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

Correlation

The correlation between EVR and ABBV is 0.26, 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.


-0.50.00.51.00.3

Performance

EVR vs. ABBV - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
42.33%
6.28%
EVR
ABBV

Key characteristics

Sharpe Ratio

EVR:

2.04

ABBV:

0.89

Sortino Ratio

EVR:

2.92

ABBV:

1.22

Omega Ratio

EVR:

1.37

ABBV:

1.20

Calmar Ratio

EVR:

4.63

ABBV:

1.11

Martin Ratio

EVR:

15.97

ABBV:

3.03

Ulcer Index

EVR:

4.10%

ABBV:

6.99%

Daily Std Dev

EVR:

32.11%

ABBV:

23.79%

Max Drawdown

EVR:

-81.49%

ABBV:

-45.09%

Current Drawdown

EVR:

-12.69%

ABBV:

-12.50%

Fundamentals

Market Cap

EVR:

$11.05B

ABBV:

$309.92B

EPS

EVR:

$7.79

ABBV:

$2.88

PE Ratio

EVR:

37.25

ABBV:

60.90

PEG Ratio

EVR:

1.13

ABBV:

0.42

Total Revenue (TTM)

EVR:

$2.81B

ABBV:

$55.53B

Gross Profit (TTM)

EVR:

$2.25B

ABBV:

$42.68B

EBITDA (TTM)

EVR:

$480.71M

ABBV:

$24.24B

Returns By Period

In the year-to-date period, EVR achieves a 63.15% return, which is significantly higher than ABBV's 19.33% return. Over the past 10 years, EVR has outperformed ABBV with an annualized return of 20.66%, while ABBV has yielded a comparatively lower 14.99% annualized return.


EVR

YTD

63.15%

1M

-11.39%

6M

40.65%

1Y

65.04%

5Y*

32.48%

10Y*

20.66%

ABBV

YTD

19.33%

1M

0.81%

6M

5.06%

1Y

19.35%

5Y*

19.78%

10Y*

14.99%

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Risk-Adjusted Performance

EVR vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evercore Inc. (EVR) 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 EVR, currently valued at 2.04, compared to the broader market-4.00-2.000.002.002.040.89
The chart of Sortino ratio for EVR, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.002.921.22
The chart of Omega ratio for EVR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.20
The chart of Calmar ratio for EVR, currently valued at 4.63, compared to the broader market0.002.004.006.004.631.11
The chart of Martin ratio for EVR, currently valued at 15.97, compared to the broader market-5.000.005.0010.0015.0020.0025.0015.973.03
EVR
ABBV

The current EVR Sharpe Ratio is 2.04, which is higher than the ABBV Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of EVR 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.04
0.89
EVR
ABBV

Dividends

EVR vs. ABBV - Dividend Comparison

EVR's dividend yield for the trailing twelve months is around 1.15%, less than ABBV's 3.48% yield.


TTM20232022202120202019201820172016201520142013
EVR
Evercore Inc.
1.15%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%1.97%1.52%
ABBV
AbbVie Inc.
3.48%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

EVR vs. ABBV - Drawdown Comparison

The maximum EVR drawdown since its inception was -81.49%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for EVR and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.69%
-12.50%
EVR
ABBV

Volatility

EVR vs. ABBV - Volatility Comparison

Evercore Inc. (EVR) has a higher volatility of 8.08% compared to AbbVie Inc. (ABBV) at 6.53%. This indicates that EVR'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.08%
6.53%
EVR
ABBV

Financials

EVR vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Evercore 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


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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