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

Performance

BSX vs. SLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and SL Green Realty Corp. (SLG). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
389.22%
844.31%
BSX
SLG

Returns By Period

In the year-to-date period, BSX achieves a 50.48% return, which is significantly lower than SLG's 75.01% return. Over the past 10 years, BSX has outperformed SLG with an annualized return of 21.05%, while SLG has yielded a comparatively lower 0.85% annualized return.


BSX

YTD

50.48%

1M

-1.23%

6M

16.53%

1Y

60.08%

5Y (annualized)

15.38%

10Y (annualized)

21.05%

SLG

YTD

75.01%

1M

4.39%

6M

46.16%

1Y

138.60%

5Y (annualized)

4.43%

10Y (annualized)

0.85%

Fundamentals


BSXSLG
Market Cap$130.76B$5.07B
EPS$1.21-$2.55
PEG Ratio1.600.95
Total Revenue (TTM)$15.91B$776.37M
Gross Profit (TTM)$10.71B$416.87M
EBITDA (TTM)$3.82B$420.38M

Key characteristics


BSXSLG
Sharpe Ratio3.773.09
Sortino Ratio4.973.68
Omega Ratio1.681.44
Calmar Ratio8.592.06
Martin Ratio36.7327.89
Ulcer Index1.68%4.56%
Daily Std Dev16.31%41.20%
Max Drawdown-89.15%-94.02%
Current Drawdown-2.01%-7.61%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for BSX, currently valued at 3.77, compared to the broader market-4.00-2.000.002.003.773.09
The chart of Sortino ratio for BSX, currently valued at 4.97, compared to the broader market-4.00-2.000.002.004.004.973.68
The chart of Omega ratio for BSX, currently valued at 1.68, compared to the broader market0.501.001.502.001.681.44
The chart of Calmar ratio for BSX, currently valued at 8.59, compared to the broader market0.002.004.006.008.592.06
The chart of Martin ratio for BSX, currently valued at 36.73, compared to the broader market0.0010.0020.0030.0036.7327.89
BSX
SLG

The current BSX Sharpe Ratio is 3.77, which is comparable to the SLG Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of BSX and SLG, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.77
3.09
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 3.99%.


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.
3.99%7.15%10.95%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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-7.61%
BSX
SLG

Volatility

BSX vs. SLG - Volatility Comparison

The current volatility for Boston Scientific Corporation (BSX) is 4.71%, while SL Green Realty Corp. (SLG) has a volatility of 10.10%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
4.71%
10.10%
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