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

Correlation

The correlation between FRT and ABBV is 0.25, 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

FRT vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Realty Investment Trust (FRT) 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%AugustSeptemberOctoberNovemberDecember2025
51.35%
700.73%
FRT
ABBV

Key characteristics

Sharpe Ratio

FRT:

0.53

ABBV:

0.41

Sortino Ratio

FRT:

0.83

ABBV:

0.66

Omega Ratio

FRT:

1.10

ABBV:

1.10

Calmar Ratio

FRT:

0.39

ABBV:

0.51

Martin Ratio

FRT:

2.71

ABBV:

1.26

Ulcer Index

FRT:

3.52%

ABBV:

7.72%

Daily Std Dev

FRT:

17.97%

ABBV:

23.80%

Max Drawdown

FRT:

-57.42%

ABBV:

-45.09%

Current Drawdown

FRT:

-14.83%

ABBV:

-15.05%

Fundamentals

Market Cap

FRT:

$9.02B

ABBV:

$303.17B

EPS

FRT:

$3.44

ABBV:

$2.87

PE Ratio

FRT:

30.64

ABBV:

59.78

PEG Ratio

FRT:

4.35

ABBV:

0.41

Total Revenue (TTM)

FRT:

$891.01M

ABBV:

$41.23B

Gross Profit (TTM)

FRT:

$516.11M

ABBV:

$30.76B

EBITDA (TTM)

FRT:

$618.52M

ABBV:

$17.62B

Returns By Period

In the year-to-date period, FRT achieves a -4.93% return, which is significantly lower than ABBV's -2.54% return. Over the past 10 years, FRT has underperformed ABBV with an annualized return of 0.52%, while ABBV has yielded a comparatively higher 15.32% annualized return.


FRT

YTD

-4.93%

1M

-2.84%

6M

-1.86%

1Y

9.12%

5Y*

0.09%

10Y*

0.52%

ABBV

YTD

-2.54%

1M

0.97%

6M

1.31%

1Y

7.92%

5Y*

19.25%

10Y*

15.32%

*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

FRT vs. ABBV — Risk-Adjusted Performance Rank

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

FRT
The Risk-Adjusted Performance Rank of FRT is 6262
Overall Rank
The Sharpe Ratio Rank of FRT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FRT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FRT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FRT is 7171
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 5858
Overall Rank
The Sharpe Ratio Rank of ABBV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6060
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.

FRT vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) 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 FRT, currently valued at 0.53, compared to the broader market-2.000.002.004.000.530.41
The chart of Sortino ratio for FRT, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.66
The chart of Omega ratio for FRT, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.10
The chart of Calmar ratio for FRT, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.51
The chart of Martin ratio for FRT, currently valued at 2.71, compared to the broader market-10.000.0010.0020.0030.002.711.26
FRT
ABBV

The current FRT Sharpe Ratio is 0.53, which is comparable to the ABBV Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FRT 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.53
0.41
FRT
ABBV

Dividends

FRT vs. ABBV - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 4.16%, more than ABBV's 3.67% yield.


TTM20242023202220212020201920182017201620152014
FRT
Federal Realty Investment Trust
4.16%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
ABBV
AbbVie Inc.
3.67%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

FRT vs. ABBV - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for FRT and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.83%
-15.05%
FRT
ABBV

Volatility

FRT vs. ABBV - Volatility Comparison

Federal Realty Investment Trust (FRT) has a higher volatility of 7.03% compared to AbbVie Inc. (ABBV) at 5.76%. This indicates that FRT'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%AugustSeptemberOctoberNovemberDecember2025
7.03%
5.76%
FRT
ABBV

Financials

FRT vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Federal Realty Investment Trust 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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