AbbVie Inc

10-Year Study

ABBV.US · Healthcare · US · Common Stock

Executive Summary: AbbVie Inc has compounded at 17.6% annually over the last 10 years, with a maximum drawdown of 39.0% and an annualized volatility of 24.5%.

1Y CAGR
+16.5%
3Y CAGR
+19.3%
5Y CAGR
+17.5%
10Y CAGR
+17.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +60.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.64.1-6.3-3.9————————-7.8%
20254.513.70.2-6.0-4.6-0.32.711.310.0-5.24.40.333.1%
20247.17.13.4-9.9-0.96.49.05.90.64.1-10.3-2.918.9%
2023-7.74.23.6-4.3-8.7-2.312.3-1.81.4-4.30.98.8-0.2%
20222.17.99.7-8.60.33.9-5.4-6.3-0.210.210.10.324.0%
2021-3.25.10.44.31.5-0.54.43.9-10.77.60.517.532.4%
2020-7.35.8-11.19.512.75.9-2.20.9-8.5-1.522.92.527.7%
2019-11.8-1.31.7-0.2-3.4-5.2-7.0-1.315.26.610.30.91.5%
201816.93.2-18.33.12.5-6.40.64.1-1.5-16.821.1-2.2-1.0%
2017-1.41.25.42.20.19.8-2.77.718.02.37.4-0.260.1%
2016———7.83.2-1.67.9-3.2-1.6-10.79.03.012.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.5%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.4% of variance. Idiosyncratic stock-specific factors contribute 39.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110781.900193767671
2016-05-0111123.031881664072
2016-06-0110942.737947756848
2016-07-0111809.080609468145
2016-08-0111429.274800673422
2016-09-0111245.64552163739
2016-10-0110037.509397202546
2016-11-0110940.832036254673
2016-12-0111268.331162711902
2017-01-0111107.572821701979
2017-02-0111240.271910040978
2017-03-0111843.731139417427
2017-04-0112104.735131243182
2017-05-0112119.42653240579
2017-06-0113310.806518217338
2017-07-0112948.868629755514
2017-08-0113947.222133985577
2017-09-0116458.842899950236
2017-10-0116832.904503245343
2017-11-0118076.961765297587
2017-12-0118037.784695530638
2018-01-0121080.75770570609
2018-02-0121758.9180775706
2018-03-0117780.195461812946
2018-04-0118324.994970511314
2018-05-0118778.60190802918
2018-06-0117584.786590853746
2018-07-0117683.841046980717
2018-08-0118402.84616117658
2018-09-0118134.430291286808
2018-10-0115086.348379445802
2018-11-0118268.34704530775
2018-12-0117865.246762597548
2019-01-0115750.029118092394
2019-02-0115544.058320891967
2019-03-0115808.874135722075
2019-04-0115779.967811272407
2019-05-0115247.265546414239
2019-06-0114454.194593564373
2019-07-0113443.66443251485
2019-08-0113266.070539902375
2019-09-0115279.98369386826
2019-10-0116286.940270851203
2019-11-0117961.707061402114
2019-12-0118127.547833084504
2020-01-0116812.018889700666
2020-02-0117785.224950499243
2020-03-0115809.77414948699
2020-04-0117311.261819298412
2020-05-0119516.242601357433
2020-06-0120676.651525258625
2020-07-0120231.938841417577
2020-08-0120415.27693952966
2020-09-0118671.5532119903
2020-10-0118387.784166110774
2020-11-0122596.88383469394
2020-12-0123152.192327647368
2021-01-0122402.110267568798
2021-02-0123551.95726522876
2021-03-0123656.888281820782
2021-04-0124670.25083913048
2021-05-0125046.37717988628
2021-06-0124922.46646125176
2021-07-0126019.159704795482
2021-08-0127021.430916002246
2021-09-0124133.154389420077
2021-10-0125965.503001810615
2021-11-0126103.628643732198
2021-12-0130659.524792732125
2022-01-0131318.5731075887
2022-02-0133807.772942409705
2022-03-0137088.561354467776
2022-04-0133889.75360799636
2022-05-0134002.811219465715
2022-06-0135338.749298518684
2022-07-0133421.931747191426
2022-08-0131314.284806708805
2022-09-0131256.048621920098
2022-10-0134441.91205277257
2022-11-0137919.03582054784
2022-12-0138020.181485128596
2023-01-0135089.92196351238
2023-02-0136550.51194900627
2023-03-0137849.628876676936
2023-04-0136220.44513621973
2023-05-0133066.26748409093
2023-06-0132292.09682030431
2023-07-0136248.7955698146
2023-08-0135613.88880065224
2023-09-0136122.793642726305
2023-10-0134555.63143906907
2023-11-0134851.78890971274
2023-12-0137930.89482545027
2024-01-0140623.47130014929
2024-02-0143502.21826922059
2024-03-0144997.16760373983
2024-04-0140563.885094713216
2024-05-0140214.732695911815
2024-06-0142778.66014421397
2024-07-0146645.09280730176
2024-08-0149411.28511377233
2024-09-0149705.774911851586
2024-10-0151727.02053090224
2024-11-0146414.001037662936
2024-12-0145087.010154272946
2025-01-0147100.12917844625
2025-02-0153536.365850301234
2025-03-0153661.864828520906
2025-04-0150430.44481856781
2025-05-0148106.66221953982
2025-06-0147979.99851762438
2025-07-0149280.83605984562
2025-08-0154854.99189987611
2025-09-0160366.54384125875
2025-10-0157256.67863155554
2025-11-0159793.36742797242
2025-12-0160000.82060078566
2026-01-0159032.96168059041
2026-02-0161433.88075347035
2026-03-0157571.762862255535
2026-04-0155321.72844996453
Annual Return Matrix
YearAnnual Return
20170.60075031830974
2018-0.00956536159209409
20190.014682196891683041
20200.2771828016027851
20210.3242601114763468
20220.2400773248168977
2023-0.002348401722207627
20240.1886619169348247
20250.3307784303169039
2026-0.07798380262085713
Total Factor Risk
0.2445289230691217
VTI.US Exposure
-0.011590397470734431
VEA.US Exposure
-0.0069142611239534505
VWO.US Exposure
0.027243084390220905
QQQ.US Exposure
-0.0015189673607402085
VTV.US Exposure
0.23438127042147394
IJR.US Exposure
-0.005394916497431087
QUAL.US Exposure
0.09651138975455985
SHV.US Exposure
0.03667051258025085
TLT.US Exposure
0.15472713315048106
LQD.US Exposure
0.0589302638805137
HYG.US Exposure
-0.00016089673540005842
GLD.US Exposure
-0.004693560993313733
USO.US Exposure
0.011053874967935976
VNQ.US Exposure
-0.006794770191494705
BTC-USD.CC Exposure
0.01895749720050666
CPER.US Exposure
-0.0004268438262230457
VIX.INDX Exposure
0.0027196552483933828
UUP.US Exposure
0.004886340252795155
TIP.US Exposure
0.0016453137813812325
Idiosyncratic Exposure
0.389768278570778
Value Score
14.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →88.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.09%
Market Cap$369.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$458
Avg Yield on Cost
4.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$457.954.58%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
13.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AbbVie Inc a high-risk investment?

AbbVie Inc (ABBV.US) has an annualized volatility of 24.5% and experienced a maximum drawdown of 39.0% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ABBV.US?

Over the past 10 years, ABBV.US has generated a Compound Annual Growth Rate (CAGR) of 17.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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