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BDX vs. DHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BDXDHR
YTD Return-3.99%2.28%
1Y Return-8.55%5.14%
3Y Return (Ann)-1.24%3.69%
5Y Return (Ann)2.36%16.53%
10Y Return (Ann)9.28%17.40%
Sharpe Ratio-0.330.20
Daily Std Dev20.03%23.36%
Max Drawdown-52.13%-60.91%
Current Drawdown-16.83%-18.92%

Fundamentals


BDXDHR
Market Cap$71.49B$184.93B
EPS$4.36$5.64
PE Ratio56.7544.28
PEG Ratio1.343.25
Revenue (TTM)$19.49B$23.89B
Gross Profit (TTM)$8.82B$18.95B
EBITDA (TTM)$4.91B$7.55B

Correlation

-0.50.00.51.00.3

The correlation between BDX and DHR is 0.32, 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. DHR - Performance Comparison

In the year-to-date period, BDX achieves a -3.99% return, which is significantly lower than DHR's 2.28% return. Over the past 10 years, BDX has underperformed DHR with an annualized return of 9.28%, while DHR has yielded a comparatively higher 17.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-8.71%
14.26%
BDX
DHR

Compare stocks, funds, or ETFs

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Becton, Dickinson and Company

Danaher Corporation

Risk-Adjusted Performance

BDX vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Danaher Corporation (DHR). 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 -0.33, compared to the broader market-2.00-1.000.001.002.003.00-0.33
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00-0.37
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.61, compared to the broader market0.0010.0020.0030.00-0.61
DHR
Sharpe ratio
The chart of Sharpe ratio for DHR, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.000.20
Sortino ratio
The chart of Sortino ratio for DHR, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43
Omega ratio
The chart of Omega ratio for DHR, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for DHR, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.000.12
Martin ratio
The chart of Martin ratio for DHR, currently valued at 0.65, compared to the broader market0.0010.0020.0030.000.65

BDX vs. DHR - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.33, which is lower than the DHR Sharpe Ratio of 0.20. The chart below compares the 12-month rolling Sharpe Ratio of BDX and DHR.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.33
0.20
BDX
DHR

Dividends

BDX vs. DHR - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.60%, more than DHR's 0.43% yield.


TTM20232022202120202019201820172016201520142013
BDX
Becton, Dickinson and Company
1.60%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
DHR
Danaher Corporation
0.43%0.43%0.38%0.26%0.32%0.44%0.62%0.60%0.63%0.58%0.47%0.13%

Drawdowns

BDX vs. DHR - Drawdown Comparison

The maximum BDX drawdown since its inception was -52.13%, smaller than the maximum DHR drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for BDX and DHR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-16.83%
-18.92%
BDX
DHR

Volatility

BDX vs. DHR - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 6.36% compared to Danaher Corporation (DHR) at 4.99%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than DHR 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
6.36%
4.99%
BDX
DHR