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

Correlation

The correlation between EPD 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.


-0.50.00.51.00.2

Performance

EPD vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enterprise Products Partners L.P. (EPD) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.11%
4.59%
EPD
ABBV

Key characteristics

Sharpe Ratio

EPD:

2.52

ABBV:

0.46

Sortino Ratio

EPD:

3.56

ABBV:

0.73

Omega Ratio

EPD:

1.46

ABBV:

1.11

Calmar Ratio

EPD:

2.96

ABBV:

0.58

Martin Ratio

EPD:

10.74

ABBV:

1.45

Ulcer Index

EPD:

3.19%

ABBV:

7.60%

Daily Std Dev

EPD:

13.62%

ABBV:

23.69%

Max Drawdown

EPD:

-58.78%

ABBV:

-45.09%

Current Drawdown

EPD:

-2.85%

ABBV:

-13.89%

Fundamentals

Market Cap

EPD:

$72.51B

ABBV:

$310.22B

EPS

EPD:

$2.66

ABBV:

$2.86

PE Ratio

EPD:

12.58

ABBV:

61.38

PEG Ratio

EPD:

3.24

ABBV:

0.41

Total Revenue (TTM)

EPD:

$41.89B

ABBV:

$41.23B

Gross Profit (TTM)

EPD:

$5.18B

ABBV:

$30.76B

EBITDA (TTM)

EPD:

$7.27B

ABBV:

$17.62B

Returns By Period

In the year-to-date period, EPD achieves a 6.66% return, which is significantly higher than ABBV's -1.21% return. Over the past 10 years, EPD has underperformed ABBV with an annualized return of 6.89%, while ABBV has yielded a comparatively higher 15.15% annualized return.


EPD

YTD

6.66%

1M

3.91%

6M

17.11%

1Y

33.20%

5Y*

11.39%

10Y*

6.89%

ABBV

YTD

-1.21%

1M

1.26%

6M

4.59%

1Y

11.00%

5Y*

19.25%

10Y*

15.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EPD vs. ABBV — Risk-Adjusted Performance Rank

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

EPD
The Risk-Adjusted Performance Rank of EPD is 9595
Overall Rank
The Sharpe Ratio Rank of EPD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 9393
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6464
Overall Rank
The Sharpe Ratio Rank of ABBV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6565
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.

EPD vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) 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 EPD, currently valued at 2.44, compared to the broader market-2.000.002.002.440.46
The chart of Sortino ratio for EPD, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.003.470.73
The chart of Omega ratio for EPD, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.11
The chart of Calmar ratio for EPD, currently valued at 2.87, compared to the broader market0.002.004.006.002.870.58
The chart of Martin ratio for EPD, currently valued at 10.40, compared to the broader market0.0010.0020.0010.401.45
EPD
ABBV

The current EPD Sharpe Ratio is 2.52, which is higher than the ABBV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EPD 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.44
0.46
EPD
ABBV

Dividends

EPD vs. ABBV - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.22%, more than ABBV's 3.58% yield.


TTM20242023202220212020201920182017201620152014
EPD
Enterprise Products Partners L.P.
6.22%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%
ABBV
AbbVie Inc.
3.58%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

EPD vs. ABBV - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for EPD and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.85%
-13.89%
EPD
ABBV

Volatility

EPD vs. ABBV - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 5.80% compared to AbbVie Inc. (ABBV) at 5.32%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.80%
5.32%
EPD
ABBV

Financials

EPD vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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