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

Key characteristics


UBSIABBV
YTD Return18.45%16.68%
1Y Return51.99%30.47%
3Y Return (Ann)8.31%18.77%
5Y Return (Ann)6.11%20.13%
10Y Return (Ann)6.02%15.26%
Sharpe Ratio1.681.35
Sortino Ratio2.611.69
Omega Ratio1.311.29
Calmar Ratio1.791.95
Martin Ratio6.176.28
Ulcer Index8.61%4.94%
Daily Std Dev31.74%22.95%
Max Drawdown-62.13%-45.09%
Current Drawdown0.00%-14.44%

Fundamentals


UBSIABBV
Market Cap$5.82B$308.24B
EPS$2.65$2.88
PE Ratio16.2560.57
PEG Ratio1.920.41
Total Revenue (TTM)$1.60B$55.53B
Gross Profit (TTM)$1.60B$42.72B
EBITDA (TTM)$103.85M$26.35B

Correlation

-0.50.00.51.00.3

The correlation between UBSI and ABBV is 0.26, 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

UBSI vs. ABBV - Performance Comparison

In the year-to-date period, UBSI achieves a 18.45% return, which is significantly higher than ABBV's 16.68% return. Over the past 10 years, UBSI has underperformed ABBV with an annualized return of 6.02%, while ABBV has yielded a comparatively higher 15.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.64%
9.81%
UBSI
ABBV

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Risk-Adjusted Performance

UBSI vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Bankshares, Inc. (UBSI) 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.


UBSI
Sharpe ratio
The chart of Sharpe ratio for UBSI, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.68
Sortino ratio
The chart of Sortino ratio for UBSI, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for UBSI, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for UBSI, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Martin ratio
The chart of Martin ratio for UBSI, currently valued at 6.17, compared to the broader market0.0010.0020.0030.006.17
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.35
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.006.001.69
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 1.95, compared to the broader market0.002.004.006.001.95
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 6.28, compared to the broader market0.0010.0020.0030.006.28

UBSI vs. ABBV - Sharpe Ratio Comparison

The current UBSI Sharpe Ratio is 1.68, which is comparable to the ABBV Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of UBSI 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.68
1.35
UBSI
ABBV

Dividends

UBSI vs. ABBV - Dividend Comparison

UBSI's dividend yield for the trailing twelve months is around 3.44%, less than ABBV's 3.55% yield.


TTM20232022202120202019201820172016201520142013
UBSI
United Bankshares, Inc.
3.44%3.86%3.56%3.89%4.32%3.54%4.37%3.83%2.85%3.49%3.42%3.97%
ABBV
AbbVie Inc.
3.55%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

UBSI vs. ABBV - Drawdown Comparison

The maximum UBSI drawdown since its inception was -62.13%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for UBSI and ABBV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-14.44%
UBSI
ABBV

Volatility

UBSI vs. ABBV - Volatility Comparison

The current volatility for United Bankshares, Inc. (UBSI) is 14.43%, while AbbVie Inc. (ABBV) has a volatility of 15.46%. This indicates that UBSI experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
14.43%
15.46%
UBSI
ABBV

Financials

UBSI vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between United Bankshares, 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



Values in USD except per share items