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

Correlation

The correlation between BAX and OMI is 0.24, 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.


-0.50.00.51.00.2

Performance

BAX vs. OMI - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-12.87%
-26.22%
BAX
OMI

Key characteristics

Sharpe Ratio

BAX:

-0.80

OMI:

-0.68

Sortino Ratio

BAX:

-1.05

OMI:

-0.76

Omega Ratio

BAX:

0.87

OMI:

0.90

Calmar Ratio

BAX:

-0.32

OMI:

-0.50

Martin Ratio

BAX:

-1.36

OMI:

-1.02

Ulcer Index

BAX:

15.70%

OMI:

37.40%

Daily Std Dev

BAX:

26.68%

OMI:

55.61%

Max Drawdown

BAX:

-68.86%

OMI:

-93.26%

Current Drawdown

BAX:

-65.44%

OMI:

-74.30%

Fundamentals

Market Cap

BAX:

$15.13B

OMI:

$1.02B

EPS

BAX:

$0.25

OMI:

-$0.63

PEG Ratio

BAX:

1.70

OMI:

4.07

Total Revenue (TTM)

BAX:

$13.99B

OMI:

$10.66B

Gross Profit (TTM)

BAX:

$5.28B

OMI:

$2.07B

EBITDA (TTM)

BAX:

$1.92B

OMI:

$466.02M

Returns By Period

In the year-to-date period, BAX achieves a -21.49% return, which is significantly higher than OMI's -35.03% return. Over the past 10 years, BAX has outperformed OMI with an annualized return of -1.66%, while OMI has yielded a comparatively lower -8.45% annualized return.


BAX

YTD

-21.49%

1M

-9.13%

6M

-12.87%

1Y

-22.00%

5Y*

-16.96%

10Y*

-1.66%

OMI

YTD

-35.03%

1M

5.30%

6M

-26.22%

1Y

-38.02%

5Y*

20.32%

10Y*

-8.45%

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. OMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and Owens & Minor, Inc. (OMI). 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 -0.80, compared to the broader market-4.00-2.000.002.00-0.80-0.68
The chart of Sortino ratio for BAX, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.00-1.05-0.76
The chart of Omega ratio for BAX, currently valued at 0.87, compared to the broader market0.501.001.502.000.870.90
The chart of Calmar ratio for BAX, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.50
The chart of Martin ratio for BAX, currently valued at -1.36, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.36-1.02
BAX
OMI

The current BAX Sharpe Ratio is -0.80, which is comparable to the OMI Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of BAX and OMI, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.80
-0.68
BAX
OMI

Dividends

BAX vs. OMI - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 3.53%, while OMI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BAX
Baxter International Inc.
3.53%3.00%2.26%1.27%1.21%1.02%1.11%0.94%1.14%0.60%0.00%0.00%
OMI
Owens & Minor, Inc.
0.00%0.00%0.00%0.03%0.04%0.23%13.51%5.47%2.89%2.81%2.85%2.63%

Drawdowns

BAX vs. OMI - Drawdown Comparison

The maximum BAX drawdown since its inception was -68.86%, smaller than the maximum OMI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for BAX and OMI. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-65.44%
-74.30%
BAX
OMI

Volatility

BAX vs. OMI - Volatility Comparison

The current volatility for Baxter International Inc. (BAX) is 6.95%, while Owens & Minor, Inc. (OMI) has a volatility of 16.55%. This indicates that BAX experiences smaller price fluctuations and is considered to be less risky than OMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.95%
16.55%
BAX
OMI

Financials

BAX vs. OMI - Financials Comparison

This section allows you to compare key financial metrics between Baxter International Inc. and Owens & Minor, 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
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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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