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BAX vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAX and BMY is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BAX vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baxter International Inc. (BAX) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
814.95%
7,373.86%
BAX
BMY

Key characteristics

Sharpe Ratio

BAX:

-0.73

BMY:

0.08

Sortino Ratio

BAX:

-0.93

BMY:

0.36

Omega Ratio

BAX:

0.88

BMY:

1.04

Calmar Ratio

BAX:

-0.36

BMY:

0.05

Martin Ratio

BAX:

-1.45

BMY:

0.29

Ulcer Index

BAX:

16.78%

BMY:

8.83%

Daily Std Dev

BAX:

33.28%

BMY:

31.08%

Max Drawdown

BAX:

-68.86%

BMY:

-70.62%

Current Drawdown

BAX:

-64.42%

BMY:

-34.35%

Fundamentals

Market Cap

BAX:

$15.60B

BMY:

$97.47B

EPS

BAX:

-$0.64

BMY:

$2.68

PEG Ratio

BAX:

1.93

BMY:

2.26

PS Ratio

BAX:

1.47

BMY:

2.05

PB Ratio

BAX:

2.18

BMY:

5.70

Total Revenue (TTM)

BAX:

$9.26B

BMY:

$47.64B

Gross Profit (TTM)

BAX:

$3.42B

BMY:

$34.47B

EBITDA (TTM)

BAX:

$256.00M

BMY:

$11.69B

Returns By Period

In the year-to-date period, BAX achieves a 4.14% return, which is significantly higher than BMY's -13.45% return. Over the past 10 years, BAX has underperformed BMY with an annualized return of -0.78%, while BMY has yielded a comparatively higher 0.23% annualized return.


BAX

YTD

4.14%

1M

-9.41%

6M

-15.14%

1Y

-22.88%

5Y*

-18.50%

10Y*

-0.78%

BMY

YTD

-13.45%

1M

-18.22%

6M

-5.71%

1Y

12.43%

5Y*

-1.57%

10Y*

0.23%

*Annualized

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Risk-Adjusted Performance

BAX vs. BMY — Risk-Adjusted Performance Rank

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

BAX
The Risk-Adjusted Performance Rank of BAX is 1616
Overall Rank
The Sharpe Ratio Rank of BAX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of BAX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BAX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BAX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BAX is 1010
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 5252
Overall Rank
The Sharpe Ratio Rank of BMY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 5555
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.

BAX vs. BMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and Bristol-Myers Squibb Company (BMY). 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.


The chart of Sharpe ratio for BAX, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.00
BAX: -0.73
BMY: 0.08
The chart of Sortino ratio for BAX, currently valued at -0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
BAX: -0.93
BMY: 0.36
The chart of Omega ratio for BAX, currently valued at 0.88, compared to the broader market0.501.001.502.00
BAX: 0.88
BMY: 1.04
The chart of Calmar ratio for BAX, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
BAX: -0.36
BMY: 0.05
The chart of Martin ratio for BAX, currently valued at -1.45, compared to the broader market-5.000.005.0010.0015.0020.00
BAX: -1.45
BMY: 0.29

The current BAX Sharpe Ratio is -0.73, which is lower than the BMY Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BAX and BMY, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.73
0.08
BAX
BMY

Dividends

BAX vs. BMY - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 3.04%, less than BMY's 5.09% yield.


TTM20242023202220212020201920182017201620152014
BAX
Baxter International Inc.
3.04%3.57%3.00%2.26%1.27%1.21%1.02%1.11%0.94%1.14%0.60%0.00%
BMY
Bristol-Myers Squibb Company
5.09%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

BAX vs. BMY - Drawdown Comparison

The maximum BAX drawdown since its inception was -68.86%, roughly equal to the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for BAX and BMY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-64.42%
-34.35%
BAX
BMY

Volatility

BAX vs. BMY - Volatility Comparison

Baxter International Inc. (BAX) has a higher volatility of 18.92% compared to Bristol-Myers Squibb Company (BMY) at 9.92%. This indicates that BAX's price experiences larger fluctuations and is considered to be riskier than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.92%
9.92%
BAX
BMY

Financials

BAX vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between Baxter International Inc. and Bristol-Myers Squibb 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