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

Key characteristics


BDXABT
YTD Return-3.40%-2.78%
1Y Return-10.23%-2.69%
3Y Return (Ann)0.30%-2.35%
5Y Return (Ann)1.72%7.95%
10Y Return (Ann)9.50%12.80%
Sharpe Ratio-0.50-0.12
Daily Std Dev19.84%17.89%
Max Drawdown-52.13%-45.62%
Current Drawdown-16.32%-21.55%

Fundamentals


BDXABT
Market Cap$66.90B$186.58B
EPS$4.35$3.22
PE Ratio53.2333.39
PEG Ratio1.345.99
Revenue (TTM)$19.49B$40.33B
Gross Profit (TTM)$8.82B$24.58B
EBITDA (TTM)$4.91B$10.34B

Correlation

-0.50.00.51.00.4

The correlation between BDX and ABT is 0.39, 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.

Performance

BDX vs. ABT - Performance Comparison

In the year-to-date period, BDX achieves a -3.40% return, which is significantly lower than ABT's -2.78% return. Over the past 10 years, BDX has underperformed ABT with an annualized return of 9.50%, while ABT has yielded a comparatively higher 12.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2024FebruaryMarchApril
25,210.17%
53,178.03%
BDX
ABT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Becton, Dickinson and Company

Abbott Laboratories

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.


BDX
Sharpe ratio
The chart of Sharpe ratio for BDX, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.00-0.50
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.006.00-0.54
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.88
ABT
Sharpe ratio
The chart of Sharpe ratio for ABT, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00-0.12
Sortino ratio
The chart of Sortino ratio for ABT, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.006.00-0.04
Omega ratio
The chart of Omega ratio for ABT, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for ABT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for ABT, currently valued at -0.24, compared to the broader market-10.000.0010.0020.0030.00-0.24

BDX vs. ABT - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.50, which is lower than the ABT Sharpe Ratio of -0.12. The chart below compares the 12-month rolling Sharpe Ratio of BDX and ABT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.50
-0.12
BDX
ABT

Dividends

BDX vs. ABT - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.59%, less than ABT's 2.00% yield.


TTM20232022202120202019201820172016201520142013
BDX
Becton, Dickinson and Company
1.59%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
ABT
Abbott Laboratories
2.00%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 -52.13%, which is greater than ABT's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for BDX and ABT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-16.32%
-21.55%
BDX
ABT

Volatility

BDX vs. ABT - Volatility Comparison

Becton, Dickinson and Company (BDX) and Abbott Laboratories (ABT) have volatilities of 5.17% and 5.10%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.17%
5.10%
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