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

Key characteristics


UNPABBV
YTD Return-6.28%2.14%
1Y Return21.39%17.51%
3Y Return (Ann)2.75%15.72%
5Y Return (Ann)8.47%20.28%
10Y Return (Ann)11.12%15.78%
Sharpe Ratio1.070.91
Daily Std Dev19.91%18.37%
Max Drawdown-67.49%-45.09%
Current Drawdown-13.19%-13.90%

Fundamentals


UNPABBV
Market Cap$141.58B$277.35B
EPS$10.47$3.36
PE Ratio22.1646.74
PEG Ratio2.530.45
Revenue (TTM)$24.09B$54.40B
Gross Profit (TTM)$13.37B$41.53B
EBITDA (TTM)$11.55B$26.12B

Correlation

-0.50.00.51.00.3

The correlation between UNP and ABBV is 0.30, 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

UNP vs. ABBV - Performance Comparison

In the year-to-date period, UNP achieves a -6.28% return, which is significantly lower than ABBV's 2.14% return. Over the past 10 years, UNP has underperformed ABBV with an annualized return of 11.12%, while ABBV has yielded a comparatively higher 15.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
367.04%
608.46%
UNP
ABBV

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


Union Pacific Corporation

AbbVie Inc.

Risk-Adjusted Performance

UNP vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) 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.


UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 1.07, compared to the broader market-2.00-1.000.001.002.003.004.001.07
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for UNP, currently valued at 3.27, compared to the broader market-10.000.0010.0020.0030.003.27
ABBV
Sharpe ratio
The chart of Sharpe ratio for ABBV, currently valued at 0.91, compared to the broader market-2.00-1.000.001.002.003.004.000.91
Sortino ratio
The chart of Sortino ratio for ABBV, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for ABBV, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for ABBV, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for ABBV, currently valued at 3.34, compared to the broader market-10.000.0010.0020.0030.003.34

UNP vs. ABBV - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 1.07, which roughly equals the ABBV Sharpe Ratio of 0.91. The chart below compares the 12-month rolling Sharpe Ratio of UNP and ABBV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
1.07
0.91
UNP
ABBV

Dividends

UNP vs. ABBV - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.27%, less than ABBV's 3.90% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
1.70%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
ABBV
AbbVie Inc.
3.90%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

UNP vs. ABBV - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for UNP and ABBV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.19%
-13.90%
UNP
ABBV

Volatility

UNP vs. ABBV - Volatility Comparison

Union Pacific Corporation (UNP) has a higher volatility of 5.26% compared to AbbVie Inc. (ABBV) at 4.63%. This indicates that UNP'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.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
5.26%
4.63%
UNP
ABBV

Financials

UNP vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Union Pacific Corporation 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