PortfoliosLab logo
NWN vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWN and ABBV is 0.20, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

NWN vs. ABBV - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
54.39%
733.99%
NWN
ABBV

Key characteristics

Sharpe Ratio

NWN:

1.05

ABBV:

0.38

Sortino Ratio

NWN:

1.54

ABBV:

0.65

Omega Ratio

NWN:

1.19

ABBV:

1.10

Calmar Ratio

NWN:

0.47

ABBV:

0.50

Martin Ratio

NWN:

4.15

ABBV:

1.25

Ulcer Index

NWN:

5.20%

ABBV:

8.22%

Daily Std Dev

NWN:

20.64%

ABBV:

26.98%

Max Drawdown

NWN:

-46.27%

ABBV:

-45.09%

Current Drawdown

NWN:

-29.93%

ABBV:

-17.53%

Fundamentals

Market Cap

NWN:

$1.78B

ABBV:

$307.41B

EPS

NWN:

$2.03

ABBV:

$2.40

PE Ratio

NWN:

21.73

ABBV:

72.41

PEG Ratio

NWN:

2.30

ABBV:

0.38

PS Ratio

NWN:

1.54

ABBV:

5.46

PB Ratio

NWN:

1.26

ABBV:

92.46

Total Revenue (TTM)

NWN:

$719.52M

ABBV:

$44.02B

Gross Profit (TTM)

NWN:

$531.56M

ABBV:

$33.24B

EBITDA (TTM)

NWN:

$158.20M

ABBV:

$12.60B

Returns By Period

In the year-to-date period, NWN achieves a 11.59% return, which is significantly higher than ABBV's 1.50% return. Over the past 10 years, NWN has underperformed ABBV with an annualized return of 2.65%, while ABBV has yielded a comparatively higher 15.09% annualized return.


NWN

YTD

11.59%

1M

5.39%

6M

10.19%

1Y

19.59%

5Y*

-3.28%

10Y*

2.65%

ABBV

YTD

1.50%

1M

-14.57%

6M

-4.00%

1Y

8.23%

5Y*

21.15%

10Y*

15.09%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NWN vs. ABBV — Risk-Adjusted Performance Rank

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

NWN
The Risk-Adjusted Performance Rank of NWN is 8080
Overall Rank
The Sharpe Ratio Rank of NWN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of NWN is 7979
Sortino Ratio Rank
The Omega Ratio Rank of NWN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of NWN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NWN is 8484
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6666
Overall Rank
The Sharpe Ratio Rank of ABBV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7474
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.

NWN vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) 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 chart of Sharpe ratio for NWN, currently valued at 1.05, compared to the broader market-2.00-1.000.001.002.003.00
NWN: 1.05
ABBV: 0.38
The chart of Sortino ratio for NWN, currently valued at 1.54, compared to the broader market-6.00-4.00-2.000.002.004.00
NWN: 1.54
ABBV: 0.65
The chart of Omega ratio for NWN, currently valued at 1.19, compared to the broader market0.501.001.502.00
NWN: 1.19
ABBV: 1.10
The chart of Calmar ratio for NWN, currently valued at 0.47, compared to the broader market0.001.002.003.004.005.00
NWN: 0.47
ABBV: 0.50
The chart of Martin ratio for NWN, currently valued at 4.15, compared to the broader market-5.000.005.0010.0015.0020.00
NWN: 4.15
ABBV: 1.25

The current NWN Sharpe Ratio is 1.05, which is higher than the ABBV Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of NWN 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.05
0.38
NWN
ABBV

Dividends

NWN vs. ABBV - Dividend Comparison

NWN's dividend yield for the trailing twelve months is around 4.48%, more than ABBV's 3.60% yield.


TTM20242023202220212020201920182017201620152014
NWN
Northwest Natural Holding Company
4.48%4.94%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%
ABBV
AbbVie Inc.
3.60%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

NWN vs. ABBV - Drawdown Comparison

The maximum NWN drawdown since its inception was -46.27%, roughly equal to the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for NWN and ABBV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.93%
-17.53%
NWN
ABBV

Volatility

NWN vs. ABBV - Volatility Comparison

The current volatility for Northwest Natural Holding Company (NWN) is 7.62%, while AbbVie Inc. (ABBV) has a volatility of 12.51%. This indicates that NWN 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
7.62%
12.51%
NWN
ABBV

Financials

NWN vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Northwest Natural Holding 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