PortfoliosLab logoPortfoliosLab logo
ML.PA vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ML.PA vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.PA) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ML.PA is traded in EUR, while ABBV is traded in USD. To make them comparable, the ABBV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ML.PA achieves a 22.39% return, which is significantly higher than ABBV's 2.86% return. Over the past 10 years, ML.PA has underperformed ABBV with an annualized return of 13.92%, while ABBV has yielded a comparatively higher 18.72% annualized return.


ML.PA

1D
2.79%
1M
9.78%
YTD
22.39%
6M
23.52%
1Y
6.08%
3Y*
10.25%
5Y*
7.11%
10Y*
13.92%

ABBV

1D
1.40%
1M
10.61%
YTD
2.86%
6M
5.18%
1Y
22.42%
3Y*
19.58%
5Y*
20.03%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ML.PA vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ML.PA
Compagnie Générale des Établissements Michelin Société en commandite par actions
22.39%-7.35%1.60%30.61%-15.25%48.28%5.31%45.88%-17.76%27.18%
ABBV
AbbVie Inc.
2.86%17.29%26.71%-3.23%31.69%42.33%17.19%3.76%3.69%40.40%

Correlation

The correlation between ML.PA and ABBV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.13

The correlation between ML.PA and ABBV shifts across timeframes, from 0.01 (5 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ML.PA vs. ABBV — Risk / Return Rank

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

ML.PA
ML.PA Risk / Return Rank: 4848
Overall Rank
ML.PA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ML.PA Sortino Ratio Rank: 4444
Sortino Ratio Rank
ML.PA Omega Ratio Rank: 4545
Omega Ratio Rank
ML.PA Calmar Ratio Rank: 5050
Calmar Ratio Rank
ML.PA Martin Ratio Rank: 5050
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ML.PA vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.PA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ML.PAABBVDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratioReturn relative to maximum drawdown

0.29

1.31

-1.01

Martin ratioReturn relative to average drawdown

0.63

3.03

-2.40

ML.PA vs. ABBV - Sharpe Ratio Comparison

The current ML.PA Sharpe Ratio is 0.26, which is lower than the ABBV Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ML.PA and ABBV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ML.PA vs. ABBV - Drawdown Comparison

The maximum ML.PA drawdown since its inception was -73.30%, which is greater than ABBV's maximum drawdown of -38.52%. Use the drawdown chart below to compare losses from any high point for ML.PA and ABBV.


Loading charts...

Drawdown Indicators


ML.PAABBVDifference

Max Drawdown

Largest peak-to-trough decline

-73.30%

-38.52%

-34.78%

Max Drawdown (1Y)

Largest decline over 1 year

-20.52%

-17.22%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-29.18%

-26.03%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.53%

-26.03%

-6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-38.52%

-0.78%

Current Drawdown

Current decline from peak

-6.03%

-3.25%

-2.78%

Average Drawdown

Average peak-to-trough decline

-14.53%

-9.22%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

7.43%

+2.16%

Volatility

ML.PA vs. ABBV - Volatility Comparison

The current volatility for Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.PA) is 5.26%, while AbbVie Inc. (ABBV) has a volatility of 6.52%. This indicates that ML.PA 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.


Loading charts...

Volatility by Period


ML.PAABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

6.52%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

17.82%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

22.80%

24.06%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.61%

23.74%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.62%

26.46%

+0.16%

Dividends

ML.PA vs. ABBV - Dividend Comparison

ML.PA's dividend yield for the trailing twelve months is around 4.16%, more than ABBV's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
ML.PA
Compagnie Générale des Établissements Michelin Société en commandite par actions
4.16%4.87%4.25%3.85%17.31%6.38%7.62%13.56%16.38%10.87%10.78%11.37%

Financials

ML.PA vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Compagnie Générale des Établissements Michelin Société en commandite par actions 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


Please note, different currencies. ML.PA values in EUR, ABBV values in USD

Frequently Asked Questions


ML.PA and ABBV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ML.PA and ABBV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer