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

Key characteristics


BDXBSX
YTD Return-4.65%26.57%
1Y Return-10.72%40.63%
3Y Return (Ann)-1.37%19.97%
5Y Return (Ann)1.32%14.39%
10Y Return (Ann)9.39%19.14%
Sharpe Ratio-0.462.14
Daily Std Dev19.91%20.14%
Max Drawdown-52.13%-89.15%
Current Drawdown-17.40%-0.12%

Fundamentals


BDXBSX
Market Cap$66.90B$107.55B
EPS$4.35$1.19
PE Ratio53.2361.49
PEG Ratio1.341.80
Revenue (TTM)$19.49B$14.71B
Gross Profit (TTM)$8.82B$8.68B
EBITDA (TTM)$4.91B$3.74B

Correlation

-0.50.00.51.00.3

The correlation between BDX and BSX is 0.34, 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. BSX - Performance Comparison

In the year-to-date period, BDX achieves a -4.65% return, which is significantly lower than BSX's 26.57% return. Over the past 10 years, BDX has underperformed BSX with an annualized return of 9.39%, while BSX has yielded a comparatively higher 19.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2024FebruaryMarchApril
4,184.31%
1,609.06%
BDX
BSX

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

Boston Scientific Corporation

Risk-Adjusted Performance

BDX vs. BSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Boston Scientific Corporation (BSX). 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 -0.46, compared to the broader market-2.00-1.000.001.002.003.004.00-0.46
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.006.00-0.48
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.93, compared to the broader market0.501.001.500.93
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.81, compared to the broader market0.0010.0020.0030.00-0.81
BSX
Sharpe ratio
The chart of Sharpe ratio for BSX, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.004.002.14
Sortino ratio
The chart of Sortino ratio for BSX, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for BSX, currently valued at 1.42, compared to the broader market0.501.001.501.42
Calmar ratio
The chart of Calmar ratio for BSX, currently valued at 3.91, compared to the broader market0.002.004.006.003.91
Martin ratio
The chart of Martin ratio for BSX, currently valued at 12.13, compared to the broader market0.0010.0020.0030.0012.13

BDX vs. BSX - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.46, which is lower than the BSX Sharpe Ratio of 2.14. The chart below compares the 12-month rolling Sharpe Ratio of BDX and BSX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
-0.46
2.14
BDX
BSX

Dividends

BDX vs. BSX - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.61%, while BSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BDX
Becton, Dickinson and Company
1.61%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
BSX
Boston Scientific Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BDX vs. BSX - Drawdown Comparison

The maximum BDX drawdown since its inception was -52.13%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for BDX and BSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.40%
-0.12%
BDX
BSX

Volatility

BDX vs. BSX - Volatility Comparison

The current volatility for Becton, Dickinson and Company (BDX) is 5.17%, while Boston Scientific Corporation (BSX) has a volatility of 6.47%. This indicates that BDX experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.17%
6.47%
BDX
BSX

Financials

BDX vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Becton, Dickinson and Company and Boston Scientific Corporation. 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