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BSX vs. BDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BSXBDX
YTD Return24.60%-1.03%
1Y Return36.71%-7.43%
3Y Return (Ann)18.21%0.53%
5Y Return (Ann)14.15%2.10%
10Y Return (Ann)18.64%9.67%
Sharpe Ratio1.80-0.37
Daily Std Dev20.10%20.04%
Max Drawdown-89.15%-52.13%
Current Drawdown-1.68%-14.26%

Fundamentals


BSXBDX
Market Cap$107.55B$66.90B
EPS$1.19$4.35
PE Ratio61.4953.23
PEG Ratio1.801.34
Revenue (TTM)$14.71B$19.49B
Gross Profit (TTM)$8.68B$8.82B
EBITDA (TTM)$3.74B$4.91B

Correlation

-0.50.00.51.00.3

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.

Performance

BSX vs. BDX - Performance Comparison

In the year-to-date period, BSX achieves a 24.60% return, which is significantly higher than BDX's -1.03% return. Over the past 10 years, BSX has outperformed BDX with an annualized return of 18.64%, while BDX has yielded a comparatively lower 9.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%December2024FebruaryMarchAprilMay
1,582.43%
4,347.14%
BSX
BDX

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Boston Scientific Corporation

Becton, Dickinson and Company

Risk-Adjusted Performance

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.


BSX
Sharpe ratio
The chart of Sharpe ratio for BSX, currently valued at 1.80, compared to the broader market-2.00-1.000.001.002.003.004.001.80
Sortino ratio
The chart of Sortino ratio for BSX, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for BSX, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for BSX, currently valued at 3.27, compared to the broader market0.002.004.006.003.27
Martin ratio
The chart of Martin ratio for BSX, currently valued at 10.14, compared to the broader market-10.000.0010.0020.0030.0010.15
BDX
Sharpe ratio
The chart of Sharpe ratio for BDX, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.004.00-0.37
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.006.00-0.37
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.95, compared to the broader market0.501.001.500.95
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.66, compared to the broader market-10.000.0010.0020.0030.00-0.66

BSX vs. BDX - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is 1.80, which is higher than the BDX Sharpe Ratio of -0.37. The chart below compares the 12-month rolling Sharpe Ratio of BSX and BDX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.80
-0.37
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 1.55%.


TTM20232022202120202019201820172016201520142013
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
1.55%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%

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 -52.13%. Use the drawdown chart below to compare losses from any high point for BSX and BDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.68%
-14.26%
BSX
BDX

Volatility

BSX vs. BDX - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 6.48% compared to Becton, Dickinson and Company (BDX) at 5.74%. 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.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
6.48%
5.74%
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