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ABT vs. BDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ABTBDX
YTD Return-4.58%-3.23%
1Y Return-3.39%-4.98%
3Y Return (Ann)-2.47%1.24%
5Y Return (Ann)8.15%2.70%
10Y Return (Ann)12.44%9.16%
Sharpe Ratio-0.22-0.28
Daily Std Dev17.89%19.79%
Max Drawdown-45.62%-52.13%
Current Drawdown-23.00%-16.17%

Fundamentals


ABTBDX
Market Cap$182.21B$68.11B
EPS$3.21$4.67
PE Ratio32.6350.46
PEG Ratio5.991.34
Revenue (TTM)$40.33B$19.72B
Gross Profit (TTM)$24.58B$8.82B
EBITDA (TTM)$10.37B$5.07B

Correlation

-0.50.00.51.00.4

The correlation between ABT and BDX is 0.39, 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

ABT vs. BDX - Performance Comparison

In the year-to-date period, ABT achieves a -4.58% return, which is significantly lower than BDX's -3.23% return. Over the past 10 years, ABT has outperformed BDX with an annualized return of 12.44%, while BDX has yielded a comparatively lower 9.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%December2024FebruaryMarchAprilMay
52,192.61%
25,253.33%
ABT
BDX

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Abbott Laboratories

Becton, Dickinson and Company

Risk-Adjusted Performance

ABT vs. BDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Becton, Dickinson and Company (BDX). 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.


ABT
Sharpe ratio
The chart of Sharpe ratio for ABT, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.004.00-0.22
Sortino ratio
The chart of Sortino ratio for ABT, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.006.00-0.19
Omega ratio
The chart of Omega ratio for ABT, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for ABT, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12
Martin ratio
The chart of Martin ratio for ABT, currently valued at -0.43, compared to the broader market-10.000.0010.0020.0030.00-0.43
BDX
Sharpe ratio
The chart of Sharpe ratio for BDX, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.004.00-0.28
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.006.00-0.24
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.48

ABT vs. BDX - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -0.22, which roughly equals the BDX Sharpe Ratio of -0.28. The chart below compares the 12-month rolling Sharpe Ratio of ABT and BDX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
-0.22
-0.28
ABT
BDX

Dividends

ABT vs. BDX - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.04%, more than BDX's 1.58% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
2.04%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
BDX
Becton, Dickinson and Company
1.58%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%

Drawdowns

ABT vs. BDX - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, smaller than the maximum BDX drawdown of -52.13%. Use the drawdown chart below to compare losses from any high point for ABT and BDX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-23.00%
-16.17%
ABT
BDX

Volatility

ABT vs. BDX - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 4.30%, while Becton, Dickinson and Company (BDX) has a volatility of 5.08%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.30%
5.08%
ABT
BDX

Financials

ABT vs. BDX - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories and Becton, Dickinson and Company. 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