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

Performance

BDX vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.28%
19.76%
BDX
LOW

Returns By Period

In the year-to-date period, BDX achieves a -6.54% return, which is significantly lower than LOW's 24.54% return. Over the past 10 years, BDX has underperformed LOW with an annualized return of 7.45%, while LOW has yielded a comparatively higher 17.99% annualized return.


BDX

YTD

-6.54%

1M

-7.63%

6M

-3.95%

1Y

-1.91%

5Y (annualized)

0.16%

10Y (annualized)

7.45%

LOW

YTD

24.54%

1M

-3.02%

6M

18.76%

1Y

36.06%

5Y (annualized)

21.33%

10Y (annualized)

17.99%

Fundamentals


BDXLOW
Market Cap$67.81B$153.11B
EPS$5.94$12.11
PE Ratio39.5022.29
PEG Ratio1.084.23
Total Revenue (TTM)$20.18B$63.55B
Gross Profit (TTM)$12.08B$19.72B
EBITDA (TTM)$3.78B$9.33B

Key characteristics


BDXLOW
Sharpe Ratio-0.121.70
Sortino Ratio-0.042.40
Omega Ratio1.001.30
Calmar Ratio-0.101.75
Martin Ratio-0.494.70
Ulcer Index4.29%7.87%
Daily Std Dev18.21%21.87%
Max Drawdown-51.17%-62.28%
Current Drawdown-19.04%-3.84%

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Correlation

-0.50.00.51.00.3

The correlation between BDX and LOW is 0.28, 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. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Lowe's Companies, Inc. (LOW). 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 -0.15, compared to the broader market-4.00-2.000.002.004.00-0.151.70
The chart of Sortino ratio for BDX, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.082.40
The chart of Omega ratio for BDX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.30
The chart of Calmar ratio for BDX, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.131.75
The chart of Martin ratio for BDX, currently valued at -0.62, compared to the broader market0.0010.0020.0030.00-0.624.70
BDX
LOW

The current BDX Sharpe Ratio is -0.12, which is lower than the LOW Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BDX and LOW, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.15
1.70
BDX
LOW

Dividends

BDX vs. LOW - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.69%, more than LOW's 1.65% 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%
LOW
Lowe's Companies, Inc.
1.65%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

BDX vs. LOW - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum LOW drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for BDX and LOW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.04%
-3.84%
BDX
LOW

Volatility

BDX vs. LOW - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 7.08% compared to Lowe's Companies, Inc. (LOW) at 6.16%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than LOW 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%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.08%
6.16%
BDX
LOW

Financials

BDX vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Becton, Dickinson and Company and Lowe's Companies, 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