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BAX vs. DHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAX vs. DHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baxter International Inc. (BAX) and Danaher Corporation (DHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAX achieves a 37.03% return, which is significantly higher than DHR's -14.47% return. Over the past 10 years, BAX has underperformed DHR with an annualized return of -4.50%, while DHR has yielded a comparatively higher 11.08% annualized return.


BAX

1D
-2.21%
1M
15.50%
6M
30.48%
YTD
37.03%
1Y
20.15%
3Y*
-14.79%
5Y*
-17.84%
10Y*
-4.50%
ALL TIME*
8.03%

DHR

1D
-0.61%
1M
-1.49%
6M
-10.55%
YTD
-14.47%
1Y
-0.34%
3Y*
-4.26%
5Y*
-5.40%
10Y*
11.08%
ALL TIME*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$187.90M$157.57M$141.62M
$1.81B$1.26B$962.73M

BAX vs. DHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAX
Baxter International Inc.
37.03%-33.28%-22.40%-21.91%-39.58%8.48%-2.95%28.40%2.89%47.30%
DHR
Danaher Corporation
-14.47%0.35%-0.35%-1.22%-19.02%48.57%45.34%49.55%11.80%20.01%

Correlation

The correlation between BAX and DHR is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.43

Correlation (10Y)
Provides a long-term view across more market conditions.

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.32

The correlation between BAX and DHR shifts across timeframes, from 0.32 (all time) to 0.47 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BAX:

$13.51B

DHR:

$137.13B

EPS

BAX:

-$2.06

DHR:

$5.63

PS Ratio

BAX:

1.17

DHR:

5.52

PB Ratio

BAX:

2.18

DHR:

2.62

Total Revenue (TTM)

BAX:

$11.47B

DHR:

$25.11B

Gross Profit (TTM)

BAX:

$3.45B

DHR:

$14.69B

EBITDA (TTM)

BAX:

$227.00M

DHR:

$6.43B

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Return for Risk

BAX vs. DHR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BAX
BAX Risk / Return Rank: 5959
Overall Rank
BAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BAX Omega Ratio Rank: 5858
Omega Ratio Rank
BAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BAX Martin Ratio Rank: 5757
Martin Ratio Rank

DHR
DHR Risk / Return Rank: 4242
Overall Rank
DHR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DHR Sortino Ratio Rank: 3838
Sortino Ratio Rank
DHR Omega Ratio Rank: 3838
Omega Ratio Rank
DHR Calmar Ratio Rank: 4444
Calmar Ratio Rank
DHR Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BAX vs. DHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and Danaher Corporation (DHR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BAXDHRDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.12

1.03

+0.10

Calmar ratioReturn relative to maximum drawdown

0.59

-0.01

+0.61

Martin ratioReturn relative to average drawdown

1.07

-0.02

+1.09

BAX vs. DHR - Sharpe Ratio Comparison

The current BAX Sharpe Ratio is 0.50, which is higher than the DHR Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BAX and DHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAX vs. DHR - Drawdown Comparison

The maximum BAX drawdown since its inception was -81.15%, which is greater than DHR's maximum drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for BAX and DHR.


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Drawdown Indicators


BAXDHRDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-45.80%

-35.35%

Max Drawdown (1Y)

Largest decline over 1 year

-35.94%

-32.97%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-62.43%

-41.72%

-20.71%

Max Drawdown (5Y)

Largest decline over 5 years

-80.61%

-43.81%

-36.80%

Max Drawdown (10Y)

Largest decline over 10 years

-81.15%

-43.81%

-37.34%

Current Drawdown

Current decline from peak

-68.77%

-32.19%

-36.58%

Average Drawdown

Average peak-to-trough decline

-21.81%

-10.30%

-11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.94%

15.66%

+4.28%

Volatility

BAX vs. DHR - Volatility Comparison

The current volatility for Baxter International Inc. (BAX) is 14.54%, while Danaher Corporation (DHR) has a volatility of 15.48%. This indicates that BAX experiences smaller price fluctuations and is considered to be less risky than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAXDHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.54%

15.48%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

35.11%

24.23%

+10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

48.55%

31.20%

+17.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.57%

28.76%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.69%

26.01%

+3.68%

Dividends

BAX vs. DHR - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 0.76%, more than DHR's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
BAX
Baxter International Inc.
0.76%2.72%3.57%3.00%2.26%1.26%1.19%1.02%1.11%0.94%1.14%87.05%
DHR
Danaher Corporation
0.74%0.56%0.47%12.64%0.38%0.26%0.32%0.44%0.62%0.60%32.55%0.58%

Financials

BAX vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between Baxter International Inc. and Danaher Corporation. 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

BAX vs. DHR - Profitability Comparison

The chart below illustrates the profitability comparison between Baxter International Inc. and Danaher Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

BAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Baxter International Inc. reported a gross profit of 1.03B and revenue of 2.96B. Therefore, the gross margin over that period was 34.9%.

DHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Danaher Corporation reported a gross profit of 3.61B and revenue of 6.27B. Therefore, the gross margin over that period was 57.6%.

BAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Baxter International Inc. reported an operating income of -49.00M and revenue of 2.96B, resulting in an operating margin of -1.7%.

DHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Danaher Corporation reported an operating income of 1.13B and revenue of 6.27B, resulting in an operating margin of 18.0%.

BAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Baxter International Inc. reported a net income of 126.00M and revenue of 2.96B, resulting in a net margin of 4.3%.

DHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Danaher Corporation reported a net income of 870.00M and revenue of 6.27B, resulting in a net margin of 13.9%.


Frequently Asked Questions


BAX and DHR have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHR has higher volatility (15.48%) compared to BAX (14.54%). In terms of maximum drawdown, BAX dropped -81.15% vs DHR's -45.80%.

BAX currently has the higher Sharpe Ratio (0.50 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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