PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BMY vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMY and MDT is 0.32, 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.


-0.50.00.51.00.3

Performance

BMY vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bristol-Myers Squibb Company (BMY) and Medtronic plc (MDT). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
38.32%
10.97%
BMY
MDT

Key characteristics

Sharpe Ratio

BMY:

0.58

MDT:

0.07

Sortino Ratio

BMY:

1.12

MDT:

0.23

Omega Ratio

BMY:

1.14

MDT:

1.03

Calmar Ratio

BMY:

0.35

MDT:

0.03

Martin Ratio

BMY:

1.44

MDT:

0.20

Ulcer Index

BMY:

11.49%

MDT:

6.25%

Daily Std Dev

BMY:

28.47%

MDT:

18.42%

Max Drawdown

BMY:

-70.62%

MDT:

-57.63%

Current Drawdown

BMY:

-24.42%

MDT:

-29.70%

Fundamentals

Market Cap

BMY:

$115.22B

MDT:

$106.02B

EPS

BMY:

-$3.58

MDT:

$3.27

PEG Ratio

BMY:

1.96

MDT:

1.41

Total Revenue (TTM)

BMY:

$35.96B

MDT:

$33.00B

Gross Profit (TTM)

BMY:

$24.67B

MDT:

$20.67B

EBITDA (TTM)

BMY:

$605.00M

MDT:

$9.19B

Returns By Period

In the year-to-date period, BMY achieves a -0.36% return, which is significantly lower than MDT's 6.72% return. Over the past 10 years, BMY has underperformed MDT with an annualized return of 2.07%, while MDT has yielded a comparatively higher 4.15% annualized return.


BMY

YTD

-0.36%

1M

1.03%

6M

38.32%

1Y

16.33%

5Y*

-0.01%

10Y*

2.07%

MDT

YTD

6.72%

1M

4.25%

6M

10.97%

1Y

0.85%

5Y*

-3.75%

10Y*

4.15%

*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

BMY vs. MDT — Risk-Adjusted Performance Rank

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

BMY
The Risk-Adjusted Performance Rank of BMY is 6666
Overall Rank
The Sharpe Ratio Rank of BMY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6565
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 4747
Overall Rank
The Sharpe Ratio Rank of MDT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 5151
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.

BMY vs. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) and Medtronic plc (MDT). 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 BMY, currently valued at 0.58, compared to the broader market-2.000.002.000.580.07
The chart of Sortino ratio for BMY, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.120.23
The chart of Omega ratio for BMY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.03
The chart of Calmar ratio for BMY, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.03
The chart of Martin ratio for BMY, currently valued at 1.44, compared to the broader market-5.000.005.0010.0015.0020.0025.001.440.20
BMY
MDT

The current BMY Sharpe Ratio is 0.58, which is higher than the MDT Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BMY and MDT, 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-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.58
0.07
BMY
MDT

Dividends

BMY vs. MDT - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 4.34%, more than MDT's 3.27% yield.


TTM20242023202220212020201920182017201620152014
BMY
Bristol-Myers Squibb Company
4.34%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
MDT
Medtronic plc
3.27%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

Drawdowns

BMY vs. MDT - Drawdown Comparison

The maximum BMY drawdown since its inception was -70.62%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for BMY and MDT. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-24.42%
-29.70%
BMY
MDT

Volatility

BMY vs. MDT - Volatility Comparison

The current volatility for Bristol-Myers Squibb Company (BMY) is 5.87%, while Medtronic plc (MDT) has a volatility of 7.12%. This indicates that BMY experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.87%
7.12%
BMY
MDT

Financials

BMY vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Bristol-Myers Squibb Company and Medtronic plc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab