BDX vs. ^SP500TR

Last updated Apr 1, 2026

Compare and contrast key facts about Becton, Dickinson and Company (BDX) and S&P 500 Total Return (^SP500TR).

Performance

BDX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

BDX vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BDX Becton, Dickinson and Company	3.71%	-12.61%	-5.38%	-2.67%	5.08%	1.88%	-6.75%	22.20%	6.61%	31.24%
^SP500TR S&P 500 Total Return	-4.33%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, BDX achieves a 3.71% return, which is significantly higher than ^SP500TR's -4.33% return. Over the past 10 years, BDX has underperformed ^SP500TR with an annualized return of 4.52%, while ^SP500TR has yielded a comparatively higher 14.09% annualized return.

BDX

• 1D: 1.64%
• 1M: -10.34%
• YTD: 3.71%
• 6M: 8.12%
• 1Y: -10.64%
• 3Y*: -5.12%
• 5Y*: -1.60%
• 10Y*: 4.52%

^SP500TR

• 1D: 2.92%
• 1M: -4.98%
• YTD: -4.33%
• 6M: -1.79%
• 1Y: 17.80%
• 3Y*: 18.32%
• 5Y*: 11.80%
• 10Y*: 14.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BDX vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDX

BDX Risk / Return Rank: 28
BDX Sharpe Ratio Rank: 27
BDX Sortino Ratio Rank: 25
BDX Omega Ratio Rank: 24
BDX Calmar Ratio Rank: 31
BDX Martin Ratio Rank: 33

^SP500TR

^SP500TR Risk / Return Rank: 78
^SP500TR Sharpe Ratio Rank: 74
^SP500TR Sortino Ratio Rank: 74
^SP500TR Omega Ratio Rank: 80
^SP500TR Calmar Ratio Rank: 74
^SP500TR Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BDX vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and S&P 500 Total Return (^SP500TR). 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.

	BDX	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-0.34	0.98	-1.32
Sortino ratio Return per unit of downside risk	-0.26	1.49	-1.75
Omega ratio Gain probability vs. loss probability	0.96	1.23	-0.27
Calmar ratio Return relative to maximum drawdown	-0.36	1.52	-1.88
Martin ratio Return relative to average drawdown	-0.59	7.32	-7.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BDX vs. ^SP500TR - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.34, which is lower than the ^SP500TR Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BDX and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BDX	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	0.98	-1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.70	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.78	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.62	-0.19

Correlation

The correlation between BDX and ^SP500TR is 0.46, 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.

Drawdowns

BDX vs. ^SP500TR - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BDX and ^SP500TR.

Drawdown Indicators

	BDX	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-51.17%	-55.25%	+4.08%
Max Drawdown (1Y) Largest decline over 1 year	-27.06%	-12.12%	-14.94%
Max Drawdown (5Y) Largest decline over 5 years	-40.06%	-24.49%	-15.57%
Max Drawdown (10Y) Largest decline over 10 years	-40.06%	-33.79%	-6.27%
Current Drawdown Current decline from peak	-25.71%	-6.23%	-19.48%
Average Drawdown Average peak-to-trough decline	-11.49%	-8.20%	-3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.97%	2.52%	+14.45%

Volatility

BDX vs. ^SP500TR - Volatility Comparison

Becton, Dickinson and Company (BDX) and S&P 500 Total Return (^SP500TR) have volatilities of 5.44% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDX	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	5.35%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	16.59%	9.53%	+7.06%
Volatility (1Y) Calculated over the trailing 1-year period	31.36%	18.32%	+13.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.98%	16.91%	+6.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.35%	18.05%	+5.30%