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

Correlation

The correlation between HALO and ABBV is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

HALO vs. ABBV - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
765.83%
714.87%
HALO
ABBV

Key characteristics

Sharpe Ratio

HALO:

1.31

ABBV:

0.38

Sortino Ratio

HALO:

1.83

ABBV:

0.65

Omega Ratio

HALO:

1.28

ABBV:

1.10

Calmar Ratio

HALO:

1.46

ABBV:

0.51

Martin Ratio

HALO:

4.19

ABBV:

1.30

Ulcer Index

HALO:

12.71%

ABBV:

7.95%

Daily Std Dev

HALO:

40.67%

ABBV:

26.78%

Max Drawdown

HALO:

-74.26%

ABBV:

-45.09%

Current Drawdown

HALO:

-9.78%

ABBV:

-19.42%

Fundamentals

Market Cap

HALO:

$7.27B

ABBV:

$306.02B

EPS

HALO:

$3.43

ABBV:

$2.39

PE Ratio

HALO:

17.14

ABBV:

72.38

PEG Ratio

HALO:

-2.50

ABBV:

0.38

PS Ratio

HALO:

7.16

ABBV:

5.43

PB Ratio

HALO:

19.97

ABBV:

92.03

Total Revenue (TTM)

HALO:

$819.45M

ABBV:

$44.02B

Gross Profit (TTM)

HALO:

$670.60M

ABBV:

$33.24B

EBITDA (TTM)

HALO:

$530.80M

ABBV:

$12.60B

Returns By Period

In the year-to-date period, HALO achieves a 22.97% return, which is significantly higher than ABBV's -0.82% return. Over the past 10 years, HALO has underperformed ABBV with an annualized return of 14.02%, while ABBV has yielded a comparatively higher 15.26% annualized return.


HALO

YTD

22.97%

1M

-8.57%

6M

11.75%

1Y

55.49%

5Y*

25.37%

10Y*

14.02%

ABBV

YTD

-0.82%

1M

-17.74%

6M

-6.68%

1Y

8.88%

5Y*

20.59%

10Y*

15.26%

*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

HALO vs. ABBV — Risk-Adjusted Performance Rank

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

HALO
The Risk-Adjusted Performance Rank of HALO is 8787
Overall Rank
The Sharpe Ratio Rank of HALO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of HALO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HALO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HALO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HALO is 8585
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6666
Overall Rank
The Sharpe Ratio Rank of ABBV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6969
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.

HALO vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) 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 HALO, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.00
HALO: 1.31
ABBV: 0.38
The chart of Sortino ratio for HALO, currently valued at 1.83, compared to the broader market-6.00-4.00-2.000.002.004.00
HALO: 1.83
ABBV: 0.65
The chart of Omega ratio for HALO, currently valued at 1.28, compared to the broader market0.501.001.502.00
HALO: 1.28
ABBV: 1.10
The chart of Calmar ratio for HALO, currently valued at 1.46, compared to the broader market0.001.002.003.004.00
HALO: 1.46
ABBV: 0.51
The chart of Martin ratio for HALO, currently valued at 4.19, compared to the broader market-5.000.005.0010.0015.0020.00
HALO: 4.19
ABBV: 1.30

The current HALO Sharpe Ratio is 1.31, which is higher than the ABBV Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of HALO 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.31
0.38
HALO
ABBV

Dividends

HALO vs. ABBV - Dividend Comparison

HALO has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.69%.


TTM20242023202220212020201920182017201620152014
HALO
Halozyme Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABBV
AbbVie Inc.
3.69%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

HALO vs. ABBV - Drawdown Comparison

The maximum HALO drawdown since its inception was -74.26%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for HALO and ABBV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.78%
-19.42%
HALO
ABBV

Volatility

HALO vs. ABBV - Volatility Comparison

Halozyme Therapeutics, Inc. (HALO) and AbbVie Inc. (ABBV) have volatilities of 12.00% and 11.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.00%
11.83%
HALO
ABBV

Financials

HALO vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Halozyme Therapeutics, 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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