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BRKR vs. STE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRKR and STE is 0.37, 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.


-0.50.00.51.00.4

Performance

BRKR vs. STE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bruker Corporation (BRKR) and STERIS plc (STE). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
148.84%
3,060.51%
BRKR
STE

Key characteristics

Sharpe Ratio

BRKR:

-0.64

STE:

-0.14

Sortino Ratio

BRKR:

-0.76

STE:

-0.06

Omega Ratio

BRKR:

0.91

STE:

0.99

Calmar Ratio

BRKR:

-0.50

STE:

-0.15

Martin Ratio

BRKR:

-0.93

STE:

-0.42

Ulcer Index

BRKR:

26.19%

STE:

7.19%

Daily Std Dev

BRKR:

38.29%

STE:

21.18%

Max Drawdown

BRKR:

-94.83%

STE:

-77.21%

Current Drawdown

BRKR:

-41.11%

STE:

-16.03%

Fundamentals

Market Cap

BRKR:

$8.76B

STE:

$20.68B

EPS

BRKR:

$2.07

STE:

$5.95

PE Ratio

BRKR:

27.93

STE:

35.21

PEG Ratio

BRKR:

3.64

STE:

1.16

Total Revenue (TTM)

BRKR:

$3.24B

STE:

$5.42B

Gross Profit (TTM)

BRKR:

$1.58B

STE:

$2.40B

EBITDA (TTM)

BRKR:

$533.60M

STE:

$1.34B

Returns By Period

In the year-to-date period, BRKR achieves a -24.41% return, which is significantly lower than STE's -4.94% return. Over the past 10 years, BRKR has underperformed STE with an annualized return of 11.39%, while STE has yielded a comparatively higher 13.30% annualized return.


BRKR

YTD

-24.41%

1M

12.18%

6M

-16.95%

1Y

-25.59%

5Y*

1.73%

10Y*

11.39%

STE

YTD

-4.94%

1M

-4.39%

6M

-3.90%

1Y

-4.59%

5Y*

7.68%

10Y*

13.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BRKR vs. STE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bruker Corporation (BRKR) and STERIS plc (STE). 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 BRKR, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.64-0.14
The chart of Sortino ratio for BRKR, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.76-0.06
The chart of Omega ratio for BRKR, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.99
The chart of Calmar ratio for BRKR, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.15
The chart of Martin ratio for BRKR, currently valued at -0.93, compared to the broader market0.0010.0020.00-0.93-0.42
BRKR
STE

The current BRKR Sharpe Ratio is -0.64, which is lower than the STE Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of BRKR and STE, 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-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.14
BRKR
STE

Dividends

BRKR vs. STE - Dividend Comparison

BRKR's dividend yield for the trailing twelve months is around 0.36%, less than STE's 1.05% yield.


TTM20232022202120202019201820172016201520142013
BRKR
Bruker Corporation
0.36%0.27%0.29%0.19%0.30%0.31%0.54%0.47%0.76%0.00%0.00%0.00%
STE
STERIS plc
1.05%0.90%0.97%0.68%0.81%0.93%1.22%1.35%1.57%1.27%1.36%1.66%

Drawdowns

BRKR vs. STE - Drawdown Comparison

The maximum BRKR drawdown since its inception was -94.83%, which is greater than STE's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for BRKR and STE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.11%
-16.03%
BRKR
STE

Volatility

BRKR vs. STE - Volatility Comparison

Bruker Corporation (BRKR) has a higher volatility of 15.05% compared to STERIS plc (STE) at 5.66%. This indicates that BRKR's price experiences larger fluctuations and is considered to be riskier than STE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.05%
5.66%
BRKR
STE

Financials

BRKR vs. STE - Financials Comparison

This section allows you to compare key financial metrics between Bruker Corporation and STERIS 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
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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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