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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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.71%
1.37%
FRT
ABBV

Key characteristics

Sharpe Ratio

FRT:

0.53

ABBV:

0.67

Sortino Ratio

FRT:

0.84

ABBV:

0.96

Omega Ratio

FRT:

1.10

ABBV:

1.15

Calmar Ratio

FRT:

0.38

ABBV:

0.83

Martin Ratio

FRT:

3.11

ABBV:

2.29

Ulcer Index

FRT:

3.02%

ABBV:

6.89%

Daily Std Dev

FRT:

17.61%

ABBV:

23.67%

Max Drawdown

FRT:

-57.42%

ABBV:

-45.09%

Current Drawdown

FRT:

-12.34%

ABBV:

-15.87%

Fundamentals

Market Cap

FRT:

$9.79B

ABBV:

$309.92B

EPS

FRT:

$3.44

ABBV:

$2.88

PE Ratio

FRT:

33.24

ABBV:

60.90

PEG Ratio

FRT:

4.72

ABBV:

0.42

Total Revenue (TTM)

FRT:

$1.18B

ABBV:

$55.53B

Gross Profit (TTM)

FRT:

$712.23M

ABBV:

$42.68B

EBITDA (TTM)

FRT:

$801.54M

ABBV:

$24.24B

Returns By Period

In the year-to-date period, FRT achieves a 9.67% return, which is significantly lower than ABBV's 14.73% return. Over the past 10 years, FRT has underperformed ABBV with an annualized return of 1.32%, while ABBV has yielded a comparatively higher 14.53% annualized return.


FRT

YTD

9.67%

1M

-3.26%

6M

10.71%

1Y

10.61%

5Y*

1.20%

10Y*

1.32%

ABBV

YTD

14.73%

1M

2.97%

6M

1.37%

1Y

17.21%

5Y*

18.99%

10Y*

14.53%

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 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-4.00-2.000.002.000.530.67
The chart of Sortino ratio for FRT, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.840.96
The chart of Omega ratio for FRT, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.15
The chart of Calmar ratio for FRT, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.83
The chart of Martin ratio for FRT, currently valued at 3.11, compared to the broader market0.0010.0020.003.112.29
FRT
ABBV

The current FRT Sharpe Ratio is 0.53, which is comparable to the ABBV Sharpe Ratio of 0.67. 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.53
0.67
FRT
ABBV

Dividends

FRT vs. ABBV - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 3.99%, more than ABBV's 3.61% yield.


TTM20232022202120202019201820172016201520142013
FRT
Federal Realty Investment Trust
3.99%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

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%JulyAugustSeptemberOctoberNovemberDecember
-12.34%
-15.87%
FRT
ABBV

Volatility

FRT vs. ABBV - Volatility Comparison

The current volatility for Federal Realty Investment Trust (FRT) is 5.40%, while AbbVie Inc. (ABBV) has a volatility of 6.39%. This indicates that FRT 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.40%
6.39%
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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