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

Key characteristics


EIXABBV
YTD Return-0.75%4.96%
1Y Return-0.33%11.57%
3Y Return (Ann)11.05%17.34%
5Y Return (Ann)6.49%20.26%
10Y Return (Ann)6.00%16.74%
Sharpe Ratio0.020.13
Daily Std Dev20.94%20.17%
Max Drawdown-72.18%-45.09%
Current Drawdown-3.03%-11.53%

Fundamentals


EIXABBV
Market Cap$26.90B$294.65B
EPS$3.11$2.71
PE Ratio22.4961.41
PEG Ratio0.730.45
Revenue (TTM)$16.34B$54.32B
Gross Profit (TTM)$9.41B$41.53B
EBITDA (TTM)$5.97B$26.36B

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.

Performance

EIX vs. ABBV - Performance Comparison

In the year-to-date period, EIX achieves a -0.75% return, which is significantly lower than ABBV's 4.96% return. Over the past 10 years, EIX has underperformed ABBV with an annualized return of 6.00%, while ABBV has yielded a comparatively higher 16.74% 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
15.81%
17.07%
EIX
ABBV

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Edison International

AbbVie Inc.

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.


EIX
Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.004.000.02
Sortino ratio
The chart of Sortino ratio for EIX, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.006.000.19
Omega ratio
The chart of Omega ratio for EIX, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for EIX, currently valued at 0.03, compared to the broader market0.002.004.006.000.03
Martin ratio
The chart of Martin ratio for EIX, currently valued at 0.06, compared to the broader market0.0010.0020.0030.000.06
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.13, compared to the broader market-2.00-1.000.001.002.003.004.000.13
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.006.000.30
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 0.44, compared to the broader market0.0010.0020.0030.000.44

EIX vs. ABBV - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 0.02, which is lower than the ABBV Sharpe Ratio of 0.13. The chart below compares the 12-month rolling Sharpe Ratio of EIX and ABBV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.02
0.13
EIX
ABBV

Dividends

EIX vs. ABBV - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.33%, more than ABBV's 3.80% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
4.33%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%2.26%2.95%
ABBV
AbbVie Inc.
3.80%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.03%
-11.53%
EIX
ABBV

Volatility

EIX vs. ABBV - Volatility Comparison

The current volatility for Edison International (EIX) is 5.73%, while AbbVie Inc. (ABBV) has a volatility of 8.22%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.73%
8.22%
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