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

Correlation

The correlation between HDB 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.


-0.50.00.51.0
Correlation: 0.2

Performance

HDB vs. ABBV - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
295.13%
714.87%
HDB
ABBV

Key characteristics

Sharpe Ratio

HDB:

1.13

ABBV:

0.38

Sortino Ratio

HDB:

1.59

ABBV:

0.65

Omega Ratio

HDB:

1.23

ABBV:

1.10

Calmar Ratio

HDB:

0.95

ABBV:

0.51

Martin Ratio

HDB:

3.91

ABBV:

1.30

Ulcer Index

HDB:

7.40%

ABBV:

7.95%

Daily Std Dev

HDB:

25.69%

ABBV:

26.78%

Max Drawdown

HDB:

-67.92%

ABBV:

-45.09%

Current Drawdown

HDB:

-8.52%

ABBV:

-19.42%

Fundamentals

Market Cap

HDB:

$183.75B

ABBV:

$306.02B

EPS

HDB:

$3.13

ABBV:

$2.39

PE Ratio

HDB:

23.02

ABBV:

72.38

PEG Ratio

HDB:

0.97

ABBV:

0.38

PS Ratio

HDB:

0.07

ABBV:

5.43

PB Ratio

HDB:

3.14

ABBV:

92.03

Total Revenue (TTM)

HDB:

$2.07T

ABBV:

$44.02B

Gross Profit (TTM)

HDB:

$2.07T

ABBV:

$33.24B

EBITDA (TTM)

HDB:

$258.70B

ABBV:

$12.60B

Returns By Period

In the year-to-date period, HDB achieves a 12.81% return, which is significantly higher than ABBV's -0.82% return. Over the past 10 years, HDB has underperformed ABBV with an annualized return of 10.82%, while ABBV has yielded a comparatively higher 15.26% annualized return.


HDB

YTD

12.81%

1M

14.04%

6M

18.35%

1Y

27.00%

5Y*

13.93%

10Y*

10.82%

ABBV

YTD

-0.82%

1M

-17.74%

6M

-6.68%

1Y

8.88%

5Y*

20.59%

10Y*

15.26%

*Annualized

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Risk-Adjusted Performance

HDB vs. ABBV — Risk-Adjusted Performance Rank

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

HDB
The Risk-Adjusted Performance Rank of HDB is 8484
Overall Rank
The Sharpe Ratio Rank of HDB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HDB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HDB is 8181
Omega Ratio Rank
The Calmar Ratio Rank of HDB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of HDB is 8484
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.

HDB vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDB) 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 HDB, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.00
HDB: 1.13
ABBV: 0.38
The chart of Sortino ratio for HDB, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.00
HDB: 1.59
ABBV: 0.65
The chart of Omega ratio for HDB, currently valued at 1.23, compared to the broader market0.501.001.502.00
HDB: 1.23
ABBV: 1.10
The chart of Calmar ratio for HDB, currently valued at 0.95, compared to the broader market0.001.002.003.004.00
HDB: 0.95
ABBV: 0.51
The chart of Martin ratio for HDB, currently valued at 3.91, compared to the broader market-5.000.005.0010.0015.0020.00
HDB: 3.91
ABBV: 1.30

The current HDB Sharpe Ratio is 1.13, which is higher than the ABBV Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of HDB 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
1.13
0.38
HDB
ABBV

Dividends

HDB vs. ABBV - Dividend Comparison

HDB's dividend yield for the trailing twelve months is around 0.97%, less than ABBV's 3.69% yield.


TTM20242023202220212020201920182017201620152014
HDB
HDFC Bank Limited
0.97%1.09%2.08%1.74%0.81%0.00%0.68%0.55%0.51%0.70%0.61%1.97%
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

HDB vs. ABBV - Drawdown Comparison

The maximum HDB drawdown since its inception was -67.92%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for HDB and ABBV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.52%
-19.42%
HDB
ABBV

Volatility

HDB vs. ABBV - Volatility Comparison

The current volatility for HDFC Bank Limited (HDB) is 8.44%, while AbbVie Inc. (ABBV) has a volatility of 11.83%. This indicates that HDB 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
8.44%
11.83%
HDB
ABBV

Financials

HDB vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between HDFC Bank Limited 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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