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

Correlation

The correlation between IBM and ABBV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IBM vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines Corporation (IBM) 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%1,000.00%NovemberDecember2025FebruaryMarchApril
100.31%
776.43%
IBM
ABBV

Key characteristics

Sharpe Ratio

IBM:

1.12

ABBV:

0.51

Sortino Ratio

IBM:

1.66

ABBV:

0.81

Omega Ratio

IBM:

1.25

ABBV:

1.12

Calmar Ratio

IBM:

1.89

ABBV:

0.66

Martin Ratio

IBM:

5.25

ABBV:

1.66

Ulcer Index

IBM:

6.07%

ABBV:

8.27%

Daily Std Dev

IBM:

28.59%

ABBV:

27.18%

Max Drawdown

IBM:

-69.40%

ABBV:

-45.09%

Current Drawdown

IBM:

-12.21%

ABBV:

-13.33%

Fundamentals

Market Cap

IBM:

$216.00B

ABBV:

$329.14B

EPS

IBM:

$5.86

ABBV:

$2.38

PE Ratio

IBM:

39.66

ABBV:

78.18

PEG Ratio

IBM:

1.64

ABBV:

0.40

PS Ratio

IBM:

3.43

ABBV:

5.84

PB Ratio

IBM:

8.04

ABBV:

95.96

Total Revenue (TTM)

IBM:

$62.83B

ABBV:

$44.02B

Gross Profit (TTM)

IBM:

$35.84B

ABBV:

$33.24B

EBITDA (TTM)

IBM:

$10.59B

ABBV:

$12.60B

Returns By Period

The year-to-date returns for both investments are quite close, with IBM having a 6.43% return and ABBV slightly higher at 6.67%. Over the past 10 years, IBM has underperformed ABBV with an annualized return of 7.95%, while ABBV has yielded a comparatively higher 15.75% annualized return.


IBM

YTD

6.43%

1M

-5.60%

6M

9.84%

1Y

43.74%

5Y*

19.47%

10Y*

7.95%

ABBV

YTD

6.67%

1M

-7.37%

6M

0.91%

1Y

20.81%

5Y*

22.02%

10Y*

15.75%

*Annualized

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Risk-Adjusted Performance

IBM vs. ABBV — Risk-Adjusted Performance Rank

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

IBM
The Risk-Adjusted Performance Rank of IBM is 8686
Overall Rank
The Sharpe Ratio Rank of IBM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8787
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6969
Overall Rank
The Sharpe Ratio Rank of ABBV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7171
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.

IBM vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) 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.


The chart of Sharpe ratio for IBM, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.00
IBM: 1.12
ABBV: 0.51
The chart of Sortino ratio for IBM, currently valued at 1.66, compared to the broader market-6.00-4.00-2.000.002.004.00
IBM: 1.66
ABBV: 0.81
The chart of Omega ratio for IBM, currently valued at 1.25, compared to the broader market0.501.001.502.00
IBM: 1.25
ABBV: 1.12
The chart of Calmar ratio for IBM, currently valued at 1.89, compared to the broader market0.001.002.003.004.005.00
IBM: 1.89
ABBV: 0.66
The chart of Martin ratio for IBM, currently valued at 5.25, compared to the broader market-5.000.005.0010.0015.0020.00
IBM: 5.25
ABBV: 1.66

The current IBM Sharpe Ratio is 1.12, which is higher than the ABBV Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IBM 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.12
0.51
IBM
ABBV

Dividends

IBM vs. ABBV - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 2.87%, less than ABBV's 3.43% yield.


TTM20242023202220212020201920182017201620152014
IBM
International Business Machines Corporation
2.87%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
ABBV
AbbVie Inc.
3.43%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

IBM vs. ABBV - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for IBM and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.21%
-13.33%
IBM
ABBV

Volatility

IBM vs. ABBV - Volatility Comparison

International Business Machines Corporation (IBM) has a higher volatility of 13.57% compared to AbbVie Inc. (ABBV) at 12.85%. This indicates that IBM'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.57%
12.85%
IBM
ABBV

Financials

IBM vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between International Business Machines Corporation 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