PortfoliosLab logoPortfoliosLab logo
BSX vs. CMB1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSX vs. CMB1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BSX is traded in USD, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BSX achieves a -50.96% return, which is significantly lower than CMB1.L's 17.02% return. Over the past 10 years, BSX has underperformed CMB1.L with an annualized return of 7.59%, while CMB1.L has yielded a comparatively higher 16.17% 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%

CMB1.L

1D
1.03%
1M
6.84%
YTD
17.02%
6M
18.75%
1Y
37.91%
3Y*
31.24%
5Y*
19.47%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSX vs. CMB1.L - 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%
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
17.02%54.68%11.37%37.57%-13.87%17.22%4.63%29.84%-18.67%34.14%

Correlation

The correlation between BSX and CMB1.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.12

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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.28

Over the past year, the correlation between BSX and CMB1.L has dropped to 0.06 - well below their long-term average of 0.28, 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. CMB1.L — 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

CMB1.L
CMB1.L Risk / Return Rank: 8181
Overall Rank
CMB1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 8181
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 7777
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. CMB1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). 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.


BSXCMB1.LDifference
Sharpe ratioReturn per unit of total volatility

-3.73

Sortino ratioReturn per unit of downside risk

-5.31

Omega ratioGain probability vs. loss probability

0.66

1.38

-0.72

Calmar ratioReturn relative to maximum drawdown

-0.94

3.35

-4.29

Martin ratioReturn relative to average drawdown

-2.01

11.77

-13.78

BSX vs. CMB1.L - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is -1.53, which is lower than the CMB1.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of BSX and CMB1.L, 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. CMB1.L - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than CMB1.L's maximum drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for BSX and CMB1.L.


Loading charts...

Drawdown Indicators


BSXCMB1.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.15%

-57.87%

-31.28%

Max Drawdown (1Y)

Largest decline over 1 year

-56.76%

-11.25%

-45.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.76%

-17.48%

-39.28%

Max Drawdown (5Y)

Largest decline over 5 years

-56.76%

-35.65%

-21.11%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-41.93%

-14.83%

Current Drawdown

Current decline from peak

-56.76%

0.00%

-56.76%

Average Drawdown

Average peak-to-trough decline

-38.76%

-19.36%

-19.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.47%

3.20%

+23.27%

Volatility

BSX vs. CMB1.L - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 15.76% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 4.73%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BSXCMB1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.76%

4.73%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

32.82%

13.97%

+18.85%

Volatility (1Y)

Calculated over the trailing 1-year period

34.80%

17.22%

+17.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

21.24%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

22.73%

+4.57%

Dividends

BSX vs. CMB1.L - Dividend Comparison

Neither BSX nor CMB1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BSX and CMB1.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BSX and CMB1.L

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