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

Correlation

The correlation between HII and ABBV is 0.27, 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

HII vs. ABBV - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
427.16%
711.84%
HII
ABBV

Key characteristics

Sharpe Ratio

HII:

-0.65

ABBV:

0.84

Sortino Ratio

HII:

-0.60

ABBV:

1.16

Omega Ratio

HII:

0.87

ABBV:

1.19

Calmar Ratio

HII:

-0.62

ABBV:

1.05

Martin Ratio

HII:

-1.46

ABBV:

2.88

Ulcer Index

HII:

15.68%

ABBV:

6.95%

Daily Std Dev

HII:

35.34%

ABBV:

23.75%

Max Drawdown

HII:

-49.70%

ABBV:

-45.09%

Current Drawdown

HII:

-34.68%

ABBV:

-13.88%

Fundamentals

Market Cap

HII:

$7.57B

ABBV:

$309.92B

EPS

HII:

$17.71

ABBV:

$2.88

PE Ratio

HII:

10.93

ABBV:

60.90

PEG Ratio

HII:

1.39

ABBV:

0.42

Total Revenue (TTM)

HII:

$11.71B

ABBV:

$55.53B

Gross Profit (TTM)

HII:

$1.62B

ABBV:

$42.68B

EBITDA (TTM)

HII:

$1.27B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, HII achieves a -25.08% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, HII has underperformed ABBV with an annualized return of 7.15%, while ABBV has yielded a comparatively higher 15.26% annualized return.


HII

YTD

-25.08%

1M

0.79%

6M

-22.61%

1Y

-23.43%

5Y*

-3.46%

10Y*

7.15%

ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

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Risk-Adjusted Performance

HII vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc. (HII) 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 HII, currently valued at -0.65, compared to the broader market-4.00-2.000.002.00-0.650.84
The chart of Sortino ratio for HII, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.601.16
The chart of Omega ratio for HII, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.19
The chart of Calmar ratio for HII, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.621.05
The chart of Martin ratio for HII, currently valued at -1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.462.88
HII
ABBV

The current HII Sharpe Ratio is -0.65, which is lower than the ABBV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HII 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
0.84
HII
ABBV

Dividends

HII vs. ABBV - Dividend Comparison

HII's dividend yield for the trailing twelve months is around 2.76%, less than ABBV's 3.53% yield.


TTM20232022202120202019201820172016201520142013
HII
Huntington Ingalls Industries, Inc.
2.76%1.93%2.07%2.46%2.48%1.44%1.59%1.07%1.14%1.34%0.89%0.56%
ABBV
AbbVie Inc.
3.53%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

HII vs. ABBV - Drawdown Comparison

The maximum HII drawdown since its inception was -49.70%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for HII and ABBV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.68%
-13.88%
HII
ABBV

Volatility

HII vs. ABBV - Volatility Comparison

Huntington Ingalls Industries, Inc. (HII) has a higher volatility of 8.04% compared to AbbVie Inc. (ABBV) at 6.74%. This indicates that HII'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
8.04%
6.74%
HII
ABBV

Financials

HII vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Huntington Ingalls Industries, 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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