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BSX vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSX and GLDM is 0.05, 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.


-0.50.00.51.00.1

Performance

BSX vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
175.09%
104.05%
BSX
GLDM

Key characteristics

Sharpe Ratio

BSX:

3.48

GLDM:

1.87

Sortino Ratio

BSX:

4.70

GLDM:

2.48

Omega Ratio

BSX:

1.64

GLDM:

1.33

Calmar Ratio

BSX:

8.18

GLDM:

3.43

Martin Ratio

BSX:

34.81

GLDM:

10.03

Ulcer Index

BSX:

1.68%

GLDM:

2.77%

Daily Std Dev

BSX:

16.85%

GLDM:

14.87%

Max Drawdown

BSX:

-89.15%

GLDM:

-21.63%

Current Drawdown

BSX:

-3.79%

GLDM:

-6.99%

Returns By Period

In the year-to-date period, BSX achieves a 52.27% return, which is significantly higher than GLDM's 25.57% return.


BSX

YTD

52.27%

1M

-2.68%

6M

15.36%

1Y

57.70%

5Y*

14.22%

10Y*

20.99%

GLDM

YTD

25.57%

1M

-0.68%

6M

11.24%

1Y

26.90%

5Y*

11.80%

10Y*

N/A

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Risk-Adjusted Performance

BSX vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and SPDR Gold MiniShares Trust (GLDM). 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 3.48, compared to the broader market-4.00-2.000.002.003.481.87
The chart of Sortino ratio for BSX, currently valued at 4.70, compared to the broader market-4.00-2.000.002.004.004.702.48
The chart of Omega ratio for BSX, currently valued at 1.64, compared to the broader market0.501.001.502.001.641.33
The chart of Calmar ratio for BSX, currently valued at 8.18, compared to the broader market0.002.004.006.008.183.43
The chart of Martin ratio for BSX, currently valued at 34.80, compared to the broader market0.0010.0020.0034.8110.03
BSX
GLDM

The current BSX Sharpe Ratio is 3.48, which is higher than the GLDM Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BSX and GLDM, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.48
1.87
BSX
GLDM

Dividends

BSX vs. GLDM - Dividend Comparison

Neither BSX nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BSX vs. GLDM - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for BSX and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.79%
-6.99%
BSX
GLDM

Volatility

BSX vs. GLDM - Volatility Comparison

The current volatility for Boston Scientific Corporation (BSX) is 4.59%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 5.17%. This indicates that BSX experiences smaller price fluctuations and is considered to be less risky than GLDM 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%JulyAugustSeptemberOctoberNovemberDecember
4.59%
5.17%
BSX
GLDM
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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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