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

Correlation

The correlation between TS and ABBV is 0.21, 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.


-0.50.00.51.00.2

Performance

TS vs. ABBV - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
25.65%
711.84%
TS
ABBV

Key characteristics

Sharpe Ratio

TS:

0.43

ABBV:

0.84

Sortino Ratio

TS:

0.77

ABBV:

1.16

Omega Ratio

TS:

1.11

ABBV:

1.19

Calmar Ratio

TS:

0.28

ABBV:

1.05

Martin Ratio

TS:

0.72

ABBV:

2.88

Ulcer Index

TS:

16.18%

ABBV:

6.95%

Daily Std Dev

TS:

26.94%

ABBV:

23.75%

Max Drawdown

TS:

-82.89%

ABBV:

-45.09%

Current Drawdown

TS:

-20.27%

ABBV:

-13.88%

Fundamentals

Market Cap

TS:

$21.05B

ABBV:

$309.92B

EPS

TS:

$4.60

ABBV:

$2.88

PE Ratio

TS:

8.29

ABBV:

60.90

PEG Ratio

TS:

4.69

ABBV:

0.42

Total Revenue (TTM)

TS:

$13.09B

ABBV:

$55.53B

Gross Profit (TTM)

TS:

$4.68B

ABBV:

$42.68B

EBITDA (TTM)

TS:

$3.55B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, TS achieves a 11.09% return, which is significantly lower than ABBV's 17.45% return. Over the past 10 years, TS has underperformed ABBV with an annualized return of 5.64%, while ABBV has yielded a comparatively higher 15.26% annualized return.


TS

YTD

11.09%

1M

0.51%

6M

23.55%

1Y

9.54%

5Y*

14.39%

10Y*

5.64%

ABBV

YTD

17.45%

1M

4.66%

6M

4.83%

1Y

19.28%

5Y*

19.53%

10Y*

15.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TS vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenaris S.A. (TS) 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.


Sharpe ratio
The chart of Sharpe ratio for TS, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.84
The chart of Sortino ratio for TS, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.771.16
The chart of Omega ratio for TS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.19
The chart of Calmar ratio for TS, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.05
The chart of Martin ratio for TS, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.000.722.88
TS
ABBV

The current TS Sharpe Ratio is 0.43, which is lower than the ABBV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TS and ABBV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.84
TS
ABBV

Dividends

TS vs. ABBV - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 3.60%, more than ABBV's 3.53% yield.


TTM20232022202120202019201820172016201520142013
TS
Tenaris S.A.
3.60%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%1.97%
ABBV
AbbVie Inc.
3.53%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

TS vs. ABBV - Drawdown Comparison

The maximum TS drawdown since its inception was -82.89%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for TS and ABBV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
-13.88%
TS
ABBV

Volatility

TS vs. ABBV - Volatility Comparison

Tenaris S.A. (TS) and AbbVie Inc. (ABBV) have volatilities of 6.73% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.73%
6.74%
TS
ABBV

Financials

TS vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Tenaris S.A. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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