PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KVUE vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KVUE and ABBV is 0.18, 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.


-0.50.00.51.00.2

Performance

KVUE vs. ABBV - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.21%
8.36%
KVUE
ABBV

Key characteristics

Sharpe Ratio

KVUE:

0.19

ABBV:

0.86

Sortino Ratio

KVUE:

0.54

ABBV:

1.18

Omega Ratio

KVUE:

1.06

ABBV:

1.19

Calmar Ratio

KVUE:

0.15

ABBV:

1.07

Martin Ratio

KVUE:

0.58

ABBV:

2.91

Ulcer Index

KVUE:

8.59%

ABBV:

7.03%

Daily Std Dev

KVUE:

26.36%

ABBV:

23.76%

Max Drawdown

KVUE:

-33.22%

ABBV:

-45.09%

Current Drawdown

KVUE:

-16.92%

ABBV:

-11.71%

Fundamentals

Market Cap

KVUE:

$42.31B

ABBV:

$309.92B

EPS

KVUE:

$0.55

ABBV:

$2.88

PE Ratio

KVUE:

40.13

ABBV:

60.90

PEG Ratio

KVUE:

2.04

ABBV:

0.42

Total Revenue (TTM)

KVUE:

$15.46B

ABBV:

$55.53B

Gross Profit (TTM)

KVUE:

$8.92B

ABBV:

$42.68B

EBITDA (TTM)

KVUE:

$3.29B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, KVUE achieves a 4.14% return, which is significantly lower than ABBV's 20.40% return.


KVUE

YTD

4.14%

1M

-10.47%

6M

17.75%

1Y

4.97%

5Y*

N/A

10Y*

N/A

ABBV

YTD

20.40%

1M

1.72%

6M

7.24%

1Y

20.43%

5Y*

20.00%

10Y*

15.09%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KVUE vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kenvue Inc. (KVUE) 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 KVUE, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.190.86
The chart of Sortino ratio for KVUE, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.541.18
The chart of Omega ratio for KVUE, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.19
The chart of Calmar ratio for KVUE, currently valued at 0.15, compared to the broader market0.002.004.006.000.151.07
The chart of Martin ratio for KVUE, currently valued at 0.58, compared to the broader market0.0010.0020.000.582.91
KVUE
ABBV

The current KVUE 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 KVUE 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
0.19
0.86
KVUE
ABBV

Dividends

KVUE vs. ABBV - Dividend Comparison

KVUE's dividend yield for the trailing twelve months is around 3.76%, more than ABBV's 3.44% yield.


TTM20232022202120202019201820172016201520142013
KVUE
Kenvue Inc.
3.76%1.86%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%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

KVUE vs. ABBV - Drawdown Comparison

The maximum KVUE drawdown since its inception was -33.22%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for KVUE and ABBV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.92%
-11.71%
KVUE
ABBV

Volatility

KVUE vs. ABBV - Volatility Comparison

The current volatility for Kenvue Inc. (KVUE) is 4.95%, while AbbVie Inc. (ABBV) has a volatility of 5.89%. This indicates that KVUE 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
5.89%
KVUE
ABBV

Financials

KVUE vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Kenvue 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab