PortfoliosLab logo
BAX vs. HTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAX and HTGC is 0.50, 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. HTGC - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
77.38%
868.06%
BAX
HTGC

Key characteristics

Sharpe Ratio

BAX:

-0.73

HTGC:

0.12

Sortino Ratio

BAX:

-0.93

HTGC:

0.32

Omega Ratio

BAX:

0.88

HTGC:

1.05

Calmar Ratio

BAX:

-0.36

HTGC:

0.12

Martin Ratio

BAX:

-1.45

HTGC:

0.35

Ulcer Index

BAX:

16.78%

HTGC:

8.68%

Daily Std Dev

BAX:

33.28%

HTGC:

26.02%

Max Drawdown

BAX:

-68.86%

HTGC:

-68.50%

Current Drawdown

BAX:

-64.42%

HTGC:

-17.03%

Fundamentals

Market Cap

BAX:

$15.60B

HTGC:

$3.10B

EPS

BAX:

-$0.64

HTGC:

$1.61

PEG Ratio

BAX:

1.97

HTGC:

0.52

PS Ratio

BAX:

1.47

HTGC:

6.29

PB Ratio

BAX:

2.23

HTGC:

1.56

Total Revenue (TTM)

BAX:

$9.26B

HTGC:

$286.20M

Gross Profit (TTM)

BAX:

$3.42B

HTGC:

$234.55M

EBITDA (TTM)

BAX:

$256.00M

HTGC:

$192.67M

Returns By Period

In the year-to-date period, BAX achieves a 4.14% return, which is significantly higher than HTGC's -9.14% return. Over the past 10 years, BAX has underperformed HTGC with an annualized return of -0.72%, while HTGC has yielded a comparatively higher 13.50% annualized return.


BAX

YTD

4.14%

1M

-10.33%

6M

-15.14%

1Y

-22.69%

5Y*

-18.47%

10Y*

-0.72%

HTGC

YTD

-9.14%

1M

-8.58%

6M

-6.38%

1Y

1.89%

5Y*

25.37%

10Y*

13.50%

*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. HTGC — 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 1515
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

HTGC
The Risk-Adjusted Performance Rank of HTGC is 5353
Overall Rank
The Sharpe Ratio Rank of HTGC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of HTGC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of HTGC is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HTGC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of HTGC is 5757
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. HTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and Hercules Capital, Inc. (HTGC). 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
HTGC: 0.12
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
HTGC: 0.32
The chart of Omega ratio for BAX, currently valued at 0.88, compared to the broader market0.501.001.502.00
BAX: 0.88
HTGC: 1.05
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
HTGC: 0.12
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
HTGC: 0.35

The current BAX Sharpe Ratio is -0.73, which is lower than the HTGC Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BAX and HTGC, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.73
0.12
BAX
HTGC

Dividends

BAX vs. HTGC - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 3.04%, less than HTGC's 8.93% 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%
HTGC
Hercules Capital, Inc.
8.93%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%

Drawdowns

BAX vs. HTGC - Drawdown Comparison

The maximum BAX drawdown since its inception was -68.86%, roughly equal to the maximum HTGC drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for BAX and HTGC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-64.42%
-17.03%
BAX
HTGC

Volatility

BAX vs. HTGC - Volatility Comparison

Baxter International Inc. (BAX) has a higher volatility of 18.92% compared to Hercules Capital, Inc. (HTGC) at 13.55%. This indicates that BAX's price experiences larger fluctuations and is considered to be riskier than HTGC 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%
13.55%
BAX
HTGC

Financials

BAX vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between Baxter International Inc. and Hercules Capital, Inc.. 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