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

Correlation

The correlation between BAX and EW is 0.37, 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.


-0.50.00.51.00.4

Performance

BAX vs. EW - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.26%
-20.70%
BAX
EW

Key characteristics

Sharpe Ratio

BAX:

-0.66

EW:

-0.13

Sortino Ratio

BAX:

-0.82

EW:

0.12

Omega Ratio

BAX:

0.90

EW:

1.02

Calmar Ratio

BAX:

-0.27

EW:

-0.10

Martin Ratio

BAX:

-1.00

EW:

-0.27

Ulcer Index

BAX:

17.57%

EW:

20.11%

Daily Std Dev

BAX:

26.68%

EW:

41.50%

Max Drawdown

BAX:

-68.86%

EW:

-54.32%

Current Drawdown

BAX:

-63.71%

EW:

-46.60%

Fundamentals

Market Cap

BAX:

$15.82B

EW:

$41.16B

EPS

BAX:

$0.25

EW:

$2.59

PE Ratio

BAX:

123.92

EW:

26.94

PEG Ratio

BAX:

1.70

EW:

6.42

Total Revenue (TTM)

BAX:

$10.10B

EW:

$4.34B

Gross Profit (TTM)

BAX:

$3.81B

EW:

$3.39B

EBITDA (TTM)

BAX:

$1.13B

EW:

$1.24B

Returns By Period

In the year-to-date period, BAX achieves a 6.24% return, which is significantly higher than EW's -5.74% return. Over the past 10 years, BAX has underperformed EW with an annualized return of -0.76%, while EW has yielded a comparatively higher 12.48% annualized return.


BAX

YTD

6.24%

1M

5.02%

6M

-11.26%

1Y

-17.42%

5Y*

-17.84%

10Y*

-0.76%

EW

YTD

-5.74%

1M

-6.72%

6M

-20.70%

1Y

-6.10%

5Y*

-2.95%

10Y*

12.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BAX vs. EW — 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 1818
Overall Rank
The Sharpe Ratio Rank of BAX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of BAX is 1313
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 2222
Martin Ratio Rank

EW
The Risk-Adjusted Performance Rank of EW is 3838
Overall Rank
The Sharpe Ratio Rank of EW is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EW is 3535
Sortino Ratio Rank
The Omega Ratio Rank of EW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EW is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EW is 4040
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. EW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and Edwards Lifesciences Corporation (EW). 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 BAX, currently valued at -0.66, compared to the broader market-2.000.002.004.00-0.66-0.13
The chart of Sortino ratio for BAX, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.820.12
The chart of Omega ratio for BAX, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.02
The chart of Calmar ratio for BAX, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.10
The chart of Martin ratio for BAX, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.00-0.27
BAX
EW

The current BAX Sharpe Ratio is -0.66, which is lower than the EW Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BAX and EW, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.66
-0.13
BAX
EW

Dividends

BAX vs. EW - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 3.36%, while EW has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BAX
Baxter International Inc.
3.36%3.57%3.00%2.26%1.27%1.21%1.02%1.11%0.94%1.14%0.60%0.00%
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BAX vs. EW - Drawdown Comparison

The maximum BAX drawdown since its inception was -68.86%, which is greater than EW's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for BAX and EW. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-63.71%
-46.60%
BAX
EW

Volatility

BAX vs. EW - Volatility Comparison

Baxter International Inc. (BAX) has a higher volatility of 6.58% compared to Edwards Lifesciences Corporation (EW) at 5.71%. This indicates that BAX's price experiences larger fluctuations and is considered to be riskier than EW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
6.58%
5.71%
BAX
EW

Financials

BAX vs. EW - Financials Comparison

This section allows you to compare key financial metrics between Baxter International Inc. and Edwards Lifesciences 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
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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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