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

Correlation

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.


-0.50.00.51.00.3

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%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
3.79%
21.16%
BDX
ADP

Key characteristics

Sharpe Ratio

BDX:

0.17

ADP:

1.84

Sortino Ratio

BDX:

0.36

ADP:

2.55

Omega Ratio

BDX:

1.04

ADP:

1.33

Calmar Ratio

BDX:

0.15

ADP:

2.83

Martin Ratio

BDX:

0.60

ADP:

9.58

Ulcer Index

BDX:

5.06%

ADP:

2.98%

Daily Std Dev

BDX:

17.83%

ADP:

15.52%

Max Drawdown

BDX:

-51.17%

ADP:

-59.41%

Current Drawdown

BDX:

-14.23%

ADP:

-3.33%

Fundamentals

Market Cap

BDX:

$68.84B

ADP:

$120.70B

EPS

BDX:

$5.89

ADP:

$9.36

PE Ratio

BDX:

40.30

ADP:

31.64

PEG Ratio

BDX:

1.08

ADP:

2.69

Total Revenue (TTM)

BDX:

$15.47B

ADP:

$14.86B

Gross Profit (TTM)

BDX:

$7.10B

ADP:

$7.04B

EBITDA (TTM)

BDX:

$3.23B

ADP:

$4.59B

Returns By Period

In the year-to-date period, BDX achieves a 4.63% return, which is significantly higher than ADP's 1.18% return. Over the past 10 years, BDX has underperformed ADP with an annualized return of 7.23%, while ADP has yielded a comparatively higher 15.82% annualized return.


BDX

YTD

4.63%

1M

5.93%

6M

3.79%

1Y

2.73%

5Y*

-1.14%

10Y*

7.23%

ADP

YTD

1.18%

1M

2.66%

6M

21.16%

1Y

28.21%

5Y*

13.27%

10Y*

15.82%

*Annualized

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Risk-Adjusted Performance

BDX vs. ADP — Risk-Adjusted Performance Rank

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

BDX
The Risk-Adjusted Performance Rank of BDX is 4949
Overall Rank
The Sharpe Ratio Rank of BDX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BDX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BDX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of BDX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BDX is 5454
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 9090
Overall Rank
The Sharpe Ratio Rank of ADP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9191
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.

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 0.17, compared to the broader market-2.000.002.004.000.171.84
The chart of Sortino ratio for BDX, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.362.55
The chart of Omega ratio for BDX, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.33
The chart of Calmar ratio for BDX, currently valued at 0.15, compared to the broader market0.002.004.006.000.152.83
The chart of Martin ratio for BDX, currently valued at 0.60, compared to the broader market-10.000.0010.0020.0030.000.609.58
BDX
ADP

The current BDX Sharpe Ratio is 0.17, which is lower than the ADP Sharpe Ratio of 1.84. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.17
1.84
BDX
ADP

Dividends

BDX vs. ADP - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.64%, less than ADP's 1.94% yield.


TTM20242023202220212020201920182017201620152014
BDX
Becton, Dickinson and Company
1.64%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%
ADP
Automatic Data Processing, Inc.
1.94%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

Drawdowns

BDX vs. ADP - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum ADP drawdown of -59.41%. 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%AugustSeptemberOctoberNovemberDecember2025
-14.23%
-3.33%
BDX
ADP

Volatility

BDX vs. ADP - Volatility Comparison

The current volatility for Becton, Dickinson and Company (BDX) is 3.78%, while Automatic Data Processing, Inc. (ADP) has a volatility of 4.75%. This indicates that BDX experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
3.78%
4.75%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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