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

Correlation

The correlation between IONS and ABBV is 0.44, 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.


Performance

IONS vs. ABBV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IONS:

-0.19

ABBV:

0.86

Sortino Ratio

IONS:

-0.05

ABBV:

1.14

Omega Ratio

IONS:

0.99

ABBV:

1.18

Calmar Ratio

IONS:

-0.15

ABBV:

1.08

Martin Ratio

IONS:

-0.36

ABBV:

2.49

Ulcer Index

IONS:

28.85%

ABBV:

9.03%

Daily Std Dev

IONS:

42.87%

ABBV:

28.28%

Max Drawdown

IONS:

-91.72%

ABBV:

-45.09%

Current Drawdown

IONS:

-61.16%

ABBV:

-13.53%

Fundamentals

Market Cap

IONS:

$5.30B

ABBV:

$328.06B

EPS

IONS:

-$2.91

ABBV:

$2.34

PEG Ratio

IONS:

25.70

ABBV:

0.40

PS Ratio

IONS:

7.39

ABBV:

5.72

PB Ratio

IONS:

10.85

ABBV:

231.03

Total Revenue (TTM)

IONS:

$717.44M

ABBV:

$57.37B

Gross Profit (TTM)

IONS:

$701.33M

ABBV:

$44.44B

EBITDA (TTM)

IONS:

-$385.60M

ABBV:

$16.36B

Returns By Period

In the year-to-date period, IONS achieves a -4.29% return, which is significantly lower than ABBV's 6.42% return. Over the past 10 years, IONS has underperformed ABBV with an annualized return of -6.70%, while ABBV has yielded a comparatively higher 15.45% annualized return.


IONS

YTD

-4.29%

1M

12.24%

6M

-6.80%

1Y

-8.20%

3Y*

-3.84%

5Y*

-9.85%

10Y*

-6.70%

ABBV

YTD

6.42%

1M

-4.08%

6M

3.29%

1Y

24.28%

3Y*

11.50%

5Y*

19.71%

10Y*

15.45%

*Annualized

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Ionis Pharmaceuticals, Inc.

AbbVie Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IONS vs. ABBV — Risk-Adjusted Performance Rank

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

IONS
The Risk-Adjusted Performance Rank of IONS is 3838
Overall Rank
The Sharpe Ratio Rank of IONS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of IONS is 3434
Sortino Ratio Rank
The Omega Ratio Rank of IONS is 3434
Omega Ratio Rank
The Calmar Ratio Rank of IONS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IONS is 4343
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7676
Overall Rank
The Sharpe Ratio Rank of ABBV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7575
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.

IONS vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ionis Pharmaceuticals, Inc. (IONS) 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 current IONS Sharpe Ratio is -0.19, which is lower than the ABBV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IONS 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IONS vs. ABBV - Dividend Comparison

IONS has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.44%.


TTM20242023202220212020201920182017201620152014
IONS
Ionis Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABBV
AbbVie Inc.
3.44%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

IONS vs. ABBV - Drawdown Comparison

The maximum IONS drawdown since its inception was -91.72%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for IONS and ABBV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IONS vs. ABBV - Volatility Comparison

Ionis Pharmaceuticals, Inc. (IONS) has a higher volatility of 12.00% compared to AbbVie Inc. (ABBV) at 9.89%. This indicates that IONS'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.


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Financials

IONS vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Ionis Pharmaceuticals, 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


0.005.00B10.00B15.00B20212022202320242025
131.61M
13.34B
(IONS) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items