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

Correlation

The correlation between BSX and BDX is 0.34, 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

BSX vs. BDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and Becton, Dickinson and Company (BDX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%AugustSeptemberOctoberNovemberDecember2025
2,204.44%
4,350.24%
BSX
BDX

Key characteristics

Sharpe Ratio

BSX:

3.57

BDX:

0.17

Sortino Ratio

BSX:

4.89

BDX:

0.36

Omega Ratio

BSX:

1.65

BDX:

1.04

Calmar Ratio

BSX:

8.63

BDX:

0.15

Martin Ratio

BSX:

35.79

BDX:

0.60

Ulcer Index

BSX:

1.73%

BDX:

5.06%

Daily Std Dev

BSX:

17.31%

BDX:

17.83%

Max Drawdown

BSX:

-89.15%

BDX:

-51.17%

Current Drawdown

BSX:

0.00%

BDX:

-14.23%

Fundamentals

Market Cap

BSX:

$145.41B

BDX:

$68.84B

EPS

BSX:

$1.21

BDX:

$5.89

PE Ratio

BSX:

81.54

BDX:

40.30

PEG Ratio

BSX:

1.79

BDX:

1.08

Total Revenue (TTM)

BSX:

$12.19B

BDX:

$15.47B

Gross Profit (TTM)

BSX:

$8.13B

BDX:

$7.10B

EBITDA (TTM)

BSX:

$2.85B

BDX:

$3.23B

Returns By Period

In the year-to-date period, BSX achieves a 10.46% return, which is significantly higher than BDX's 4.63% return. Over the past 10 years, BSX has outperformed BDX with an annualized return of 21.29%, while BDX has yielded a comparatively lower 7.04% annualized return.


BSX

YTD

10.46%

1M

11.28%

6M

27.20%

1Y

61.90%

5Y*

17.42%

10Y*

21.29%

BDX

YTD

4.63%

1M

6.05%

6M

3.79%

1Y

2.34%

5Y*

-1.14%

10Y*

7.04%

*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

BSX vs. BDX — Risk-Adjusted Performance Rank

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

BSX
The Risk-Adjusted Performance Rank of BSX is 9999
Overall Rank
The Sharpe Ratio Rank of BSX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9999
Martin Ratio Rank

BDX
The Risk-Adjusted Performance Rank of BDX is 4848
Overall Rank
The Sharpe Ratio Rank of BDX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BDX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of BDX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BDX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BDX is 5353
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.

BSX vs. BDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Becton, Dickinson and Company (BDX). 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 BSX, currently valued at 3.57, compared to the broader market-2.000.002.004.003.570.17
The chart of Sortino ratio for BSX, currently valued at 4.89, compared to the broader market-4.00-2.000.002.004.004.890.36
The chart of Omega ratio for BSX, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.04
The chart of Calmar ratio for BSX, currently valued at 8.63, compared to the broader market0.002.004.006.008.630.15
The chart of Martin ratio for BSX, currently valued at 35.79, compared to the broader market-10.000.0010.0020.0035.790.60
BSX
BDX

The current BSX Sharpe Ratio is 3.57, which is higher than the BDX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of BSX and BDX, 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-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
3.57
0.17
BSX
BDX

Dividends

BSX vs. BDX - Dividend Comparison

BSX has not paid dividends to shareholders, while BDX's dividend yield for the trailing twelve months is around 1.64%.


TTM20242023202220212020201920182017201620152014
BSX
Boston Scientific Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BDX
Becton, Dickinson and Company
1.64%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%

Drawdowns

BSX vs. BDX - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than BDX's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for BSX and BDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-14.23%
BSX
BDX

Volatility

BSX vs. BDX - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 6.18% compared to Becton, Dickinson and Company (BDX) at 3.78%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.18%
3.78%
BSX
BDX

Financials

BSX vs. BDX - Financials Comparison

This section allows you to compare key financial metrics between Boston Scientific Corporation and Becton, Dickinson and Company. 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