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STK vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STK vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Premium Technology Growth Closed Fund (STK) 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, STK achieves a 44.26% return, which is significantly higher than ABBV's 1.30% return. Over the past 10 years, STK has outperformed ABBV with an annualized return of 23.66%, while ABBV has yielded a comparatively lower 19.10% annualized return.


STK

1D
2.32%
1M
4.91%
YTD
44.26%
6M
47.42%
1Y
90.64%
3Y*
30.83%
5Y*
19.37%
10Y*
23.66%

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)

STK vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STK
Columbia Seligman Premium Technology Growth Closed Fund
44.26%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%
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 STK and ABBV is -0.05, 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

-0.05

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

0.00

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

0.08

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

0.23

The correlation between STK and ABBV shifts across timeframes, from -0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STK vs. ABBV — Risk / Return Rank

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

STK
STK Risk / Return Rank: 9494
Overall Rank
STK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STK Sortino Ratio Rank: 8989
Sortino Ratio Rank
STK Omega Ratio Rank: 8989
Omega Ratio Rank
STK Calmar Ratio Rank: 9696
Calmar Ratio Rank
STK Martin Ratio Rank: 9797
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.

STK vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) 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.


STKABBVDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.57

1.18

+0.39

Calmar ratioReturn relative to maximum drawdown

5.57

1.29

+4.28

Martin ratioReturn relative to average drawdown

24.83

2.88

+21.95

STK vs. ABBV - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.44, which is higher than the ABBV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of STK 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

STK vs. ABBV - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for STK and ABBV.


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Drawdown Indicators


STKABBVDifference

Max Drawdown

Largest peak-to-trough decline

-41.74%

-45.09%

+3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-17.32%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-20.74%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-21.92%

-14.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.74%

-45.09%

+3.35%

Current Drawdown

Current decline from peak

-9.90%

-4.60%

-5.30%

Average Drawdown

Average peak-to-trough decline

-7.41%

-10.71%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

7.75%

-4.15%

Volatility

STK vs. ABBV - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 15.03% compared to AbbVie Inc. (ABBV) at 6.10%. This indicates that STK'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


STKABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.03%

6.10%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

17.85%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.01%

24.31%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.66%

22.89%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

25.73%

+0.67%

Dividends

STK vs. ABBV - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.23%, more than ABBV's 2.96% yield.


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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
5.23%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Frequently Asked Questions


STK and ABBV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STK has higher volatility (15.03%) compared to ABBV (6.10%). In terms of maximum drawdown, STK dropped -41.74% vs ABBV's -45.09%.

STK currently has the higher Sharpe Ratio (3.44 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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