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

Key characteristics


LSXMBABBV
YTD Return-12.44%5.74%
Daily Std Dev34.94%18.37%
Max Drawdown-22.99%-45.09%
Current Drawdown-20.08%-10.87%

Fundamentals


LSXMBABBV
Market Cap$7.93B$282.63B
EPS$2.42$2.71
PE Ratio10.0358.90
PEG Ratio0.000.45
Revenue (TTM)$8.95B$54.40B
Gross Profit (TTM)$4.52B$41.53B
EBITDA (TTM)$2.53B$26.88B

Correlation

-0.50.00.51.00.1

The correlation between LSXMB and ABBV is 0.05, 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.

Performance

LSXMB vs. ABBV - Performance Comparison

In the year-to-date period, LSXMB achieves a -12.44% return, which is significantly lower than ABBV's 5.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%December2024FebruaryMarchAprilMay
-0.79%
12.03%
LSXMB
ABBV

Compare stocks, funds, or ETFs

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


The Liberty SiriusXM Group

AbbVie Inc.

Risk-Adjusted Performance

LSXMB vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Liberty SiriusXM Group (LSXMB) 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.


LSXMB
Sharpe ratio
No data
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.004.000.56
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.006.000.87
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 1.94, compared to the broader market-10.000.0010.0020.0030.001.94

LSXMB vs. ABBV - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

LSXMB vs. ABBV - Dividend Comparison

LSXMB has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.77%.


TTM20232022202120202019201820172016201520142013
LSXMB
The Liberty SiriusXM Group
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.
3.77%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

LSXMB vs. ABBV - Drawdown Comparison

The maximum LSXMB drawdown since its inception was -22.99%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for LSXMB and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-20.08%
-10.87%
LSXMB
ABBV

Volatility

LSXMB vs. ABBV - Volatility Comparison

The Liberty SiriusXM Group (LSXMB) has a higher volatility of 14.26% compared to AbbVie Inc. (ABBV) at 8.21%. This indicates that LSXMB'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
14.26%
8.21%
LSXMB
ABBV

Financials

LSXMB vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between The Liberty SiriusXM Group 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