SM vs. ABBV
SM (SM Energy Company) and ABBV (AbbVie Inc.) are both stocks. SM operates in Oil & Gas E&P (Energy), while ABBV operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SM returned 0.47%/yr vs 18.45%/yr for ABBV. At a 0.15 correlation, their price movements are largely independent.
Performance
SM vs. ABBV - Performance Comparison
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Returns By Period
In the year-to-date period, SM achieves a 73.72% return, which is significantly higher than ABBV's 1.08% return. Over the past 10 years, SM has underperformed ABBV with an annualized return of 0.47%, while ABBV has yielded a comparatively higher 18.45% annualized return.
SM
- 1D
- -5.15%
- 1M
- 12.82%
- YTD
- 73.72%
- 6M
- 63.18%
- 1Y
- 39.05%
- 3Y*
- 7.21%
- 5Y*
- 8.17%
- 10Y*
- 0.47%
ABBV
- 1D
- 1.02%
- 1M
- 10.83%
- YTD
- 1.08%
- 6M
- 2.16%
- 1Y
- 25.16%
- 3Y*
- 23.16%
- 5Y*
- 19.52%
- 10Y*
- 18.45%
SM vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SM SM Energy Company | 73.72% | -49.72% | 1.84% | 13.14% | 18.58% | 382.16% | -44.85% | -26.72% | -29.60% | -35.65% |
ABBV AbbVie Inc. | 1.08% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
Correlation
The correlation between SM and ABBV is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.15 |
The correlation between SM and ABBV shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SM:
$5.40
ABBV:
$2.05
SM:
5.97
ABBV:
110.71
SM:
1.20
ABBV:
6.41
SM:
$2.31B
ABBV:
$62.82B
SM:
$660.35M
ABBV:
$46.15B
SM:
$1.94B
ABBV:
$17.96B
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Return for Risk
SM vs. ABBV — Risk / Return Rank
SM
ABBV
SM vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SM Energy Company (SM) 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.
| SM | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.46 | -0.43 |
| Martin ratioReturn relative to average drawdown | 1.92 | 3.27 | -1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SM | ABBV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.04 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.86 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.72 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.75 | -0.61 |
Drawdowns
SM vs. ABBV - Drawdown Comparison
The maximum SM drawdown since its inception was -98.85%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for SM and ABBV.
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Drawdown Indicators
| SM | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.85% | -45.09% | -53.76% |
Max Drawdown (1Y)Largest decline over 1 year | -38.16% | -17.32% | -20.84% |
Max Drawdown (3Y)Largest decline over 3 years | -64.87% | -20.74% | -44.13% |
Max Drawdown (5Y)Largest decline over 5 years | -65.01% | -21.92% | -43.09% |
Max Drawdown (10Y)Largest decline over 10 years | -97.46% | -45.09% | -52.37% |
Current DrawdownCurrent decline from peak | -60.24% | -4.81% | -55.43% |
Average DrawdownAverage peak-to-trough decline | -39.91% | -10.72% | -29.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.36% | 7.71% | +12.65% |
Volatility
SM vs. ABBV - Volatility Comparison
SM Energy Company (SM) has a higher volatility of 15.01% compared to AbbVie Inc. (ABBV) at 6.15%. This indicates that SM'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.
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Volatility by Period
| SM | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.01% | 6.15% | +8.86% |
Volatility (6M)Calculated over the trailing 6-month period | 36.90% | 17.80% | +19.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.03% | 24.23% | +25.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.04% | 22.89% | +31.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.06% | 25.74% | +54.32% |
Dividends
SM vs. ABBV - Dividend Comparison
SM's dividend yield for the trailing twelve months is around 2.55%, less than ABBV's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.97% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
SM SM Energy Company | 2.55% | 5.35% | 1.91% | 1.55% | 0.46% | 0.07% | 0.33% | 0.89% | 0.65% | 0.45% | 0.29% | 0.51% |
Financials
SM vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between SM Energy Company 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
Frequently Asked Questions
SM and ABBV have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SM has higher volatility (15.01%) compared to ABBV (6.15%). In terms of maximum drawdown, SM dropped -98.85% vs ABBV's -45.09%.
ABBV currently has the higher Sharpe Ratio (1.04 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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