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

Key characteristics


BSXSLG
YTD Return26.02%16.30%
1Y Return40.26%161.71%
3Y Return (Ann)18.94%-4.39%
5Y Return (Ann)14.40%-3.51%
10Y Return (Ann)18.89%-2.37%
Sharpe Ratio1.902.69
Daily Std Dev20.12%59.58%
Max Drawdown-89.15%-94.02%
Current Drawdown-0.56%-38.61%

Fundamentals


BSXSLG
Market Cap$107.55B$3.30B
EPS$1.19-$8.29
PE Ratio61.4943.51
PEG Ratio1.800.95
Revenue (TTM)$14.71B$806.16M
Gross Profit (TTM)$8.68B$424.15M
EBITDA (TTM)$3.74B$239.39M

Correlation

-0.50.00.51.00.2

The correlation between BSX and SLG is 0.24, 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. SLG - Performance Comparison

In the year-to-date period, BSX achieves a 26.02% return, which is significantly higher than SLG's 16.30% return. Over the past 10 years, BSX has outperformed SLG with an annualized return of 18.89%, while SLG has yielded a comparatively lower -2.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
309.70%
526.70%
BSX
SLG

Compare stocks, funds, or ETFs

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Boston Scientific Corporation

SL Green Realty Corp.

Risk-Adjusted Performance

BSX vs. SLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and SL Green Realty Corp. (SLG). 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 1.90, compared to the broader market-2.00-1.000.001.002.003.004.001.90
Sortino ratio
The chart of Sortino ratio for BSX, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.72
Omega ratio
The chart of Omega ratio for BSX, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for BSX, currently valued at 3.46, compared to the broader market0.002.004.006.003.46
Martin ratio
The chart of Martin ratio for BSX, currently valued at 10.74, compared to the broader market-10.000.0010.0020.0030.0010.74
SLG
Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 2.69, compared to the broader market-2.00-1.000.001.002.003.004.002.69
Sortino ratio
The chart of Sortino ratio for SLG, currently valued at 3.31, compared to the broader market-4.00-2.000.002.004.006.003.31
Omega ratio
The chart of Omega ratio for SLG, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for SLG, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Martin ratio
The chart of Martin ratio for SLG, currently valued at 16.88, compared to the broader market-10.000.0010.0020.0030.0016.88

BSX vs. SLG - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is 1.90, which roughly equals the SLG Sharpe Ratio of 2.69. The chart below compares the 12-month rolling Sharpe Ratio of BSX and SLG.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
1.90
2.69
BSX
SLG

Dividends

BSX vs. SLG - Dividend Comparison

BSX has not paid dividends to shareholders, while SLG's dividend yield for the trailing twelve months is around 6.11%.


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%
SLG
SL Green Realty Corp.
6.11%7.15%10.94%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Drawdowns

BSX vs. SLG - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for BSX and SLG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-0.56%
-38.61%
BSX
SLG

Volatility

BSX vs. SLG - Volatility Comparison

The current volatility for Boston Scientific Corporation (BSX) is 6.47%, while SL Green Realty Corp. (SLG) has a volatility of 14.10%. This indicates that BSX experiences smaller price fluctuations and is considered to be less risky than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
6.47%
14.10%
BSX
SLG

Financials

BSX vs. SLG - Financials Comparison

This section allows you to compare key financial metrics between Boston Scientific Corporation and SL Green Realty Corp.. 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