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NBIX vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NBIX and ABT is 0.23, 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

NBIX vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neurocrine Biosciences, Inc. (NBIX) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-16.75%
20.93%
NBIX
ABT

Key characteristics

Sharpe Ratio

NBIX:

-0.38

ABT:

0.81

Sortino Ratio

NBIX:

-0.25

ABT:

1.32

Omega Ratio

NBIX:

0.96

ABT:

1.16

Calmar Ratio

NBIX:

-0.52

ABT:

0.61

Martin Ratio

NBIX:

-1.14

ABT:

1.91

Ulcer Index

NBIX:

12.50%

ABT:

8.14%

Daily Std Dev

NBIX:

37.56%

ABT:

19.18%

Max Drawdown

NBIX:

-97.21%

ABT:

-45.66%

Current Drawdown

NBIX:

-20.01%

ABT:

-2.97%

Fundamentals

Market Cap

NBIX:

$15.24B

ABT:

$223.87B

EPS

NBIX:

$3.05

ABT:

$7.69

PE Ratio

NBIX:

40.20

ABT:

16.78

PEG Ratio

NBIX:

0.35

ABT:

2.31

Total Revenue (TTM)

NBIX:

$1.73B

ABT:

$30.98B

Gross Profit (TTM)

NBIX:

$1.69B

ABT:

$17.29B

EBITDA (TTM)

NBIX:

$458.00M

ABT:

$7.89B

Returns By Period

In the year-to-date period, NBIX achieves a -10.17% return, which is significantly lower than ABT's 14.71% return. Both investments have delivered pretty close results over the past 10 years, with NBIX having a 13.13% annualized return and ABT not far ahead at 13.30%.


NBIX

YTD

-10.17%

1M

-11.60%

6M

-16.77%

1Y

-8.78%

5Y*

3.36%

10Y*

13.13%

ABT

YTD

14.71%

1M

13.56%

6M

19.92%

1Y

17.15%

5Y*

9.94%

10Y*

13.30%

*Annualized

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Risk-Adjusted Performance

NBIX vs. ABT — Risk-Adjusted Performance Rank

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

NBIX
The Risk-Adjusted Performance Rank of NBIX is 2121
Overall Rank
The Sharpe Ratio Rank of NBIX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of NBIX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of NBIX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of NBIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of NBIX is 1717
Martin Ratio Rank

ABT
The Risk-Adjusted Performance Rank of ABT is 6767
Overall Rank
The Sharpe Ratio Rank of ABT is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NBIX vs. ABT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurocrine Biosciences, Inc. (NBIX) and Abbott Laboratories (ABT). 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 NBIX, currently valued at -0.38, compared to the broader market-2.000.002.004.00-0.380.81
The chart of Sortino ratio for NBIX, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.251.32
The chart of Omega ratio for NBIX, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.16
The chart of Calmar ratio for NBIX, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.61
The chart of Martin ratio for NBIX, currently valued at -1.14, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.141.91
NBIX
ABT

The current NBIX Sharpe Ratio is -0.38, which is lower than the ABT Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NBIX and ABT, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.38
0.81
NBIX
ABT

Dividends

NBIX vs. ABT - Dividend Comparison

NBIX has not paid dividends to shareholders, while ABT's dividend yield for the trailing twelve months is around 1.74%.


TTM20242023202220212020201920182017201620152014
NBIX
Neurocrine Biosciences, 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%
ABT
Abbott Laboratories
1.74%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%

Drawdowns

NBIX vs. ABT - Drawdown Comparison

The maximum NBIX drawdown since its inception was -97.21%, which is greater than ABT's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for NBIX and ABT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.01%
-2.97%
NBIX
ABT

Volatility

NBIX vs. ABT - Volatility Comparison

Neurocrine Biosciences, Inc. (NBIX) has a higher volatility of 21.66% compared to Abbott Laboratories (ABT) at 8.27%. This indicates that NBIX's price experiences larger fluctuations and is considered to be riskier than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
21.66%
8.27%
NBIX
ABT

Financials

NBIX vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between Neurocrine Biosciences, Inc. and Abbott Laboratories. 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
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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.

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