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PRYMY vs. ABBNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRYMY and ABBNY is 0.46, 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.


-0.50.00.51.00.5

Performance

PRYMY vs. ABBNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prysmian SPA ADR (PRYMY) and ABB Ltd (ABBNY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.62%
2.87%
PRYMY
ABBNY

Key characteristics

Sharpe Ratio

PRYMY:

2.09

ABBNY:

1.67

Sortino Ratio

PRYMY:

2.46

ABBNY:

2.19

Omega Ratio

PRYMY:

1.35

ABBNY:

1.30

Calmar Ratio

PRYMY:

4.04

ABBNY:

3.03

Martin Ratio

PRYMY:

9.46

ABBNY:

7.63

Ulcer Index

PRYMY:

6.56%

ABBNY:

4.63%

Daily Std Dev

PRYMY:

29.76%

ABBNY:

21.11%

Max Drawdown

PRYMY:

-52.29%

ABBNY:

-93.98%

Current Drawdown

PRYMY:

-7.07%

ABBNY:

-4.14%

Fundamentals

Market Cap

PRYMY:

$20.12B

ABBNY:

$104.65B

EPS

PRYMY:

$0.97

ABBNY:

$2.10

PE Ratio

PRYMY:

36.16

ABBNY:

27.14

PEG Ratio

PRYMY:

0.00

ABBNY:

2.35

Total Revenue (TTM)

PRYMY:

$12.36B

ABBNY:

$24.41B

Gross Profit (TTM)

PRYMY:

$3.48B

ABBNY:

$9.32B

EBITDA (TTM)

PRYMY:

$1.52B

ABBNY:

$4.59B

Returns By Period

In the year-to-date period, PRYMY achieves a 9.83% return, which is significantly higher than ABBNY's 6.11% return.


PRYMY

YTD

9.83%

1M

-0.65%

6M

3.62%

1Y

50.38%

5Y*

23.57%

10Y*

N/A

ABBNY

YTD

6.11%

1M

3.19%

6M

2.87%

1Y

28.04%

5Y*

23.45%

10Y*

14.72%

*Annualized

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Risk-Adjusted Performance

PRYMY vs. ABBNY — Risk-Adjusted Performance Rank

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

PRYMY
The Risk-Adjusted Performance Rank of PRYMY is 9090
Overall Rank
The Sharpe Ratio Rank of PRYMY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PRYMY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PRYMY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PRYMY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PRYMY is 9090
Martin Ratio Rank

ABBNY
The Risk-Adjusted Performance Rank of ABBNY is 8686
Overall Rank
The Sharpe Ratio Rank of ABBNY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 8787
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.

PRYMY vs. ABBNY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) and ABB Ltd (ABBNY). 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 PRYMY, currently valued at 2.09, compared to the broader market-2.000.002.004.002.091.67
The chart of Sortino ratio for PRYMY, currently valued at 2.46, compared to the broader market-6.00-4.00-2.000.002.004.006.002.462.19
The chart of Omega ratio for PRYMY, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.30
The chart of Calmar ratio for PRYMY, currently valued at 4.04, compared to the broader market0.002.004.006.004.043.03
The chart of Martin ratio for PRYMY, currently valued at 9.46, compared to the broader market-10.000.0010.0020.0030.009.467.63
PRYMY
ABBNY

The current PRYMY Sharpe Ratio is 2.09, which is comparable to the ABBNY Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of PRYMY and ABBNY, 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 Ratio1.001.502.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
2.09
1.67
PRYMY
ABBNY

Dividends

PRYMY vs. ABBNY - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 1.06%, less than ABBNY's 1.75% yield.


TTM20242023202220212020201920182017201620152014
PRYMY
Prysmian SPA ADR
1.06%1.16%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%
ABBNY
ABB Ltd
1.75%1.86%2.07%2.91%2.41%2.91%3.34%4.57%2.96%3.80%4.59%3.73%

Drawdowns

PRYMY vs. ABBNY - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -52.29%, smaller than the maximum ABBNY drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for PRYMY and ABBNY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.07%
-4.14%
PRYMY
ABBNY

Volatility

PRYMY vs. ABBNY - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 12.76% compared to ABB Ltd (ABBNY) at 8.25%. This indicates that PRYMY's price experiences larger fluctuations and is considered to be riskier than ABBNY 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%SeptemberOctoberNovemberDecember2025February
12.76%
8.25%
PRYMY
ABBNY

Financials

PRYMY vs. ABBNY - Financials Comparison

This section allows you to compare key financial metrics between Prysmian SPA ADR and ABB Ltd. 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
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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.

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