PortfoliosLab logoPortfoliosLab logo
BSX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BSX achieves a -50.96% return, which is significantly lower than ^GSPC's 10.35% return. Over the past 10 years, BSX has underperformed ^GSPC with an annualized return of 7.59%, while ^GSPC has yielded a comparatively higher 13.81% annualized return.


BSX

1D
-0.32%
1M
-11.24%
YTD
-50.96%
6M
-49.28%
1Y
-53.12%
3Y*
-4.87%
5Y*
1.80%
10Y*
7.59%

^GSPC

1D
1.65%
1M
1.97%
YTD
10.35%
6M
10.82%
1Y
26.39%
3Y*
19.66%
5Y*
12.33%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSX
Boston Scientific Corporation
-50.96%6.75%54.51%24.94%8.92%18.16%-20.50%27.96%42.56%14.61%
^GSPC
S&P 500 Index
10.35%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between BSX and ^GSPC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 19, 1992

0.42

Over the past year, the correlation between BSX and ^GSPC has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

BSX vs. ^GSPC — Risk / Return Rank

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

BSX
BSX Risk / Return Rank: 22
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 11
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 55
Calmar Ratio Rank
BSX Martin Ratio Rank: 11
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8383
Overall Rank
^GSPC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 8484
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8686
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and S&P 500 Index (^GSPC). 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.


BSX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.67

Sortino ratioReturn per unit of downside risk

-5.21

Omega ratioGain probability vs. loss probability

0.66

1.39

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.94

2.91

-3.85

Martin ratioReturn relative to average drawdown

-2.01

13.08

-15.09

BSX vs. ^GSPC - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is -1.53, which is lower than the ^GSPC Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BSX and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BSX vs. ^GSPC - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BSX and ^GSPC.


Loading charts...

Drawdown Indicators


BSX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-89.15%

-56.78%

-32.37%

Max Drawdown (1Y)

Largest decline over 1 year

-56.76%

-9.10%

-47.66%

Max Drawdown (3Y)

Largest decline over 3 years

-56.76%

-18.90%

-37.86%

Max Drawdown (5Y)

Largest decline over 5 years

-56.76%

-25.43%

-31.33%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-33.92%

-22.84%

Current Drawdown

Current decline from peak

-56.76%

-0.73%

-56.03%

Average Drawdown

Average peak-to-trough decline

-38.76%

-10.72%

-28.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.47%

2.02%

+24.45%

Volatility

BSX vs. ^GSPC - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 15.76% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BSX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.76%

4.67%

+11.09%

Volatility (6M)

Calculated over the trailing 6-month period

32.82%

9.83%

+22.99%

Volatility (1Y)

Calculated over the trailing 1-year period

34.80%

12.44%

+22.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

16.99%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

18.11%

+9.19%

Frequently Asked Questions


BSX and ^GSPC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSX has higher volatility (15.76%) compared to ^GSPC (4.67%). In terms of maximum drawdown, BSX dropped -89.15% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.14 vs -1.53), 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 BSX and ^GSPC

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

Open Portfolio Optimizer