MRNA vs. ABBV
Compare and contrast key facts about Moderna, Inc. (MRNA) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRNA or ABBV.
Performance
MRNA vs. ABBV - Performance Comparison
Returns By Period
In the year-to-date period, MRNA achieves a -61.29% return, which is significantly lower than ABBV's 11.23% return.
MRNA
-61.29%
-28.84%
-71.03%
-49.63%
14.78%
N/A
ABBV
11.23%
-11.96%
2.79%
24.63%
18.83%
14.12%
Fundamentals
| MRNA | ABBV | |
|---|---|---|
| Market Cap | $16.73B | $302.34B |
| EPS | -$5.81 | $2.88 |
| PEG Ratio | 0.00 | 0.40 |
| Total Revenue (TTM) | $5.08B | $55.53B |
| Gross Profit (TTM) | $3.35B | $42.72B |
| EBITDA (TTM) | -$2.41B | $26.35B |
Key characteristics
| MRNA | ABBV | |
|---|---|---|
| Sharpe Ratio | -0.84 | 1.06 |
| Sortino Ratio | -1.19 | 1.39 |
| Omega Ratio | 0.85 | 1.23 |
| Calmar Ratio | -0.54 | 1.29 |
| Martin Ratio | -1.39 | 4.47 |
| Ulcer Index | 35.78% | 5.51% |
| Daily Std Dev | 59.17% | 23.22% |
| Max Drawdown | -92.39% | -45.09% |
| Current Drawdown | -92.05% | -18.44% |
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Correlation
The correlation between MRNA and ABBV is 0.14, 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.
Risk-Adjusted Performance
MRNA vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) 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.
Dividends
MRNA vs. ABBV - Dividend Comparison
MRNA has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, 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. | 3.73% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
MRNA vs. ABBV - Drawdown Comparison
The maximum MRNA drawdown since its inception was -92.39%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for MRNA and ABBV. For additional features, visit the drawdowns tool.
Volatility
MRNA vs. ABBV - Volatility Comparison
Moderna, Inc. (MRNA) and AbbVie Inc. (ABBV) have volatilities of 15.79% and 15.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRNA vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Moderna, 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.
Total Revenue: Total amount of money received from sales and other business activities