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

Correlation

The correlation between UHT and ABBV is 0.22, 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

UHT vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) 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
29.08%
700.00%
UHT
ABBV

Key characteristics

Sharpe Ratio

UHT:

-0.27

ABBV:

0.71

Sortino Ratio

UHT:

-0.20

ABBV:

1.02

Omega Ratio

UHT:

0.98

ABBV:

1.16

Calmar Ratio

UHT:

-0.10

ABBV:

0.89

Martin Ratio

UHT:

-0.61

ABBV:

2.48

Ulcer Index

UHT:

11.26%

ABBV:

6.82%

Daily Std Dev

UHT:

25.53%

ABBV:

23.65%

Max Drawdown

UHT:

-69.20%

ABBV:

-45.09%

Current Drawdown

UHT:

-62.59%

ABBV:

-15.13%

Fundamentals

Market Cap

UHT:

$534.32M

ABBV:

$309.92B

EPS

UHT:

$1.31

ABBV:

$2.88

PE Ratio

UHT:

29.45

ABBV:

60.90

PEG Ratio

UHT:

0.00

ABBV:

0.42

Total Revenue (TTM)

UHT:

$74.74M

ABBV:

$55.53B

Gross Profit (TTM)

UHT:

$11.90M

ABBV:

$42.68B

EBITDA (TTM)

UHT:

$46.13M

ABBV:

$24.24B

Returns By Period

In the year-to-date period, UHT achieves a -7.25% return, which is significantly lower than ABBV's 15.74% return. Over the past 10 years, UHT has underperformed ABBV with an annualized return of 2.28%, while ABBV has yielded a comparatively higher 14.51% annualized return.


UHT

YTD

-7.25%

1M

-5.93%

6M

0.71%

1Y

-7.97%

5Y*

-16.21%

10Y*

2.28%

ABBV

YTD

15.74%

1M

4.05%

6M

2.72%

1Y

16.77%

5Y*

19.22%

10Y*

14.51%

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Risk-Adjusted Performance

UHT vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) 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 UHT, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.270.71
The chart of Sortino ratio for UHT, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.02
The chart of Omega ratio for UHT, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.16
The chart of Calmar ratio for UHT, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.89
The chart of Martin ratio for UHT, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.612.48
UHT
ABBV

The current UHT Sharpe Ratio is -0.27, which is lower than the ABBV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of UHT 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
-0.27
0.71
UHT
ABBV

Dividends

UHT vs. ABBV - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.83%, more than ABBV's 3.58% yield.


TTM20232022202120202019201820172016201520142013
UHT
Universal Health Realty Income Trust
7.83%6.66%5.95%4.71%4.29%2.32%4.37%3.51%3.96%5.12%5.24%6.23%
ABBV
AbbVie Inc.
3.58%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

UHT vs. ABBV - Drawdown Comparison

The maximum UHT drawdown since its inception was -69.20%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for UHT and ABBV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.59%
-15.13%
UHT
ABBV

Volatility

UHT vs. ABBV - Volatility Comparison

Universal Health Realty Income Trust (UHT) has a higher volatility of 7.17% compared to AbbVie Inc. (ABBV) at 6.30%. This indicates that UHT'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.17%
6.30%
UHT
ABBV

Financials

UHT vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Realty Income Trust 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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