PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.2

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%OctoberNovemberDecember2025February
44.75%
875.62%
NWN
ABBV

Key characteristics

Sharpe Ratio

NWN:

0.85

ABBV:

0.85

Sortino Ratio

NWN:

1.32

ABBV:

1.21

Omega Ratio

NWN:

1.16

ABBV:

1.19

Calmar Ratio

NWN:

0.38

ABBV:

1.10

Martin Ratio

NWN:

3.32

ABBV:

2.56

Ulcer Index

NWN:

5.26%

ABBV:

8.21%

Daily Std Dev

NWN:

20.47%

ABBV:

24.84%

Max Drawdown

NWN:

-46.27%

ABBV:

-45.09%

Current Drawdown

NWN:

-34.31%

ABBV:

0.00%

Fundamentals

Market Cap

NWN:

$1.65B

ABBV:

$361.93B

EPS

NWN:

$2.10

ABBV:

$2.40

PE Ratio

NWN:

19.59

ABBV:

85.43

PEG Ratio

NWN:

2.18

ABBV:

2.72

Total Revenue (TTM)

NWN:

$782.12M

ABBV:

$56.33B

Gross Profit (TTM)

NWN:

$349.28M

ABBV:

$41.47B

EBITDA (TTM)

NWN:

$232.25M

ABBV:

$18.15B

Returns By Period

In the year-to-date period, NWN achieves a 4.60% return, which is significantly lower than ABBV's 18.74% return. Over the past 10 years, NWN has underperformed ABBV with an annualized return of 2.52%, while ABBV has yielded a comparatively higher 18.80% annualized return.


NWN

YTD

4.60%

1M

2.40%

6M

4.16%

1Y

16.30%

5Y*

-4.94%

10Y*

2.52%

ABBV

YTD

18.74%

1M

13.67%

6M

8.35%

1Y

21.10%

5Y*

24.23%

10Y*

18.80%

*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 7070
Overall Rank
The Sharpe Ratio Rank of NWN is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of NWN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NWN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NWN is 6565
Calmar Ratio Rank
The Martin Ratio Rank of NWN is 7575
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7373
Overall Rank
The Sharpe Ratio Rank of ABBV is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7171
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.


Sharpe ratio
The chart of Sharpe ratio for NWN, currently valued at 0.85, compared to the broader market-3.00-2.00-1.000.001.002.003.000.850.85
The chart of Sortino ratio for NWN, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.321.21
The chart of Omega ratio for NWN, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.19
The chart of Calmar ratio for NWN, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.006.000.381.10
The chart of Martin ratio for NWN, currently valued at 3.32, compared to the broader market-5.000.005.0010.0015.0020.0025.003.322.56
NWN
ABBV

The current NWN Sharpe Ratio is 0.85, which is comparable to the ABBV Sharpe Ratio of 0.85. 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 Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025February
0.85
0.85
NWN
ABBV

Dividends

NWN vs. ABBV - Dividend Comparison

NWN's dividend yield for the trailing twelve months is around 4.78%, more than ABBV's 3.01% yield.


TTM20242023202220212020201920182017201620152014
NWN
Northwest Natural Holding Company
4.78%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.
3.01%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%OctoberNovemberDecember2025February
-34.31%
0
NWN
ABBV

Volatility

NWN vs. ABBV - Volatility Comparison

The current volatility for Northwest Natural Holding Company (NWN) is 4.44%, while AbbVie Inc. (ABBV) has a volatility of 6.00%. 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.


5.00%10.00%15.00%OctoberNovemberDecember2025February
4.44%
6.00%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab