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

Correlation

The correlation between BDX and ADP is 0.47, 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.


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.

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Key characteristics

Sharpe Ratio

BDX:

-0.80

ADP:

2.03

Sortino Ratio

BDX:

-0.87

ADP:

2.59

Omega Ratio

BDX:

0.85

ADP:

1.37

Calmar Ratio

BDX:

-0.56

ADP:

2.89

Martin Ratio

BDX:

-2.01

ADP:

10.34

Ulcer Index

BDX:

11.25%

ADP:

3.55%

Daily Std Dev

BDX:

28.33%

ADP:

18.84%

Max Drawdown

BDX:

-51.17%

ADP:

-59.50%

Current Drawdown

BDX:

-37.36%

ADP:

-0.06%

Fundamentals

Market Cap

BDX:

$49.82B

ADP:

$132.14B

EPS

BDX:

$5.18

ADP:

$9.83

PE Ratio

BDX:

33.56

ADP:

33.12

PEG Ratio

BDX:

0.80

ADP:

3.63

PS Ratio

BDX:

2.39

ADP:

6.54

PB Ratio

BDX:

1.96

ADP:

22.47

Total Revenue (TTM)

BDX:

$20.87B

ADP:

$20.20B

Gross Profit (TTM)

BDX:

$9.29B

ADP:

$9.51B

EBITDA (TTM)

BDX:

$3.52B

ADP:

$6.18B

Returns By Period

In the year-to-date period, BDX achieves a -23.58% return, which is significantly lower than ADP's 11.80% return. Over the past 10 years, BDX has underperformed ADP with an annualized return of 3.84%, while ADP has yielded a comparatively higher 16.82% annualized return.


BDX

YTD

-23.58%

1M

-16.66%

6M

-21.50%

1Y

-22.57%

3Y*

-10.91%

5Y*

-5.06%

10Y*

3.84%

ADP

YTD

11.80%

1M

8.29%

6M

7.18%

1Y

38.03%

3Y*

15.87%

5Y*

19.81%

10Y*

16.82%

*Annualized

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Becton, Dickinson and Company

Automatic Data Processing, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1010
Overall Rank
The Sharpe Ratio Rank of BDX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BDX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BDX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BDX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BDX is 11
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 9494
Overall Rank
The Sharpe Ratio Rank of ADP is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9595
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.


The current BDX Sharpe Ratio is -0.80, which is lower than the ADP Sharpe Ratio of 2.03. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BDX vs. ADP - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 2.31%, more than ADP's 1.81% yield.


TTM20242023202220212020201920182017201620152014
BDX
Becton, Dickinson and Company
2.31%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%
ADP
Automatic Data Processing, Inc.
1.81%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 -59.50%. Use the drawdown chart below to compare losses from any high point for BDX and ADP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BDX vs. ADP - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 21.29% compared to Automatic Data Processing, Inc. (ADP) at 3.36%. 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.


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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


3.50B4.00B4.50B5.00B5.50B20212022202320242025
5.27B
5.55B
(BDX) Total Revenue
(ADP) Total Revenue
Values in USD except per share items

BDX vs. ADP - Profitability Comparison

The chart below illustrates the profitability comparison between Becton, Dickinson and Company and Automatic Data Processing, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%20212022202320242025
42.8%
47.7%
(BDX) Gross Margin
(ADP) Gross Margin
BDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Becton, Dickinson and Company reported a gross profit of 2.26B and revenue of 5.27B. Therefore, the gross margin over that period was 42.8%.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Automatic Data Processing, Inc. reported a gross profit of 2.65B and revenue of 5.55B. Therefore, the gross margin over that period was 47.7%.

BDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Becton, Dickinson and Company reported an operating income of 546.00M and revenue of 5.27B, resulting in an operating margin of 10.4%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Automatic Data Processing, Inc. reported an operating income of 114.10M and revenue of 5.55B, resulting in an operating margin of 2.1%.

BDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Becton, Dickinson and Company reported a net income of 308.00M and revenue of 5.27B, resulting in a net margin of 5.8%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Automatic Data Processing, Inc. reported a net income of 1.25B and revenue of 5.55B, resulting in a net margin of 22.5%.