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

Correlation

The correlation between BAX and OMI is 0.45, 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.


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.

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Key characteristics

Sharpe Ratio

BAX:

-0.23

OMI:

-0.81

Sortino Ratio

BAX:

-0.12

OMI:

-1.30

Omega Ratio

BAX:

0.98

OMI:

0.83

Calmar Ratio

BAX:

-0.12

OMI:

-0.72

Martin Ratio

BAX:

-0.49

OMI:

-1.56

Ulcer Index

BAX:

15.74%

OMI:

40.30%

Daily Std Dev

BAX:

32.85%

OMI:

76.19%

Max Drawdown

BAX:

-68.86%

OMI:

-93.26%

Current Drawdown

BAX:

-62.73%

OMI:

-84.85%

Fundamentals

Market Cap

BAX:

$15.93B

OMI:

$543.19M

EPS

BAX:

-$0.52

OMI:

-$4.76

PEG Ratio

BAX:

2.00

OMI:

4.07

PS Ratio

BAX:

1.48

OMI:

0.05

PB Ratio

BAX:

2.25

OMI:

0.94

Total Revenue (TTM)

BAX:

$11.89B

OMI:

$10.72B

Gross Profit (TTM)

BAX:

$4.28B

OMI:

$2.08B

EBITDA (TTM)

BAX:

$647.00M

OMI:

$82.68M

Returns By Period

In the year-to-date period, BAX achieves a 9.10% return, which is significantly higher than OMI's -43.53% return. Over the past 10 years, BAX has outperformed OMI with an annualized return of -0.07%, while OMI has yielded a comparatively lower -12.90% annualized return.


BAX

YTD

9.10%

1M

13.80%

6M

0.05%

1Y

-7.58%

5Y*

-16.67%

10Y*

-0.07%

OMI

YTD

-43.53%

1M

9.01%

6M

-39.80%

1Y

-61.38%

5Y*

1.58%

10Y*

-12.90%

*Annualized

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Risk-Adjusted Performance

BAX vs. OMI — 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 3737
Overall Rank
The Sharpe Ratio Rank of BAX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BAX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BAX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BAX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of BAX is 4040
Martin Ratio Rank

OMI
The Risk-Adjusted Performance Rank of OMI is 77
Overall Rank
The Sharpe Ratio Rank of OMI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of OMI is 88
Sortino Ratio Rank
The Omega Ratio Rank of OMI is 88
Omega Ratio Rank
The Calmar Ratio Rank of OMI is 88
Calmar Ratio Rank
The Martin Ratio Rank of OMI is 55
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. 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.


The current BAX Sharpe Ratio is -0.23, which is higher than the OMI Sharpe Ratio of -0.81. 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.


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Dividends

BAX vs. OMI - Dividend Comparison

BAX's dividend yield for the trailing twelve months is around 2.91%, while OMI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BAX
Baxter International Inc.
2.91%3.57%3.00%2.26%1.26%1.19%1.02%1.11%0.94%1.14%0.60%0.00%
OMI
Owens & Minor, Inc.
0.00%0.00%0.00%0.00%0.03%0.04%0.23%13.51%5.47%2.89%2.81%2.85%

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.


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Volatility

BAX vs. OMI - Volatility Comparison

The current volatility for Baxter International Inc. (BAX) is 9.08%, while Owens & Minor, Inc. (OMI) has a volatility of 20.13%. 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.


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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


2.00B2.50B3.00B3.50B4.00B20212022202320242025
2.63B
2.63B
(BAX) Total Revenue
(OMI) Total Revenue
Values in USD except per share items

BAX vs. OMI - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
32.8%
20.0%
(BAX) Gross Margin
(OMI) Gross Margin
BAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported a gross profit of 861.00M and revenue of 2.63B. Therefore, the gross margin over that period was 32.8%.

OMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported a gross profit of 526.01M and revenue of 2.63B. Therefore, the gross margin over that period was 20.0%.

BAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported an operating income of 58.00M and revenue of 2.63B, resulting in an operating margin of 2.2%.

OMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported an operating income of 124.00K and revenue of 2.63B, resulting in an operating margin of 0.0%.

BAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported a net income of 126.00M and revenue of 2.63B, resulting in a net margin of 4.8%.

OMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported a net income of -24.98M and revenue of 2.63B, resulting in a net margin of -1.0%.