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BMY vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMY and MDT is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

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.

20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%NovemberDecember2025FebruaryMarchApril
14,882.80%
118,435.21%
BMY
MDT

Key characteristics

Sharpe Ratio

BMY:

0.08

MDT:

0.33

Sortino Ratio

BMY:

0.36

MDT:

0.58

Omega Ratio

BMY:

1.04

MDT:

1.08

Calmar Ratio

BMY:

0.05

MDT:

0.19

Martin Ratio

BMY:

0.29

MDT:

1.17

Ulcer Index

BMY:

8.83%

MDT:

6.02%

Daily Std Dev

BMY:

31.08%

MDT:

21.38%

Max Drawdown

BMY:

-70.62%

MDT:

-57.63%

Current Drawdown

BMY:

-34.35%

MDT:

-30.05%

Fundamentals

Market Cap

BMY:

$97.47B

MDT:

$108.12B

EPS

BMY:

$2.68

MDT:

$3.28

PE Ratio

BMY:

17.87

MDT:

25.70

PEG Ratio

BMY:

2.26

MDT:

1.44

PS Ratio

BMY:

2.05

MDT:

3.26

PB Ratio

BMY:

5.70

MDT:

2.17

Total Revenue (TTM)

BMY:

$47.64B

MDT:

$33.20B

Gross Profit (TTM)

BMY:

$34.47B

MDT:

$20.88B

EBITDA (TTM)

BMY:

$11.69B

MDT:

$9.39B

Returns By Period

In the year-to-date period, BMY achieves a -13.45% return, which is significantly lower than MDT's 6.19% return. Over the past 10 years, BMY has underperformed MDT with an annualized return of 0.23%, while MDT has yielded a comparatively higher 3.53% annualized return.


BMY

YTD

-13.45%

1M

-18.22%

6M

-5.71%

1Y

12.43%

5Y*

-1.57%

10Y*

0.23%

MDT

YTD

6.19%

1M

-3.86%

6M

-5.55%

1Y

9.78%

5Y*

-0.44%

10Y*

3.53%

*Annualized

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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 5252
Overall Rank
The Sharpe Ratio Rank of BMY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 5555
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 6060
Overall Rank
The Sharpe Ratio Rank of MDT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6666
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.


The chart of Sharpe ratio for BMY, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.00
BMY: 0.08
MDT: 0.33
The chart of Sortino ratio for BMY, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
BMY: 0.36
MDT: 0.58
The chart of Omega ratio for BMY, currently valued at 1.04, compared to the broader market0.501.001.502.00
BMY: 1.04
MDT: 1.08
The chart of Calmar ratio for BMY, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
BMY: 0.05
MDT: 0.19
The chart of Martin ratio for BMY, currently valued at 0.29, compared to the broader market-5.000.005.0010.0015.0020.00
BMY: 0.29
MDT: 1.17

The current BMY Sharpe Ratio is 0.08, which is lower than the MDT Sharpe Ratio of 0.33. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.08
0.33
BMY
MDT

Dividends

BMY vs. MDT - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 5.09%, more than MDT's 3.33% yield.


TTM20242023202220212020201920182017201620152014
BMY
Bristol-Myers Squibb Company
5.09%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
3.33%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.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-34.35%
-30.05%
BMY
MDT

Volatility

BMY vs. MDT - Volatility Comparison

Bristol-Myers Squibb Company (BMY) and Medtronic plc (MDT) have volatilities of 9.92% and 9.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.92%
9.60%
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