BAX vs. IBB
Compare and contrast key facts about Baxter International Inc. (BAX) and iShares Nasdaq Biotechnology ETF (IBB).
IBB is a passively managed fund by iShares that tracks the performance of the NASDAQ Biotechnology Index. It was launched on Feb 5, 2001.
Performance
BAX vs. IBB - Performance Comparison
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BAX vs. IBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | -12.04% | -33.28% | -22.40% | -21.91% | -39.58% | 8.48% | -2.95% | 28.40% | 2.89% | 47.30% |
IBB iShares Nasdaq Biotechnology ETF | 0.12% | 27.98% | -2.41% | 3.76% | -13.69% | 0.95% | 26.01% | 25.42% | -9.53% | 21.08% |
Returns By Period
In the year-to-date period, BAX achieves a -12.04% return, which is significantly lower than IBB's 0.12% return. Over the past 10 years, BAX has underperformed IBB with an annualized return of -7.23%, while IBB has yielded a comparatively higher 6.84% annualized return.
BAX
- 1D
- 6.33%
- 1M
- -17.53%
- YTD
- -12.04%
- 6M
- -26.14%
- 1Y
- -50.25%
- 3Y*
- -23.72%
- 5Y*
- -26.05%
- 10Y*
- -7.23%
IBB
- 1D
- 4.32%
- 1M
- -3.65%
- YTD
- 0.12%
- 6M
- 17.17%
- 1Y
- 32.33%
- 3Y*
- 9.65%
- 5Y*
- 2.46%
- 10Y*
- 6.84%
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Return for Risk
BAX vs. IBB — Risk / Return Rank
BAX
IBB
BAX vs. IBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and iShares Nasdaq Biotechnology ETF (IBB). 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.
| BAX | IBB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.05 | 1.35 | -2.40 |
Sortino ratioReturn per unit of downside risk | -1.43 | 1.91 | -3.34 |
Omega ratioGain probability vs. loss probability | 0.79 | 1.25 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | -0.93 | 2.41 | -3.34 |
Martin ratioReturn relative to average drawdown | -1.50 | 8.61 | -10.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAX | IBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.05 | 1.35 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.79 | 0.11 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 0.29 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.26 | -0.04 |
Correlation
The correlation between BAX and IBB is 0.42, 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.
Dividends
BAX vs. IBB - Dividend Comparison
BAX's dividend yield for the trailing twelve months is around 2.14%, more than IBB's 0.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | 2.14% | 2.72% | 3.57% | 3.00% | 2.26% | 1.26% | 1.19% | 1.02% | 1.11% | 0.94% | 1.14% | 87.05% |
IBB iShares Nasdaq Biotechnology ETF | 0.23% | 0.23% | 0.29% | 0.26% | 0.31% | 0.21% | 0.21% | 0.33% | 0.20% | 0.30% | 0.19% | 0.03% |
Drawdowns
BAX vs. IBB - Drawdown Comparison
The maximum BAX drawdown since its inception was -81.15%, which is greater than IBB's maximum drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for BAX and IBB.
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Drawdown Indicators
| BAX | IBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.15% | -62.85% | -18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -52.92% | -11.65% | -41.27% |
Max Drawdown (5Y)Largest decline over 5 years | -80.61% | -39.82% | -40.79% |
Max Drawdown (10Y)Largest decline over 10 years | -81.15% | -39.82% | -41.33% |
Current DrawdownCurrent decline from peak | -79.96% | -4.88% | -75.08% |
Average DrawdownAverage peak-to-trough decline | -21.40% | -21.30% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.06% | 3.47% | +29.59% |
Volatility
BAX vs. IBB - Volatility Comparison
Baxter International Inc. (BAX) has a higher volatility of 13.66% compared to iShares Nasdaq Biotechnology ETF (IBB) at 8.62%. This indicates that BAX's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAX | IBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.66% | 8.62% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 34.50% | 14.53% | +19.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.14% | 24.08% | +24.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.11% | 21.87% | +11.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.95% | 23.37% | +5.58% |