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BDX vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BDX vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-4.28%
13.43%
BDX
ABT

Returns By Period

In the year-to-date period, BDX achieves a -6.54% return, which is significantly lower than ABT's 7.40% return. Over the past 10 years, BDX has underperformed ABT with an annualized return of 7.45%, while ABT has yielded a comparatively higher 12.38% annualized return.


BDX

YTD

-6.54%

1M

-7.63%

6M

-3.95%

1Y

-1.91%

5Y (annualized)

0.16%

10Y (annualized)

7.45%

ABT

YTD

7.40%

1M

-2.92%

6M

12.47%

1Y

18.75%

5Y (annualized)

8.48%

10Y (annualized)

12.38%

Fundamentals


BDXABT
Market Cap$67.81B$201.96B
EPS$5.94$3.29
PE Ratio39.5035.39
PEG Ratio1.082.27
Total Revenue (TTM)$20.18B$41.22B
Gross Profit (TTM)$12.08B$22.55B
EBITDA (TTM)$3.78B$7.79B

Key characteristics


BDXABT
Sharpe Ratio-0.121.14
Sortino Ratio-0.041.71
Omega Ratio1.001.21
Calmar Ratio-0.100.76
Martin Ratio-0.492.59
Ulcer Index4.29%7.98%
Daily Std Dev18.21%18.03%
Max Drawdown-51.17%-45.66%
Current Drawdown-19.04%-13.33%

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Correlation

-0.50.00.51.00.4

The correlation between BDX and ABT 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.

Risk-Adjusted Performance

BDX vs. ABT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Abbott Laboratories (ABT). 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 BDX, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.121.14
The chart of Sortino ratio for BDX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.041.71
The chart of Omega ratio for BDX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.21
The chart of Calmar ratio for BDX, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.76
The chart of Martin ratio for BDX, currently valued at -0.49, compared to the broader market0.0010.0020.0030.00-0.492.59
BDX
ABT

The current BDX Sharpe Ratio is -0.12, which is lower than the ABT Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BDX and ABT, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.12
1.14
BDX
ABT

Dividends

BDX vs. ABT - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.69%, less than ABT's 1.90% yield.


TTM20232022202120202019201820172016201520142013
BDX
Becton, Dickinson and Company
1.69%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%1.84%
ABT
Abbott Laboratories
1.90%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%

Drawdowns

BDX vs. ABT - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, which is greater than ABT's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for BDX and ABT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-19.04%
-13.33%
BDX
ABT

Volatility

BDX vs. ABT - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 7.30% compared to Abbott Laboratories (ABT) at 6.40%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.30%
6.40%
BDX
ABT

Financials

BDX vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between Becton, Dickinson and Company and Abbott Laboratories. 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