Abbott Laboratories

10-Year Study

ABT.US · Healthcare · US · Common Stock

Executive Summary: Abbott Laboratories has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 30.4% and an annualized volatility of 24.5%.

1Y CAGR
-29.6%
3Y CAGR
-0.4%
5Y CAGR
-2.3%
10Y CAGR
+11.3%

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 →
30.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -23.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.36.5-11.8-7.0————————-23.4%
202513.77.9-3.9-1.02.21.8-6.85.11.0-7.34.3-2.812.9%
20243.34.9-4.2-6.3-3.61.72.56.90.7-0.14.8-4.84.8%
20231.1-8.0-0.59.6-7.76.92.6-7.6-5.9-1.810.35.52.3%
2022-9.1-5.4-1.9-3.73.5-7.50.6-5.7-5.72.78.72.1-20.7%
202113.3-3.10.10.6-2.9-0.64.84.5-6.59.5-2.411.930.5%
20200.7-11.62.417.23.1-3.710.58.8-0.6-3.13.01.228.0%
20191.46.43.0-0.1-4.310.54.0-2.0-1.90.32.21.722.1%
20189.4-2.9-0.7-2.55.8-0.97.92.09.8-5.67.4-2.329.1%
20179.57.9-1.5-1.14.66.51.73.64.82.13.91.252.0%
2016———-6.41.9-0.814.5-6.10.6-6.6-3.00.9-6.5%

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 VTI.US, accounting for 38.9% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019356.377703980443
2016-05-019531.934643236013
2016-06-019454.966329966332
2016-07-0110829.729947880633
2016-08-0110169.042018357088
2016-09-0110234.393016927263
2016-10-019556.639453899728
2016-11-019271.712559383794
2016-12-019354.50394354504
2017-01-0110238.515289885156
2017-02-0111049.853558415201
2017-03-0110885.625663022924
2017-04-0110762.332226373323
2017-05-0111260.493058438264
2017-06-0111988.002167796689
2017-07-0112195.701305290346
2017-08-0112632.143351321434
2017-09-0113232.236751072369
2017-10-0113513.762049720954
2017-11-0114047.063096720633
2017-12-0114221.495779714956
2018-01-0115563.944236889442
2018-02-0115105.737742724046
2018-03-0115003.084497947511
2018-04-0114624.959642082931
2018-05-0115480.374521470412
2018-06-0115344.512476361793
2018-07-0116563.37922605046
2018-08-0116891.92149808588
2018-09-0118539.648770813154
2018-10-0117494.2634103593
2018-11-0118790.9632858263
2018-12-0118354.521239795213
2019-01-0118605.31686730317
2019-02-0119788.236243715695
2019-03-0120379.68151838015
2019-04-0120366.755090930532
2019-05-0119488.700404663567
2019-06-0121528.967862683225
2019-07-0122380.439223775145
2019-08-0121923.072751248754
2019-09-0121499.10313425169
2019-10-0121569.813855497894
2019-11-0122044.4956683985
2019-12-0122408.251975505405
2020-01-0122574.92159033255
2020-02-0119955.77925372446
2020-03-0120442.812831511463
2020-04-0123957.756791660904
2020-05-0124694.00050735667
2020-06-0123786.062681610627
2020-07-0126283.7565149209
2020-08-0128589.83672339837
2020-09-0128422.697292560308
2020-10-0127542.664083759973
2020-11-0128357.576910659103
2020-12-0128690.356763986903
2021-01-0132515.56662515567
2021-02-0131513.162446381626
2021-03-0131528.959688206265
2021-04-0131708.091185830915
2021-05-0130802.37304552373
2021-06-0130612.25842903925
2021-07-0132067.363129006964
2021-08-0133496.062220377295
2021-09-0131311.949402702827
2021-10-0134295.92730962594
2021-11-0133465.73612840736
2021-12-0137449.06254324062
2022-01-0134035.04220285042
2022-02-0132208.587011669202
2022-03-0131605.12084313454
2022-04-0130428.16867303169
2022-05-0131489.81250864813
2022-06-0129127.951893362853
2022-07-0129308.582399335824
2022-08-0127641.713943083807
2022-09-0126055.647802223146
2022-10-0126768.39744476731
2022-11-0129105.95682855957
2022-12-0129703.888197038887
2023-01-0130044.91259628246
2023-02-0127645.14436603478
2023-03-0127520.12130436788
2023-04-0130173.22194548222
2023-05-0127859.762003597625
2023-06-0129777.166643605
2023-07-0130553.970065956368
2023-08-0128240.39481573728
2023-09-0126579.9836262165
2023-10-0126092.402333840688
2023-11-0128780.297264886307
2023-12-0130375.38628292053
2024-01-0131376.204972095384
2024-02-0132898.5632581523
2024-03-0131517.630644342975
2024-04-0129530.92569530926
2024-05-0128477.55523269222
2024-06-0128956.863152068632
2024-07-0129679.21221345879
2024-08-0131732.70951524376
2024-09-0131940.03390065034
2024-10-0131911.869839952033
2024-11-0133431.8931322356
2024-12-0131838.67787463678
2025-01-0136199.25748498605
2025-02-0139051.50070109495
2025-03-0137534.83699567919
2025-04-0137168.58664615079
2025-05-0137973.080276975576
2025-06-0138663.85525044115
2025-07-0136033.32668733929
2025-08-0137880.82270070001
2025-09-0138246.32527736834
2025-10-0135456.435321128534
2025-11-0136970.83151531277
2025-12-0135935.421226638355
2026-01-0131508.003278146134
2026-02-0133540.31179373645
2026-03-0129596.766754301003
2026-04-0127521.2167335455
Annual Return Matrix
YearAnnual Return
20170.5202832630722578
20180.29061819685489465
20190.22085733987553557
20200.2803478287975567
20210.3052839618309642
2022-0.20681891134814823
20230.022606403627272842
20240.04817359615074368
20250.12867190553993146
2026-0.2341479299776661
Total Factor Risk
0.24461615059635014
VTI.US Exposure
0.3893492652893402
VEA.US Exposure
0.06627537467297685
VWO.US Exposure
-0.009208012276448943
QQQ.US Exposure
-0.0275878425063209
VTV.US Exposure
-0.04676090430003487
IJR.US Exposure
-0.0348155278759246
QUAL.US Exposure
0.16657320541268728
SHV.US Exposure
0.06701823510807789
TLT.US Exposure
0.04356517537455175
LQD.US Exposure
-0.016157730832219056
HYG.US Exposure
0.09463317015950974
GLD.US Exposure
0.002634239444900001
USO.US Exposure
0.009578516429932894
VNQ.US Exposure
0.04650763201904986
BTC-USD.CC Exposure
0.0016206264973282652
CPER.US Exposure
-0.00770468963593282
VIX.INDX Exposure
-0.004829817662636653
UUP.US Exposure
0.013096533492351339
TIP.US Exposure
-0.00026717775186751227
Idiosyncratic Exposure
0.24647972894067935
Value Score
38.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.1
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 →27.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.34%
Market Cap$178.8B
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
$2,880
Avg Yield on Cost
4.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$415.114.15%Solid
2021$518.895.19%Solid
2022$541.955.42%Solid
2023$588.075.88%Solid
2024$634.26.34%Solid
2026$181.611.82%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 →
-11.7%
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 →
-21.8%
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 →
29.9% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abbott Laboratories a high-risk investment?

Abbott Laboratories (ABT.US) has an annualized volatility of 24.5% and experienced a maximum drawdown of 30.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ABT.US has generated a Compound Annual Growth Rate (CAGR) of 11.3%. It has had a positive return in 80% 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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