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BDX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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BDX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDX
Becton, Dickinson and Company
3.71%-12.61%-5.38%-2.67%5.08%1.88%-6.75%22.20%6.61%31.24%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, BDX achieves a 3.71% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, BDX has underperformed SCHD with an annualized return of 4.52%, while SCHD has yielded a comparatively higher 12.31% annualized return.


BDX

1D
1.64%
1M
-10.34%
YTD
3.71%
6M
8.12%
1Y
-10.64%
3Y*
-5.12%
5Y*
-1.60%
10Y*
4.52%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BDX vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDX
BDX Risk / Return Rank: 2828
Overall Rank
BDX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BDX Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDX Omega Ratio Rank: 2424
Omega Ratio Rank
BDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
BDX Martin Ratio Rank: 3333
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BDX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Schwab U.S. 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.


BDXSCHDDifference

Sharpe ratio

Return per unit of total volatility

-0.34

0.89

-1.24

Sortino ratio

Return per unit of downside risk

-0.26

1.35

-1.60

Omega ratio

Gain probability vs. loss probability

0.96

1.19

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.36

1.19

-1.55

Martin ratio

Return relative to average drawdown

-0.59

3.99

-4.58

BDX vs. SCHD - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is -0.34, which is lower than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BDX and SCHD, 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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Sharpe Ratios by Period


BDXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

0.89

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.59

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.74

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.84

-0.41

Correlation

The correlation between BDX and SCHD is 0.53, 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.


Dividends

BDX vs. SCHD - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 2.23%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
BDX
Becton, Dickinson and Company
2.23%2.15%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

BDX vs. SCHD - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, 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.


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Drawdown Indicators


BDXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-51.17%

-33.37%

-17.80%

Max Drawdown (1Y)

Largest decline over 1 year

-27.06%

-12.74%

-14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-40.06%

-16.85%

-23.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.06%

-33.37%

-6.69%

Current Drawdown

Current decline from peak

-25.71%

-2.89%

-22.82%

Average Drawdown

Average peak-to-trough decline

-11.49%

-3.34%

-8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.97%

3.89%

+13.08%

Volatility

BDX vs. SCHD - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 5.44% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. 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.


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Volatility by Period


BDXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

2.40%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

7.96%

+8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

31.36%

15.74%

+15.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

14.40%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

16.70%

+6.65%