PM vs. ABBV
Compare and contrast key facts about Philip Morris International Inc. (PM) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PM or ABBV.
Performance
PM vs. ABBV - Performance Comparison
Returns By Period
In the year-to-date period, PM achieves a 42.84% return, which is significantly higher than ABBV's 10.36% return. Over the past 10 years, PM has underperformed ABBV with an annualized return of 9.55%, while ABBV has yielded a comparatively higher 14.41% annualized return.
PM
42.84%
7.64%
33.09%
48.17%
15.35%
9.55%
ABBV
10.36%
-12.64%
0.86%
23.67%
18.16%
14.41%
Fundamentals
| PM | ABBV | |
|---|---|---|
| Market Cap | $193.14B | $302.34B |
| EPS | $6.30 | $2.88 |
| PE Ratio | 19.72 | 59.41 |
| PEG Ratio | 1.55 | 0.40 |
| Total Revenue (TTM) | $37.16B | $55.53B |
| Gross Profit (TTM) | $23.58B | $42.72B |
| EBITDA (TTM) | $14.61B | $26.35B |
Key characteristics
| PM | ABBV | |
|---|---|---|
| Sharpe Ratio | 2.52 | 1.05 |
| Sortino Ratio | 3.72 | 1.37 |
| Omega Ratio | 1.52 | 1.23 |
| Calmar Ratio | 4.29 | 1.27 |
| Martin Ratio | 14.86 | 4.51 |
| Ulcer Index | 3.32% | 5.39% |
| Daily Std Dev | 19.55% | 23.17% |
| Max Drawdown | -42.87% | -45.09% |
| Current Drawdown | -2.57% | -19.07% |
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Correlation
The correlation between PM and ABBV is 0.30, 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
PM vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) 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.
Dividends
PM vs. ABBV - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 4.06%, more than ABBV's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 4.06% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
ABBV AbbVie Inc. | 3.76% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
PM vs. ABBV - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, roughly equal to the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for PM and ABBV. For additional features, visit the drawdowns tool.
Volatility
PM vs. ABBV - Volatility Comparison
The current volatility for Philip Morris International Inc. (PM) is 12.61%, while AbbVie Inc. (ABBV) has a volatility of 15.60%. This indicates that PM 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.
Financials
PM vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International 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.
Total Revenue: Total amount of money received from sales and other business activities