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

Correlation

The correlation between FLIC and ABBV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

FLIC:

0.85

ABBV:

0.76

Sortino Ratio

FLIC:

1.32

ABBV:

1.13

Omega Ratio

FLIC:

1.16

ABBV:

1.17

Calmar Ratio

FLIC:

0.47

ABBV:

1.04

Martin Ratio

FLIC:

2.33

ABBV:

2.51

Ulcer Index

FLIC:

12.09%

ABBV:

8.55%

Daily Std Dev

FLIC:

36.39%

ABBV:

27.64%

Max Drawdown

FLIC:

-63.09%

ABBV:

-45.09%

Current Drawdown

FLIC:

-43.10%

ABBV:

-12.43%

Fundamentals

Market Cap

FLIC:

$287.80M

ABBV:

$336.23B

EPS

FLIC:

$0.72

ABBV:

$2.34

PE Ratio

FLIC:

17.63

ABBV:

81.23

PEG Ratio

FLIC:

2.89

ABBV:

0.41

PS Ratio

FLIC:

3.37

ABBV:

5.86

PB Ratio

FLIC:

0.71

ABBV:

236.44

Total Revenue (TTM)

FLIC:

$89.25M

ABBV:

$57.37B

Gross Profit (TTM)

FLIC:

$89.25M

ABBV:

$44.44B

EBITDA (TTM)

FLIC:

$19.03M

ABBV:

$16.33B

Returns By Period

In the year-to-date period, FLIC achieves a 10.92% return, which is significantly higher than ABBV's 7.78% return. Over the past 10 years, FLIC has underperformed ABBV with an annualized return of 1.09%, while ABBV has yielded a comparatively higher 15.81% annualized return.


FLIC

YTD

10.92%

1M

19.87%

6M

-7.25%

1Y

30.56%

5Y*

4.89%

10Y*

1.09%

ABBV

YTD

7.78%

1M

8.39%

6M

11.95%

1Y

20.81%

5Y*

20.83%

10Y*

15.81%

*Annualized

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Risk-Adjusted Performance

FLIC vs. ABBV — Risk-Adjusted Performance Rank

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

FLIC
The Risk-Adjusted Performance Rank of FLIC is 7474
Overall Rank
The Sharpe Ratio Rank of FLIC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FLIC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FLIC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FLIC is 7575
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7676
Overall Rank
The Sharpe Ratio Rank of ABBV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7676
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.

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.


The current FLIC Sharpe Ratio is 0.85, which is comparable to the ABBV Sharpe Ratio of 0.76. 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.


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Dividends

FLIC vs. ABBV - Dividend Comparison

FLIC's dividend yield for the trailing twelve months is around 6.60%, more than ABBV's 3.39% yield.


TTM20242023202220212020201920182017201620152014
FLIC
The First of Long Island Corporation
6.60%7.19%6.34%5.67%3.57%4.09%2.75%2.36%2.04%1.91%3.23%1.88%
ABBV
AbbVie Inc.
3.39%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

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.


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Volatility

FLIC vs. ABBV - Volatility Comparison

The current volatility for The First of Long Island Corporation (FLIC) is 7.58%, while AbbVie Inc. (ABBV) has a volatility of 9.73%. This indicates that FLIC 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.


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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


0.005.00B10.00B15.00B20212022202320242025
976.00K
13.34B
(FLIC) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items