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

Correlation

The correlation between ABT and BDX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ABT vs. BDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbott Laboratories (ABT) and Becton, Dickinson and Company (BDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.20%
0.26%
ABT
BDX

Key characteristics

Sharpe Ratio

ABT:

-0.03

BDX:

0.01

Sortino Ratio

ABT:

0.09

BDX:

0.13

Omega Ratio

ABT:

1.01

BDX:

1.02

Calmar Ratio

ABT:

-0.02

BDX:

0.01

Martin Ratio

ABT:

-0.06

BDX:

0.02

Ulcer Index

ABT:

8.14%

BDX:

5.06%

Daily Std Dev

ABT:

17.92%

BDX:

17.77%

Max Drawdown

ABT:

-45.66%

BDX:

-51.17%

Current Drawdown

ABT:

-16.48%

BDX:

-15.96%

Fundamentals

Market Cap

ABT:

$192.70B

BDX:

$67.45B

EPS

ABT:

$3.29

BDX:

$5.86

PE Ratio

ABT:

33.77

BDX:

39.69

PEG Ratio

ABT:

2.19

BDX:

1.08

Total Revenue (TTM)

ABT:

$30.98B

BDX:

$15.47B

Gross Profit (TTM)

ABT:

$17.29B

BDX:

$7.10B

EBITDA (TTM)

ABT:

$7.89B

BDX:

$3.23B

Returns By Period

In the year-to-date period, ABT achieves a -1.26% return, which is significantly lower than BDX's 2.52% return. Over the past 10 years, ABT has outperformed BDX with an annualized return of 11.72%, while BDX has yielded a comparatively lower 7.01% annualized return.


ABT

YTD

-1.26%

1M

-0.83%

6M

7.20%

1Y

-0.34%

5Y*

6.42%

10Y*

11.72%

BDX

YTD

2.52%

1M

2.21%

6M

0.26%

1Y

0.65%

5Y*

-1.55%

10Y*

7.01%

*Annualized

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Risk-Adjusted Performance

ABT vs. BDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABT
The Risk-Adjusted Performance Rank of ABT is 4343
Overall Rank
The Sharpe Ratio Rank of ABT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 4747
Martin Ratio Rank

BDX
The Risk-Adjusted Performance Rank of BDX is 4444
Overall Rank
The Sharpe Ratio Rank of BDX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BDX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of BDX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BDX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BDX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ABT, currently valued at -0.03, compared to the broader market-2.000.002.00-0.030.01
The chart of Sortino ratio for ABT, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.090.13
The chart of Omega ratio for ABT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.02
The chart of Calmar ratio for ABT, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.01
The chart of Martin ratio for ABT, currently valued at -0.06, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.060.02
ABT
BDX

The current ABT Sharpe Ratio is -0.03, which is lower than the BDX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of ABT and BDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.03
0.01
ABT
BDX

Dividends

ABT vs. BDX - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.02%, more than BDX's 1.67% yield.


TTM20242023202220212020201920182017201620152014
ABT
Abbott Laboratories
2.02%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
BDX
Becton, Dickinson and Company
1.67%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%

Drawdowns

ABT vs. BDX - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum BDX drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for ABT and BDX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-16.48%
-15.96%
ABT
BDX

Volatility

ABT vs. BDX - Volatility Comparison

Abbott Laboratories (ABT) has a higher volatility of 4.04% compared to Becton, Dickinson and Company (BDX) at 3.67%. This indicates that ABT's price experiences larger fluctuations and is considered to be riskier than BDX 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%9.00%AugustSeptemberOctoberNovemberDecember2025
4.04%
3.67%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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