KVUE vs. TEVA

In the year-to-date period, KVUE achieves a 4.14% return, which is significantly lower than TEVA's 114.75% return.

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This table presents a comparison of risk-adjusted performance metrics for Kenvue Inc. (KVUE) and Teva Pharmaceutical Industries Limited (TEVA). 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 KVUE Sharpe Ratio is 0.19, which is lower than the TEVA Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of KVUE and TEVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KVUE's dividend yield for the trailing twelve months is around 3.76%, while TEVA has not paid dividends to shareholders.

The maximum KVUE drawdown since its inception was -33.22%, smaller than the maximum TEVA drawdown of -90.80%. Use the drawdown chart below to compare losses from any high point for KVUE and TEVA. For additional features, visit the drawdowns tool.

The current volatility for Kenvue Inc. (KVUE) is 4.95%, while Teva Pharmaceutical Industries Limited (TEVA) has a volatility of 25.13%. This indicates that KVUE experiences smaller price fluctuations and is considered to be less risky than TEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Kenvue Inc. and Teva Pharmaceutical Industries Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.