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

Key characteristics


BDXSCHD
YTD Return-4.87%0.51%
1Y Return-8.48%6.50%
3Y Return (Ann)-1.79%3.81%
5Y Return (Ann)2.18%10.75%
10Y Return (Ann)9.27%10.85%
Sharpe Ratio-0.410.60
Daily Std Dev20.04%11.70%
Max Drawdown-52.13%-33.37%
Current Drawdown-17.60%-5.83%

Correlation

-0.50.00.51.00.5

The correlation between BDX and SCHD is 0.52, 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. SCHD - Performance Comparison

In the year-to-date period, BDX achieves a -4.87% return, which is significantly lower than SCHD's 0.51% return. Over the past 10 years, BDX has underperformed SCHD with an annualized return of 9.27%, while SCHD has yielded a comparatively higher 10.85% 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%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
-10.19%
8.23%
BDX
SCHD

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

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

BDX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Schwab US Dividend Equity ETF (SCHD). 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 -0.41, compared to the broader market-2.00-1.000.001.002.003.00-0.41
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.006.00-0.42
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00-0.46
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.76, compared to the broader market-10.000.0010.0020.0030.00-0.76
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.000.60
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.006.000.93
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.53, compared to the broader market0.001.002.003.004.005.000.53
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 1.93, compared to the broader market-10.000.0010.0020.0030.001.93

BDX vs. SCHD - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.41, which is lower than the SCHD Sharpe Ratio of 0.60. The chart below compares the 12-month rolling Sharpe Ratio of BDX and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.41
0.60
BDX
SCHD

Dividends

BDX vs. SCHD - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.61%, less than SCHD's 3.52% yield.


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%
SCHD
Schwab US Dividend Equity ETF
3.52%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BDX vs. SCHD - Drawdown Comparison

The maximum BDX drawdown since its inception was -52.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BDX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.60%
-5.83%
BDX
SCHD

Volatility

BDX vs. SCHD - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 6.44% compared to Schwab US Dividend Equity ETF (SCHD) at 3.80%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.44%
3.80%
BDX
SCHD