IBM vs. ABBV
Compare and contrast key facts about International Business Machines Corporation (IBM) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBM or ABBV.
Key characteristics
| IBM | ABBV | |
|---|---|---|
| YTD Return | 3.35% | -4.99% |
| 1Y Return | 21.15% | 8.68% |
| 5Y Return (Ann) | 4.41% | 14.80% |
| 10Y Return (Ann) | 1.76% | 17.25% |
| Sharpe Ratio | 1.07 | 0.34 |
| Daily Std Dev | 18.80% | 21.51% |
| Max Drawdown | -69.40% | -45.09% |
Fundamentals
| IBM | ABBV | |
|---|---|---|
| Market Cap | $127.81B | $263.10B |
| EPS | $2.34 | $4.86 |
| PE Ratio | 59.96 | 30.67 |
| PEG Ratio | 1.28 | 1.28 |
| Revenue (TTM) | $60.52B | $56.02B |
| Gross Profit (TTM) | $32.69B | $41.53B |
| EBITDA (TTM) | $12.98B | $29.20B |
Correlation
The correlation between IBM and ABBV is 0.35, 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.
IBM vs. ABBV - Performance Comparison
In the year-to-date period, IBM achieves a 3.35% return, which is significantly higher than ABBV's -4.99% return. Over the past 10 years, IBM has underperformed ABBV with an annualized return of 1.76%, while ABBV has yielded a comparatively higher 17.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBM vs. ABBV - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 4.72%, more than ABBV's 3.92% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 4.72% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
ABBV AbbVie Inc. | 3.92% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 1.07 | ||||
ABBV AbbVie Inc. | 0.34 |
IBM vs. ABBV - Drawdown Comparison
The maximum IBM drawdown for the period was -17.61%, roughly equal to the maximum ABBV drawdown of -20.66%. The drawdown chart below compares losses from any high point along the way for IBM and ABBV
IBM vs. ABBV - Volatility Comparison
The current volatility for International Business Machines Corporation (IBM) is 4.63%, while AbbVie Inc. (ABBV) has a volatility of 4.89%. This indicates that IBM 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.