BAX vs. BMY
Compare and contrast key facts about Baxter International Inc. (BAX) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAX or BMY.
Performance
BAX vs. BMY - Performance Comparison
Returns By Period
In the year-to-date period, BAX achieves a -12.57% return, which is significantly lower than BMY's 16.30% return. Over the past 10 years, BAX has underperformed BMY with an annualized return of -0.09%, while BMY has yielded a comparatively higher 2.81% annualized return.
BAX
-12.57%
-10.42%
-4.16%
-3.92%
-15.03%
-0.09%
BMY
16.30%
6.73%
34.48%
17.37%
3.75%
2.81%
Fundamentals
| BAX | BMY | |
|---|---|---|
| Market Cap | $16.86B | $115.20B |
| EPS | $0.26 | -$3.58 |
| PEG Ratio | 1.70 | 1.96 |
| Total Revenue (TTM) | $13.99B | $47.44B |
| Gross Profit (TTM) | $5.28B | $33.40B |
| EBITDA (TTM) | $1.62B | $5.03B |
Key characteristics
| BAX | BMY | |
|---|---|---|
| Sharpe Ratio | -0.15 | 0.61 |
| Sortino Ratio | -0.02 | 1.16 |
| Omega Ratio | 1.00 | 1.14 |
| Calmar Ratio | -0.06 | 0.36 |
| Martin Ratio | -0.29 | 1.51 |
| Ulcer Index | 13.55% | 11.52% |
| Daily Std Dev | 26.53% | 28.64% |
| Max Drawdown | -68.27% | -70.62% |
| Current Drawdown | -61.52% | -23.83% |
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Correlation
The correlation between BAX and BMY is 0.36, 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.
Risk-Adjusted Performance
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.
Dividends
BAX vs. BMY - Dividend Comparison
BAX's dividend yield for the trailing twelve months is around 3.51%, less than BMY's 4.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | 3.51% | 3.00% | 2.26% | 1.26% | 1.19% | 1.02% | 1.11% | 0.94% | 1.14% | 2.08% | 2.80% | 2.76% |
BMY Bristol-Myers Squibb Company | 4.23% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
BAX vs. BMY - Drawdown Comparison
The maximum BAX drawdown since its inception was -68.27%, 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.
Volatility
BAX vs. BMY - Volatility Comparison
The current volatility for Baxter International Inc. (BAX) is 7.42%, while Bristol-Myers Squibb Company (BMY) has a volatility of 13.66%. This indicates that BAX experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities