IMBBY vs. ABDN.L
IMBBY (Imperial Brands PLC) and ABDN.L (Abrdn plc) are both stocks. IMBBY operates in Tobacco (Consumer Defensive), while ABDN.L operates in Asset Management (Financial Services). Over the past 10 years, IMBBY returned 3.85%/yr vs 2.69%/yr for ABDN.L. At a 0.24 correlation, their price movements are largely independent.
Performance
IMBBY vs. ABDN.L - Performance Comparison
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Different Trading Currencies
IMBBY is traded in USD, while ABDN.L is traded in GBp. To make them comparable, the ABDN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IMBBY achieves a -9.65% return, which is significantly lower than ABDN.L's 18.13% return. Over the past 10 years, IMBBY has outperformed ABDN.L with an annualized return of 3.85%, while ABDN.L has yielded a comparatively lower 2.69% annualized return.
IMBBY
- 1D
- 0.11%
- 1M
- -0.45%
- YTD
- -9.65%
- 6M
- -12.42%
- 1Y
- 0.20%
- 3Y*
- 27.21%
- 5Y*
- 17.60%
- 10Y*
- 3.85%
ABDN.L
- 1D
- -0.87%
- 1M
- 5.07%
- YTD
- 18.13%
- 6M
- 25.17%
- 1Y
- 36.61%
- 3Y*
- 14.82%
- 5Y*
- 3.78%
- 10Y*
- 2.69%
IMBBY vs. ABDN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | -9.65% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
ABDN.L Abrdn plc | 18.13% | 69.86% | -14.29% | 7.49% | -23.98% | -10.58% | -2.46% | 44.40% | -48.08% | 36.56% |
Correlation
The correlation between IMBBY and ABDN.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.24 |
The correlation between IMBBY and ABDN.L shifts across timeframes, from 0.08 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IMBBY:
$5.30
ABDN.L:
£0.70
IMBBY:
6.97
ABDN.L:
3.39
IMBBY:
2.79
ABDN.L:
0.00
IMBBY:
0.79
ABDN.L:
0.67
IMBBY:
$38.07B
ABDN.L:
£3.20B
IMBBY:
$13.55B
ABDN.L:
£3.05B
IMBBY:
$8.33B
ABDN.L:
£796.00M
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Return for Risk
IMBBY vs. ABDN.L — Risk / Return Rank
IMBBY
ABDN.L
IMBBY vs. ABDN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) and Abrdn plc (ABDN.L). 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.
| IMBBY | ABDN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 2.19 | -2.18 |
| Martin ratioReturn relative to average drawdown | 0.03 | 6.81 | -6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMBBY | ABDN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 1.23 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.11 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.07 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.02 | +0.14 |
Drawdowns
IMBBY vs. ABDN.L - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.19%, smaller than the maximum ABDN.L drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for IMBBY and ABDN.L.
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Drawdown Indicators
| IMBBY | ABDN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.19% | -73.92% | +8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.45% | -16.65% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.89% | -39.30% | +20.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -61.23% | +39.57% |
Max Drawdown (10Y)Largest decline over 10 years | -64.98% | -70.03% | +5.05% |
Current DrawdownCurrent decline from peak | -16.67% | -23.97% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -37.49% | +11.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 5.36% | +2.13% |
Volatility
IMBBY vs. ABDN.L - Volatility Comparison
The current volatility for Imperial Brands PLC (IMBBY) is 7.20%, while Abrdn plc (ABDN.L) has a volatility of 8.19%. This indicates that IMBBY experiences smaller price fluctuations and is considered to be less risky than ABDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMBBY | ABDN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 8.19% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 24.67% | -8.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 29.76% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 35.37% | -14.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 36.99% | -12.66% |
Dividends
IMBBY vs. ABDN.L - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 5.88%, less than ABDN.L's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABDN.L Abrdn plc | 6.18% | 7.10% | 10.34% | 8.17% | 7.71% | 6.06% | 7.68% | 6.58% | 10.54% | 5.33% | 5.78% | 5.12% |
IMBBY Imperial Brands PLC | 5.88% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
Financials
IMBBY vs. ABDN.L - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC and Abrdn plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IMBBY and ABDN.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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