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RELX vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RELXABBV
YTD Return3.96%6.34%
1Y Return31.44%10.99%
3Y Return (Ann)18.42%17.83%
5Y Return (Ann)14.96%20.91%
10Y Return (Ann)13.47%16.94%
Sharpe Ratio1.910.51
Daily Std Dev16.48%18.42%
Max Drawdown-55.06%-45.09%
Current Drawdown-7.64%-10.36%

Fundamentals


RELXABBV
Market Cap$77.84B$282.63B
EPS$1.17$2.71
PE Ratio35.5658.90
PEG Ratio3.620.45
Revenue (TTM)$9.16B$54.40B
Gross Profit (TTM)$5.51B$41.53B
EBITDA (TTM)$2.89B$26.88B

Correlation

-0.50.00.51.00.3

The correlation between RELX and ABBV is 0.29, 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.

Performance

RELX vs. ABBV - Performance Comparison

In the year-to-date period, RELX achieves a 3.96% return, which is significantly lower than ABBV's 6.34% return. Over the past 10 years, RELX has underperformed ABBV with an annualized return of 13.47%, while ABBV has yielded a comparatively higher 16.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
438.24%
637.56%
RELX
ABBV

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RELX PLC

AbbVie Inc.

Risk-Adjusted Performance

RELX vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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.


RELX
Sharpe ratio
The chart of Sharpe ratio for RELX, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for RELX, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for RELX, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for RELX, currently valued at 3.37, compared to the broader market0.002.004.006.003.37
Martin ratio
The chart of Martin ratio for RELX, currently valued at 9.81, compared to the broader market-10.000.0010.0020.0030.009.81
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.004.000.60
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.006.000.91
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 0.53, compared to the broader market0.002.004.006.000.53
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 2.06, compared to the broader market-10.000.0010.0020.0030.002.06

RELX vs. ABBV - Sharpe Ratio Comparison

The current RELX Sharpe Ratio is 1.91, which is higher than the ABBV Sharpe Ratio of 0.51. The chart below compares the 12-month rolling Sharpe Ratio of RELX and ABBV.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.91
0.60
RELX
ABBV

Dividends

RELX vs. ABBV - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.79%, less than ABBV's 3.75% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.79%1.71%2.39%2.05%2.43%2.18%2.68%2.01%2.49%3.64%3.96%2.38%
ABBV
AbbVie Inc.
3.75%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

RELX vs. ABBV - Drawdown Comparison

The maximum RELX drawdown since its inception was -55.06%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for RELX and ABBV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.64%
-10.36%
RELX
ABBV

Volatility

RELX vs. ABBV - Volatility Comparison

The current volatility for RELX PLC (RELX) is 4.71%, while AbbVie Inc. (ABBV) has a volatility of 8.22%. This indicates that RELX 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.71%
8.22%
RELX
ABBV

Financials

RELX vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC 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