PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFE vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PFE and ABBV is 0.45, 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.


-0.50.00.51.00.4

Performance

PFE vs. ABBV - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-7.80%
4.59%
PFE
ABBV

Key characteristics

Sharpe Ratio

PFE:

-0.06

ABBV:

0.46

Sortino Ratio

PFE:

0.08

ABBV:

0.73

Omega Ratio

PFE:

1.01

ABBV:

1.11

Calmar Ratio

PFE:

-0.02

ABBV:

0.58

Martin Ratio

PFE:

-0.15

ABBV:

1.45

Ulcer Index

PFE:

8.59%

ABBV:

7.60%

Daily Std Dev

PFE:

22.99%

ABBV:

23.69%

Max Drawdown

PFE:

-54.82%

ABBV:

-45.09%

Current Drawdown

PFE:

-50.62%

ABBV:

-13.89%

Fundamentals

Market Cap

PFE:

$149.67B

ABBV:

$310.22B

EPS

PFE:

$0.75

ABBV:

$2.86

PE Ratio

PFE:

35.21

ABBV:

61.38

PEG Ratio

PFE:

0.20

ABBV:

0.41

Total Revenue (TTM)

PFE:

$45.86B

ABBV:

$41.23B

Gross Profit (TTM)

PFE:

$29.87B

ABBV:

$30.76B

EBITDA (TTM)

PFE:

$15.61B

ABBV:

$17.62B

Returns By Period

In the year-to-date period, PFE achieves a -0.45% return, which is significantly higher than ABBV's -1.21% return. Over the past 10 years, PFE has underperformed ABBV with an annualized return of 2.35%, while ABBV has yielded a comparatively higher 15.15% annualized return.


PFE

YTD

-0.45%

1M

3.24%

6M

-7.80%

1Y

-2.35%

5Y*

-3.20%

10Y*

2.35%

ABBV

YTD

-1.21%

1M

1.26%

6M

4.59%

1Y

11.00%

5Y*

19.25%

10Y*

15.15%

*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

PFE vs. ABBV — Risk-Adjusted Performance Rank

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

PFE
The Risk-Adjusted Performance Rank of PFE is 4242
Overall Rank
The Sharpe Ratio Rank of PFE is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4545
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6464
Overall Rank
The Sharpe Ratio Rank of ABBV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ABBV 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.

PFE vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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 PFE, currently valued at -0.10, compared to the broader market-2.000.002.00-0.100.46
The chart of Sortino ratio for PFE, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.010.73
The chart of Omega ratio for PFE, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.11
The chart of Calmar ratio for PFE, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.58
The chart of Martin ratio for PFE, currently valued at -0.27, compared to the broader market0.0010.0020.00-0.271.45
PFE
ABBV

The current PFE Sharpe Ratio is -0.06, which is lower than the ABBV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PFE 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.10
0.46
PFE
ABBV

Dividends

PFE vs. ABBV - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.36%, more than ABBV's 3.58% yield.


TTM20242023202220212020201920182017201620152014
PFE
Pfizer Inc.
6.36%6.33%5.70%3.12%2.64%3.91%3.68%3.12%3.54%3.70%3.48%3.34%
ABBV
AbbVie Inc.
3.58%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

PFE vs. ABBV - Drawdown Comparison

The maximum PFE drawdown since its inception was -54.82%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for PFE and ABBV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.62%
-13.89%
PFE
ABBV

Volatility

PFE vs. ABBV - Volatility Comparison

Pfizer Inc. (PFE) has a higher volatility of 6.54% compared to AbbVie Inc. (ABBV) at 5.32%. This indicates that PFE'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.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.54%
5.32%
PFE
ABBV

Financials

PFE vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Pfizer Inc. 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