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

Correlation

The correlation between BDX and VYM 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.


-0.50.00.51.00.5

Performance

BDX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becton, Dickinson and Company (BDX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.26%
6.01%
BDX
VYM

Key characteristics

Sharpe Ratio

BDX:

0.01

VYM:

1.80

Sortino Ratio

BDX:

0.13

VYM:

2.54

Omega Ratio

BDX:

1.02

VYM:

1.32

Calmar Ratio

BDX:

0.01

VYM:

3.32

Martin Ratio

BDX:

0.02

VYM:

9.61

Ulcer Index

BDX:

5.06%

VYM:

2.07%

Daily Std Dev

BDX:

17.77%

VYM:

11.02%

Max Drawdown

BDX:

-51.17%

VYM:

-56.98%

Current Drawdown

BDX:

-15.96%

VYM:

-2.86%

Returns By Period

In the year-to-date period, BDX achieves a 2.52% return, which is significantly higher than VYM's 1.80% return. Over the past 10 years, BDX has underperformed VYM with an annualized return of 7.01%, while VYM has yielded a comparatively higher 10.13% annualized return.


BDX

YTD

2.52%

1M

2.21%

6M

0.26%

1Y

0.65%

5Y*

-1.55%

10Y*

7.01%

VYM

YTD

1.80%

1M

-0.72%

6M

6.01%

1Y

20.79%

5Y*

9.94%

10Y*

10.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BDX vs. VYM — Risk-Adjusted Performance Rank

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

BDX
The Risk-Adjusted Performance Rank of BDX is 4444
Overall Rank
The Sharpe Ratio Rank of BDX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BDX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of BDX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BDX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BDX is 4848
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 7777
Overall Rank
The Sharpe Ratio Rank of VYM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BDX vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becton, Dickinson and Company (BDX) and Vanguard High Dividend Yield ETF (VYM). 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 0.01, compared to the broader market-2.000.002.000.011.80
The chart of Sortino ratio for BDX, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.132.54
The chart of Omega ratio for BDX, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.32
The chart of Calmar ratio for BDX, currently valued at 0.01, compared to the broader market0.002.004.006.000.013.32
The chart of Martin ratio for BDX, currently valued at 0.02, compared to the broader market-30.00-20.00-10.000.0010.0020.000.029.61
BDX
VYM

The current BDX Sharpe Ratio is 0.01, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BDX and VYM, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.01
1.80
BDX
VYM

Dividends

BDX vs. VYM - Dividend Comparison

BDX's dividend yield for the trailing twelve months is around 1.67%, less than VYM's 2.69% yield.


TTM20242023202220212020201920182017201620152014
BDX
Becton, Dickinson and Company
1.67%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%
VYM
Vanguard High Dividend Yield ETF
2.69%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

BDX vs. VYM - Drawdown Comparison

The maximum BDX drawdown since its inception was -51.17%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BDX and VYM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.96%
-2.86%
BDX
VYM

Volatility

BDX vs. VYM - Volatility Comparison

The current volatility for Becton, Dickinson and Company (BDX) is 3.67%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 4.50%. This indicates that BDX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.67%
4.50%
BDX
VYM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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