ROG.SW vs. ABBV
Compare and contrast key facts about Roche Holding AG (ROG.SW) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROG.SW or ABBV.
Key characteristics
| ROG.SW | ABBV | |
|---|---|---|
| YTD Return | 14.84% | 27.40% |
| 1Y Return | 11.20% | 32.35% |
| 3Y Return (Ann) | -6.01% | 25.05% |
| 5Y Return (Ann) | 1.90% | 25.38% |
| 10Y Return (Ann) | 3.41% | 18.40% |
| Sharpe Ratio | 0.58 | 1.80 |
| Sortino Ratio | 0.89 | 2.32 |
| Omega Ratio | 1.12 | 1.33 |
| Calmar Ratio | 0.27 | 2.15 |
| Martin Ratio | 1.92 | 6.56 |
| Ulcer Index | 5.93% | 5.20% |
| Daily Std Dev | 19.63% | 18.96% |
| Max Drawdown | -58.88% | -45.09% |
| Current Drawdown | -27.30% | -3.69% |
Fundamentals
| ROG.SW | ABBV | |
|---|---|---|
| Market Cap | CHF 217.48B | $336.42B |
| EPS | CHF 13.24 | $2.99 |
| PE Ratio | 20.36 | 63.70 |
| PEG Ratio | 1.25 | 0.46 |
| Total Revenue (TTM) | CHF 58.79B | $41.07B |
| Gross Profit (TTM) | CHF 42.64B | $32.43B |
| EBITDA (TTM) | CHF 15.92B | $14.33B |
Correlation
The correlation between ROG.SW and ABBV is 0.20, 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
ROG.SW vs. ABBV - Performance Comparison
In the year-to-date period, ROG.SW achieves a 14.84% return, which is significantly lower than ABBV's 27.40% return. Over the past 10 years, ROG.SW has underperformed ABBV with an annualized return of 3.41%, while ABBV has yielded a comparatively higher 18.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROG.SW vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (ROG.SW) 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
ROG.SW vs. ABBV - Dividend Comparison
ROG.SW's dividend yield for the trailing twelve months is around 3.56%, more than ABBV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROG.SW Roche Holding AG | 3.56% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
ABBV AbbVie Inc. | 3.26% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
ROG.SW vs. ABBV - Drawdown Comparison
The maximum ROG.SW drawdown since its inception was -58.88%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ROG.SW and ABBV. For additional features, visit the drawdowns tool.
Volatility
ROG.SW vs. ABBV - Volatility Comparison
Roche Holding AG (ROG.SW) has a higher volatility of 4.80% compared to AbbVie Inc. (ABBV) at 3.28%. This indicates that ROG.SW'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.
Financials
ROG.SW vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG 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