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

Performance

BDX vs. ADP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
-4.28%
19.50%
BDX
ADP

Returns By Period

In the year-to-date period, BDX achieves a -6.54% return, which is significantly lower than ADP's 29.89% return. Over the past 10 years, BDX has underperformed ADP with an annualized return of 7.45%, while ADP has yielded a comparatively higher 16.02% annualized return.


BDX

YTD

-6.54%

1M

-7.63%

6M

-3.95%

1Y

-1.91%

5Y (annualized)

0.16%

10Y (annualized)

7.45%

ADP

YTD

29.89%

1M

1.83%

6M

19.24%

1Y

32.72%

5Y (annualized)

14.16%

10Y (annualized)

16.02%

Fundamentals


BDXADP
Market Cap$67.81B$125.46B
EPS$5.94$9.36
PE Ratio39.5032.90
PEG Ratio1.082.69
Total Revenue (TTM)$20.18B$19.52B
Gross Profit (TTM)$12.08B$9.15B
EBITDA (TTM)$3.78B$5.17B

Key characteristics


BDXADP
Sharpe Ratio-0.122.15
Sortino Ratio-0.043.00
Omega Ratio1.001.39
Calmar Ratio-0.102.41
Martin Ratio-0.4911.91
Ulcer Index4.29%2.69%
Daily Std Dev18.21%14.91%
Max Drawdown-51.17%-59.47%
Current Drawdown-19.04%-3.34%

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Correlation

-0.50.00.51.00.3

The correlation between BDX and ADP is 0.35, 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.

Risk-Adjusted Performance

BDX vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Automatic Data Processing, Inc. (ADP). 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-4.00-2.000.002.004.00-0.122.15
The chart of Sortino ratio for BDX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.043.00
The chart of Omega ratio for BDX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.39
The chart of Calmar ratio for BDX, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.102.41
The chart of Martin ratio for BDX, currently valued at -0.49, compared to the broader market0.0010.0020.0030.00-0.4911.91
BDX
ADP

The current BDX Sharpe Ratio is -0.12, which is lower than the ADP Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BDX and ADP, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.12
2.15
BDX
ADP

Dividends

BDX vs. ADP - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.69%, less than ADP's 1.88% 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%
ADP
Automatic Data Processing, Inc.
1.88%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%

Drawdowns

BDX vs. ADP - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum ADP drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for BDX and ADP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.04%
-3.34%
BDX
ADP

Volatility

BDX vs. ADP - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 7.30% compared to Automatic Data Processing, Inc. (ADP) at 5.98%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than ADP 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%JuneJulyAugustSeptemberOctoberNovember
7.30%
5.98%
BDX
ADP

Financials

BDX vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Becton, Dickinson and Company and Automatic Data Processing, 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