%-19.07%

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Correlation

-0.50.00.51.00.2

The correlation between EIX and ABBV is 0.22, 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

EIX vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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.


Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.001.891.05
The chart of Sortino ratio for EIX, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.691.37
The chart of Omega ratio for EIX, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.23
The chart of Calmar ratio for EIX, currently valued at 2.82, compared to the broader market0.002.004.006.002.821.27
The chart of Martin ratio for EIX, currently valued at 7.56, compared to the broader market0.0010.0020.0030.007.564.51
EIX
ABBV

The current EIX Sharpe Ratio is 1.89, which is higher than the ABBV Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EIX 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.89
1.05
EIX
ABBV

Dividends

EIX vs. ABBV - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 3.73%, which matches ABBV's 3.76% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
3.73%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%
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

EIX vs. ABBV - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for EIX and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.75%
-19.07%
EIX
ABBV

Volatility

EIX vs. ABBV - Volatility Comparison

The current volatility for Edison International (EIX) is 5.27%, while AbbVie Inc. (ABBV) has a volatility of 15.61%. This indicates that EIX 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.27%
15.61%
EIX
ABBV

Financials

EIX vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Edison International 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


Values in USD except per share items