PRYMY vs. ABBNY

Last updated Apr 2, 2026

Compare and contrast key facts about Prysmian SPA ADR (PRYMY) and ABB Ltd (ABBNY).

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.

PRYMY vs. ABBNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRYMY Prysmian SPA ADR	20.24%	60.15%	42.14%	24.72%	0.47%	7.10%	46.21%	29.95%	-38.15%	29.80%
ABBNY ABB Ltd	14.33%	40.49%	23.75%	49.62%	-18.13%	40.40%	21.21%	31.87%	-26.52%	31.68%

Fundamentals

Market Cap PRYMY : $40.01B ABBNY : $151.93B
EPS PRYMY : $2.10 ABBNY : $2.59
PE Ratio PRYMY : 28.82 ABBNY : 32.19
PEG Ratio PRYMY : 0.72 ABBNY : 3.24
PS Ratio PRYMY : 1.86 ABBNY : 4.36
PB Ratio PRYMY : 6.18 ABBNY : 9.44
Total Revenue (TTM) PRYMY : $19.59B ABBNY : $34.94B
Gross Profit (TTM) PRYMY : $6.01B ABBNY : $14.20B
EBITDA (TTM) PRYMY : $2.49B ABBNY : $7.12B

Returns By Period

In the year-to-date period, PRYMY achieves a 20.24% return, which is significantly higher than ABBNY's 14.33% return. Over the past 10 years, PRYMY has outperformed ABBNY with an annualized return of 22.40%, while ABBNY has yielded a comparatively lower 19.64% annualized return.

PRYMY

• 1D: 3.90%
• 1M: -0.12%
• YTD: 20.24%
• 6M: 21.62%
• 1Y: 125.54%
• 3Y*: 44.55%
• 5Y*: 31.74%
• 10Y*: 22.40%

ABBNY

• 1D: 3.55%
• 1M: -5.98%
• YTD: 14.33%
• 6M: 16.83%
• 1Y: 62.57%
• 3Y*: 36.92%
• 5Y*: 24.83%
• 10Y*: 19.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRYMY vs. ABBNY — Risk / Return Rank

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

PRYMY

PRYMY Risk / Return Rank: 96
PRYMY Sharpe Ratio Rank: 97
PRYMY Sortino Ratio Rank: 96
PRYMY Omega Ratio Rank: 94
PRYMY Calmar Ratio Rank: 95
PRYMY Martin Ratio Rank: 97

ABBNY

ABBNY Risk / Return Rank: 92
ABBNY Sharpe Ratio Rank: 92
ABBNY Sortino Ratio Rank: 93
ABBNY Omega Ratio Rank: 91
ABBNY Calmar Ratio Rank: 91
ABBNY Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRYMY vs. ABBNY - Risk-Adjusted Trends 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.

	PRYMY	ABBNY	Difference
Sharpe ratio Return per unit of total volatility	3.29	2.27	+1.03
Sortino ratio Return per unit of downside risk	3.87	3.25	+0.61
Omega ratio Gain probability vs. loss probability	1.49	1.42	+0.07
Calmar ratio Return relative to maximum drawdown	6.15	4.17	+1.99
Martin ratio Return relative to average drawdown	22.83	16.54	+6.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRYMY vs. ABBNY - Sharpe Ratio Comparison

The current PRYMY Sharpe Ratio is 3.29, which is higher than the ABBNY Sharpe Ratio of 2.27. 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.

Sharpe Ratios by Period

	PRYMY	ABBNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.29	2.27	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.98	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.79	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.26	+0.14

Correlation

The correlation between PRYMY and ABBNY is 0.36, 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.

Dividends

PRYMY vs. ABBNY - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 0.73%, less than ABBNY's 1.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRYMY Prysmian SPA ADR	0.73%	0.88%	1.16%	1.46%	1.56%	1.04%	0.49%	2.57%	5.65%	2.45%	3.61%	0.00%
ABBNY ABB Ltd	1.46%	1.39%	1.79%	2.07%	2.88%	2.29%	2.77%	3.31%	4.35%	2.84%	3.47%	4.21%

Drawdowns

PRYMY vs. ABBNY - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -58.18%, 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.

Drawdown Indicators

	PRYMY	ABBNY	Difference
Max Drawdown Largest peak-to-trough decline	-58.18%	-93.98%	+35.80%
Max Drawdown (1Y) Largest decline over 1 year	-20.23%	-15.71%	-4.52%
Max Drawdown (5Y) Largest decline over 5 years	-42.01%	-36.07%	-5.94%
Max Drawdown (10Y) Largest decline over 10 years	-54.97%	-43.98%	-10.99%
Current Drawdown Current decline from peak	-4.26%	-8.86%	+4.60%
Average Drawdown Average peak-to-trough decline	-21.27%	-25.71%	+4.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.45%	3.96%	+1.49%

Volatility

PRYMY vs. ABBNY - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 13.87% compared to ABB Ltd (ABBNY) at 10.72%. 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.

Volatility by Period

	PRYMY	ABBNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.87%	10.72%	+3.15%
Volatility (6M) Calculated over the trailing 6-month period	25.84%	20.49%	+5.35%
Volatility (1Y) Calculated over the trailing 1-year period	38.37%	27.79%	+10.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.61%	25.40%	+8.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.26%	25.00%	+10.26%

Financials

PRYMY vs. ABBNY - Profitability Comparison

The chart below illustrates the profitability comparison between Prysmian SPA ADR and ABB Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PRYMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Prysmian SPA ADR reported a gross profit of 1.14B and revenue of 4.92B. Therefore, the gross margin over that period was 23.1%.

ABBNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a gross profit of 3.66B and revenue of 9.05B. Therefore, the gross margin over that period was 40.4%.

PRYMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Prysmian SPA ADR reported an operating income of 324.92M and revenue of 4.92B, resulting in an operating margin of 6.6%.

ABBNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported an operating income of 1.51B and revenue of 9.05B, resulting in an operating margin of 16.6%.

PRYMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Prysmian SPA ADR reported a net income of 245.67M and revenue of 4.92B, resulting in a net margin of 5.0%.

ABBNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a net income of 1.27B and revenue of 9.05B, resulting in a net margin of 14.1%.