AbbVie (ABBV): analysis and statistics
Return, volatility, Sharpe ratio and risk for AbbVie, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $285.99 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +31.43% |
| Total return over period | +126.06% |
| Annualized volatility | 24.70% |
| Period volatility | 42.67% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.66 |
| Sortino ratio | 3.77 |
| Max drawdown | -20.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.64% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $125.30 – $289.08 |
| Trading days analyzed | 752 |
Over the last 3.0 years, AbbVie (ABBV) has posted an annualized return of +31.43% with annual volatility of 24.70%, a Sharpe ratio of 2.66. Its worst stretch (max drawdown from a peak) was -20.74%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ABBV would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, AbbVie (ABBV) is of the S&P 500.
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