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

Correlation

The correlation between FLIC and ABBV is 0.21, 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

FLIC vs. ABBV - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
47.30%
711.84%
FLIC
ABBV

Key characteristics

Sharpe Ratio

FLIC:

-0.02

ABBV:

0.84

Sortino Ratio

FLIC:

0.23

ABBV:

1.16

Omega Ratio

FLIC:

1.03

ABBV:

1.19

Calmar Ratio

FLIC:

-0.01

ABBV:

1.05

Martin Ratio

FLIC:

-0.04

ABBV:

2.88

Ulcer Index

FLIC:

15.39%

ABBV:

6.95%

Daily Std Dev

FLIC:

35.72%

ABBV:

23.75%

Max Drawdown

FLIC:

-63.09%

ABBV:

-45.09%

Current Drawdown

FLIC:

-46.51%

ABBV:

-13.88%

Fundamentals

Market Cap

FLIC:

$302.09M

ABBV:

$309.92B

EPS

FLIC:

$0.87

ABBV:

$2.88

PE Ratio

FLIC:

15.40

ABBV:

60.90

PEG Ratio

FLIC:

2.89

ABBV:

0.42

Total Revenue (TTM)

FLIC:

$142.53M

ABBV:

$55.53B

Gross Profit (TTM)

FLIC:

$159.37M

ABBV:

$42.68B

EBITDA (TTM)

FLIC:

$20.60M

ABBV:

$24.24B

Returns By Period

In the year-to-date period, FLIC achieves a -1.02% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, FLIC has underperformed ABBV with an annualized return of -0.20%, while ABBV has yielded a comparatively higher 15.26% annualized return.


FLIC

YTD

-1.02%

1M

-8.62%

6M

32.34%

1Y

-2.14%

5Y*

-8.69%

10Y*

-0.20%

ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

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Risk-Adjusted Performance

FLIC vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The First of Long Island Corporation (FLIC) 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 FLIC, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.020.84
The chart of Sortino ratio for FLIC, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.231.16
The chart of Omega ratio for FLIC, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.19
The chart of Calmar ratio for FLIC, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.011.05
The chart of Martin ratio for FLIC, currently valued at -0.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.042.88
FLIC
ABBV

The current FLIC Sharpe Ratio is -0.02, which is lower than the ABBV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLIC 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
0.84
FLIC
ABBV

Dividends

FLIC vs. ABBV - Dividend Comparison

FLIC's dividend yield for the trailing twelve months is around 6.77%, more than ABBV's 3.53% yield.


TTM20232022202120202019201820172016201520142013
FLIC
The First of Long Island Corporation
6.77%6.34%5.67%3.57%4.09%2.75%2.36%2.04%1.91%3.23%1.88%2.38%
ABBV
AbbVie Inc.
3.53%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

FLIC vs. ABBV - Drawdown Comparison

The maximum FLIC drawdown since its inception was -63.09%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for FLIC and ABBV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.51%
-13.88%
FLIC
ABBV

Volatility

FLIC vs. ABBV - Volatility Comparison

The First of Long Island Corporation (FLIC) has a higher volatility of 11.27% compared to AbbVie Inc. (ABBV) at 6.74%. This indicates that FLIC'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%JulyAugustSeptemberOctoberNovemberDecember
11.27%
6.74%
FLIC
ABBV

Financials

FLIC vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between The First of Long Island Corporation 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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