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

Performance

NFG vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Fuel Gas Company (NFG) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.01%
6.17%
NFG
ABBV

Returns By Period

In the year-to-date period, NFG achieves a 27.03% return, which is significantly higher than ABBV's 11.42% return. Over the past 10 years, NFG has underperformed ABBV with an annualized return of 2.15%, while ABBV has yielded a comparatively higher 14.14% annualized return.


NFG

YTD

27.03%

1M

-1.63%

6M

11.88%

1Y

26.95%

5Y (annualized)

10.54%

10Y (annualized)

2.15%

ABBV

YTD

11.42%

1M

-11.80%

6M

4.00%

1Y

24.84%

5Y (annualized)

19.06%

10Y (annualized)

14.14%

Fundamentals


NFGABBV
Market Cap$5.58B$293.84B
EPS$0.84$2.87
PE Ratio72.9457.94
PEG Ratio2.050.39
Total Revenue (TTM)$1.87B$55.53B
Gross Profit (TTM)$970.35M$42.72B
EBITDA (TTM)$731.41M$25.57B

Key characteristics


NFGABBV
Sharpe Ratio1.261.07
Sortino Ratio1.921.40
Omega Ratio1.241.24
Calmar Ratio0.721.30
Martin Ratio8.404.41
Ulcer Index3.07%5.63%
Daily Std Dev20.39%23.17%
Max Drawdown-70.97%-45.09%
Current Drawdown-10.35%-18.30%

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Correlation

-0.50.00.51.00.2

The correlation between NFG and ABBV is 0.24, 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

NFG vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) 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.


Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.07
The chart of Sortino ratio for NFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.921.40
The chart of Omega ratio for NFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.24
The chart of Calmar ratio for NFG, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.30
The chart of Martin ratio for NFG, currently valued at 8.40, compared to the broader market-10.000.0010.0020.0030.008.404.41
NFG
ABBV

The current NFG Sharpe Ratio is 1.26, which is comparable to the ABBV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of NFG and ABBV, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.26
1.07
NFG
ABBV

Dividends

NFG vs. ABBV - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.26%, less than ABBV's 3.72% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.26%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
ABBV
AbbVie Inc.
3.72%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

NFG vs. ABBV - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for NFG and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.35%
-18.30%
NFG
ABBV

Volatility

NFG vs. ABBV - Volatility Comparison

The current volatility for National Fuel Gas Company (NFG) is 8.52%, while AbbVie Inc. (ABBV) has a volatility of 15.66%. This indicates that NFG 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.52%
15.66%
NFG
ABBV

Financials

NFG vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between National Fuel Gas Company 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