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

Correlation

The correlation between NGL and ABBV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NGL vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NGL Energy Partners LP (NGL) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NGL:

-0.74

ABBV:

0.56

Sortino Ratio

NGL:

-0.84

ABBV:

0.77

Omega Ratio

NGL:

0.88

ABBV:

1.12

Calmar Ratio

NGL:

-0.47

ABBV:

0.64

Martin Ratio

NGL:

-1.58

ABBV:

1.49

Ulcer Index

NGL:

25.75%

ABBV:

8.84%

Daily Std Dev

NGL:

55.47%

ABBV:

28.33%

Max Drawdown

NGL:

-94.73%

ABBV:

-45.09%

Current Drawdown

NGL:

-82.87%

ABBV:

-15.31%

Fundamentals

Market Cap

NGL:

$491.09M

ABBV:

$326.52B

EPS

NGL:

-$2.53

ABBV:

$2.35

PEG Ratio

NGL:

-126.11

ABBV:

0.40

PS Ratio

NGL:

0.08

ABBV:

5.69

PB Ratio

NGL:

0.71

ABBV:

229.94

Total Revenue (TTM)

NGL:

$4.29B

ABBV:

$57.37B

Gross Profit (TTM)

NGL:

$510.51M

ABBV:

$44.44B

EBITDA (TTM)

NGL:

$424.64M

ABBV:

$16.33B

Returns By Period

In the year-to-date period, NGL achieves a -32.26% return, which is significantly lower than ABBV's 4.23% return. Over the past 10 years, NGL has underperformed ABBV with an annualized return of -13.32%, while ABBV has yielded a comparatively higher 15.46% annualized return.


NGL

YTD

-32.26%

1M

18.60%

6M

-24.89%

1Y

-40.81%

3Y*

20.96%

5Y*

-6.27%

10Y*

-13.32%

ABBV

YTD

4.23%

1M

6.84%

6M

10.40%

1Y

15.64%

3Y*

10.49%

5Y*

19.36%

10Y*

15.46%

*Annualized

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NGL Energy Partners LP

AbbVie Inc.

Risk-Adjusted Performance

NGL vs. ABBV — Risk-Adjusted Performance Rank

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

NGL
The Risk-Adjusted Performance Rank of NGL is 1313
Overall Rank
The Sharpe Ratio Rank of NGL is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of NGL is 1515
Sortino Ratio Rank
The Omega Ratio Rank of NGL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of NGL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NGL is 44
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6767
Overall Rank
The Sharpe Ratio Rank of ABBV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6868
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.

NGL vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NGL Energy Partners LP (NGL) 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.


The current NGL Sharpe Ratio is -0.74, which is lower than the ABBV Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of NGL 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.


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Dividends

NGL vs. ABBV - Dividend Comparison

NGL has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 3.51%.


TTM20242023202220212020201920182017201620152014
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%15.91%8.62%22.79%8.15%
ABBV
AbbVie Inc.
3.51%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

NGL vs. ABBV - Drawdown Comparison

The maximum NGL drawdown since its inception was -94.73%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for NGL and ABBV. For additional features, visit the drawdowns tool.


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Volatility

NGL vs. ABBV - Volatility Comparison

NGL Energy Partners LP (NGL) has a higher volatility of 20.71% compared to AbbVie Inc. (ABBV) at 10.99%. This indicates that NGL'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.


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Financials

NGL vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between NGL Energy Partners LP 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


0.005.00B10.00B15.00B20212022202320242025
1.55B
13.34B
(NGL) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

NGL vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between NGL Energy Partners LP and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
11.2%
83.9%
(NGL) Gross Margin
(ABBV) Gross Margin
NGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NGL Energy Partners LP reported a gross profit of 172.83M and revenue of 1.55B. Therefore, the gross margin over that period was 11.2%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

NGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NGL Energy Partners LP reported an operating income of 75.50M and revenue of 1.55B, resulting in an operating margin of 4.9%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

NGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NGL Energy Partners LP reported a net income of 13.51M and revenue of 1.55B, resulting in a net margin of 0.9%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.