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BDX vs. UVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BDX vs. UVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and Universal Corporation (UVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDX achieves a 10.02% return, which is significantly higher than UVV's 4.70% return. Over the past 10 years, BDX has underperformed UVV with an annualized return of 3.64%, while UVV has yielded a comparatively higher 4.42% annualized return.


BDX

1D
0.10%
1M
8.32%
6M
4.93%
YTD
10.02%
1Y
21.09%
3Y*
-7.08%
5Y*
-1.63%
10Y*
3.64%
ALL TIME*
11.03%

UVV

1D
-1.09%
1M
2.82%
6M
-3.87%
YTD
4.70%
1Y
2.97%
3Y*
8.03%
5Y*
6.52%
10Y*
4.42%
ALL TIME*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$276.16M$275.16M$398.21M
$10.36M$11.73M$13.09M

BDX vs. UVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDX
Becton, Dickinson and Company
10.02%-12.61%-5.38%-2.67%5.08%1.88%-6.75%22.20%6.61%31.24%
UVV
Universal Corporation
4.70%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%

Correlation

The correlation between BDX and UVV is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1988

0.21

Fundamentals

Market Cap

BDX:

$60.00B

UVV:

$1.31B

EPS

BDX:

$4.00

UVV:

$1.94

PE Ratio

BDX:

41.37

UVV:

27.10

PS Ratio

BDX:

2.20

UVV:

0.40

Total Revenue (TTM)

BDX:

$21.37B

UVV:

$2.21B

Gross Profit (TTM)

BDX:

$9.93B

UVV:

$412.39M

EBITDA (TTM)

BDX:

$4.16B

UVV:

$212.91M

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Return for Risk

BDX vs. UVV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BDX
BDX Risk / Return Rank: 6767
Overall Rank
BDX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BDX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BDX Omega Ratio Rank: 6464
Omega Ratio Rank
BDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BDX Martin Ratio Rank: 6464
Martin Ratio Rank

UVV
UVV Risk / Return Rank: 4747
Overall Rank
UVV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 4141
Sortino Ratio Rank
UVV Omega Ratio Rank: 4343
Omega Ratio Rank
UVV Calmar Ratio Rank: 5151
Calmar Ratio Rank
UVV Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BDX vs. UVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Universal Corporation (UVV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BDXUVVDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratioReturn relative to maximum drawdown

0.92

0.22

+0.70

Martin ratioReturn relative to average drawdown

1.85

0.43

+1.41

BDX vs. UVV - Sharpe Ratio Comparison

The current BDX Sharpe Ratio is 0.79, which is higher than the UVV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BDX and UVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BDX vs. UVV - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for BDX and UVV.


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Drawdown Indicators


BDXUVVDifference

Max Drawdown

Largest peak-to-trough decline

-51.17%

-69.75%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

-13.48%

-9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-39.86%

-29.70%

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-40.06%

-29.70%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-40.06%

-45.68%

+5.62%

Current Drawdown

Current decline from peak

-21.19%

-13.00%

-8.19%

Average Drawdown

Average peak-to-trough decline

-11.63%

-18.57%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.44%

6.87%

+4.57%

Volatility

BDX vs. UVV - Volatility Comparison

Becton, Dickinson and Company (BDX) has a higher volatility of 9.69% compared to Universal Corporation (UVV) at 7.36%. This indicates that BDX's price experiences larger fluctuations and is considered to be riskier than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDXUVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

7.36%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.41%

19.86%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

24.04%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

24.67%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

29.01%

-5.19%

Dividends

BDX vs. UVV - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 2.26%, less than UVV's 6.24% yield.


PositionTTM20252024202320222021202020192018201720162015
BDX
Becton, Dickinson and Company
2.26%2.15%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%
UVV
Universal Corporation
6.24%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

BDX vs. UVV - Financials Comparison

This section allows you to compare key financial metrics between Becton, Dickinson and Company and Universal 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

Frequently Asked Questions


BDX and UVV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDX has higher volatility (9.69%) compared to UVV (7.36%). In terms of maximum drawdown, BDX dropped -51.17% vs UVV's -69.75%.

BDX currently has the higher Sharpe Ratio (0.79 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BDX and UVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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