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SNEX vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNEX vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNEX achieves a 106.07% return, which is significantly higher than ABBV's 1.30% return. Over the past 10 years, SNEX has outperformed ABBV with an annualized return of 32.52%, while ABBV has yielded a comparatively lower 19.10% annualized return.


SNEX

1D
0.73%
1M
18.58%
YTD
106.07%
6M
101.21%
1Y
132.71%
3Y*
70.28%
5Y*
45.86%
10Y*
32.52%

ABBV

1D
1.32%
1M
8.24%
YTD
1.30%
6M
3.65%
1Y
23.06%
3Y*
22.39%
5Y*
18.94%
10Y*
19.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNEX vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNEX
StoneX Group Inc.
106.07%45.65%32.70%16.21%55.59%5.79%18.57%33.49%-13.99%7.40%
ABBV
AbbVie Inc.
1.30%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Correlation

The correlation between SNEX and ABBV is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.21

The correlation between SNEX and ABBV shifts across timeframes, from 0.08 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNEX:

$10.65B

ABBV:

$403.99B

EPS

SNEX:

$7.78

ABBV:

$2.05

PE Ratio

SNEX:

16.79

ABBV:

110.96

PS Ratio

SNEX:

0.05

ABBV:

6.43

PB Ratio

SNEX:

3.94

ABBV:

14.69

Total Revenue (TTM)

SNEX:

$152.34B

ABBV:

$62.82B

Gross Profit (TTM)

SNEX:

$47.64B

ABBV:

$46.15B

EBITDA (TTM)

SNEX:

$2.46B

ABBV:

$17.96B

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Return for Risk

SNEX vs. ABBV — Risk / Return Rank

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

SNEX
SNEX Risk / Return Rank: 9494
Overall Rank
SNEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SNEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SNEX Omega Ratio Rank: 9393
Omega Ratio Rank
SNEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SNEX Martin Ratio Rank: 9494
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
Martin Ratio Rank
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.

SNEX vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNEXABBVDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.48

1.18

+0.31

Calmar ratioReturn relative to maximum drawdown

6.26

1.29

+4.97

Martin ratioReturn relative to average drawdown

16.05

2.88

+13.17

SNEX vs. ABBV - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 3.09, which is higher than the ABBV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SNEX and ABBV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNEX vs. ABBV - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for SNEX and ABBV.


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Drawdown Indicators


SNEXABBVDifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-45.09%

-52.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-17.32%

-3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-20.74%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-21.92%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.65%

-45.09%

-3.56%

Current Drawdown

Current decline from peak

0.00%

-4.60%

+4.60%

Average Drawdown

Average peak-to-trough decline

-42.89%

-10.71%

-32.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

7.75%

+0.40%

Volatility

SNEX vs. ABBV - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 12.49% compared to AbbVie Inc. (ABBV) at 6.10%. This indicates that SNEX'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


SNEXABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.49%

6.10%

+6.39%

Volatility (6M)

Calculated over the trailing 6-month period

30.78%

17.85%

+12.93%

Volatility (1Y)

Calculated over the trailing 1-year period

42.37%

24.31%

+18.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.13%

22.89%

+12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.47%

25.73%

+10.74%

Dividends

SNEX vs. ABBV - Dividend Comparison

SNEX has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 2.96%.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
SNEX
StoneX Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SNEX vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between StoneX Group Inc. 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


10.00B20.00B30.00B40.00B50.00B20222023202420252026
45.76B
15.00B
(SNEX) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

SNEX vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between StoneX Group Inc. and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.1%
83.5%
Portfolio components
SNEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported a gross profit of 45.35B and revenue of 45.76B. Therefore, the gross margin over that period was 99.1%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.

SNEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported an operating income of 45.32B and revenue of 45.76B, resulting in an operating margin of 99.0%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.

SNEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported a net income of 174.30M and revenue of 45.76B, resulting in a net margin of 0.4%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.


Frequently Asked Questions


SNEX and ABBV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNEX has higher volatility (12.49%) compared to ABBV (6.10%). In terms of maximum drawdown, SNEX dropped -97.89% vs ABBV's -45.09%.

SNEX currently has the higher Sharpe Ratio (3.09 vs 0.92), 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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