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APD vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APD and MDT is 0.32, 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.


-0.50.00.51.00.3

Performance

APD vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Products and Chemicals, Inc. (APD) and Medtronic plc (MDT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
1.46%
APD
MDT

Key characteristics

Sharpe Ratio

APD:

0.37

MDT:

-0.00

Sortino Ratio

APD:

0.68

MDT:

0.12

Omega Ratio

APD:

1.11

MDT:

1.01

Calmar Ratio

APD:

0.33

MDT:

-0.00

Martin Ratio

APD:

1.24

MDT:

-0.01

Ulcer Index

APD:

8.46%

MDT:

5.57%

Daily Std Dev

APD:

28.13%

MDT:

17.52%

Max Drawdown

APD:

-60.58%

MDT:

-57.63%

Current Drawdown

APD:

-12.65%

MDT:

-34.61%

Fundamentals

Market Cap

APD:

$67.76B

MDT:

$104.34B

EPS

APD:

$17.24

MDT:

$3.27

PE Ratio

APD:

17.67

MDT:

24.88

PEG Ratio

APD:

11.19

MDT:

1.49

Total Revenue (TTM)

APD:

$12.10B

MDT:

$33.00B

Gross Profit (TTM)

APD:

$3.93B

MDT:

$20.67B

EBITDA (TTM)

APD:

$6.03B

MDT:

$9.19B

Returns By Period

In the year-to-date period, APD achieves a 9.25% return, which is significantly higher than MDT's -0.45% return. Over the past 10 years, APD has outperformed MDT with an annualized return of 10.30%, while MDT has yielded a comparatively lower 3.05% annualized return.


APD

YTD

9.25%

1M

-10.62%

6M

9.15%

1Y

12.27%

5Y*

7.04%

10Y*

10.30%

MDT

YTD

-0.45%

1M

-5.89%

6M

1.46%

1Y

1.74%

5Y*

-4.20%

10Y*

3.05%

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Risk-Adjusted Performance

APD vs. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) and Medtronic plc (MDT). 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 APD, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.37-0.00
The chart of Sortino ratio for APD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.680.12
The chart of Omega ratio for APD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.01
The chart of Calmar ratio for APD, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.00
The chart of Martin ratio for APD, currently valued at 1.24, compared to the broader market0.0010.0020.001.24-0.01
APD
MDT

The current APD Sharpe Ratio is 0.37, which is higher than the MDT Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of APD and MDT, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
-0.00
APD
MDT

Dividends

APD vs. MDT - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.41%, less than MDT's 2.61% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.41%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.31%0.16%0.14%0.17%
MDT
Medtronic plc
2.61%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%

Drawdowns

APD vs. MDT - Drawdown Comparison

The maximum APD drawdown since its inception was -60.58%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for APD and MDT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-34.61%
APD
MDT

Volatility

APD vs. MDT - Volatility Comparison

Air Products and Chemicals, Inc. (APD) has a higher volatility of 4.45% compared to Medtronic plc (MDT) at 3.62%. This indicates that APD's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
3.62%
APD
MDT

Financials

APD vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Air Products and Chemicals, Inc. and Medtronic plc. 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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