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BSX vs. SLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, BSX achieves a -49.99% return, which is significantly lower than SLG's 0.13% return. Over the past 10 years, BSX has outperformed SLG with an annualized return of 7.66%, while SLG has yielded a comparatively lower -3.04% annualized return.


BSX

1D
-0.63%
1M
-15.61%
YTD
-49.99%
6M
-51.85%
1Y
-54.23%
3Y*
-2.74%
5Y*
2.89%
10Y*
7.66%

SLG

1D
0.89%
1M
5.34%
YTD
0.13%
6M
-2.32%
1Y
-17.68%
3Y*
31.15%
5Y*
-5.53%
10Y*
-3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSX vs. SLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSX
Boston Scientific Corporation
-49.99%6.75%54.51%24.94%8.92%18.16%-20.50%27.96%42.56%14.61%
SLG
SL Green Realty Corp.
0.13%-29.03%58.26%48.75%-50.94%22.86%-29.14%20.96%-18.80%-3.25%

Correlation

The correlation between BSX and SLG is -0.03, 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

-0.03

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

0.08

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

0.20

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 18, 1997

0.24

The correlation between BSX and SLG shifts across timeframes, from -0.03 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BSX:

$71.28B

SLG:

$3.49B

EPS

BSX:

$2.38

SLG:

-$2.05

PS Ratio

BSX:

3.46

SLG:

3.48

PB Ratio

BSX:

2.76

SLG:

1.05

Total Revenue (TTM)

BSX:

$20.62B

SLG:

$993.51M

Gross Profit (TTM)

BSX:

$14.52B

SLG:

$662.81M

EBITDA (TTM)

BSX:

$4.76B

SLG:

$547.76M

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Return for Risk

BSX vs. SLG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSX
BSX Risk / Return Rank: 11
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: 22
Calmar Ratio Rank
BSX Martin Ratio Rank: 00
Martin Ratio Rank

SLG
SLG Risk / Return Rank: 2323
Overall Rank
SLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 2020
Sortino Ratio Rank
SLG Omega Ratio Rank: 2121
Omega Ratio Rank
SLG Calmar Ratio Rank: 2828
Calmar Ratio Rank
SLG Martin Ratio Rank: 2929
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. SLG - Risk-Adjusted Trends 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.


BSXSLGDifference

Sharpe ratio

Return per unit of total volatility

-1.57

-0.48

-1.09

Sortino ratio

Return per unit of downside risk

-2.40

-0.47

-1.94

Omega ratio

Gain probability vs. loss probability

0.65

0.95

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.98

-0.37

-0.61

Martin ratio

Return relative to average drawdown

-2.25

-0.63

-1.62

BSX vs. SLG - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is -1.57, which is lower than the SLG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of BSX and SLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSXSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.57

-0.48

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.13

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

-0.07

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.15

+0.05

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.


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Drawdown Indicators


BSXSLGDifference

Max Drawdown

Largest peak-to-trough decline

-89.15%

-94.02%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-55.91%

-45.40%

-10.51%

Max Drawdown (3Y)

Largest decline over 3 years

-55.91%

-53.91%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-55.91%

-74.47%

+18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-55.91%

-77.70%

+21.79%

Current Drawdown

Current decline from peak

-55.91%

-42.66%

-13.25%

Average Drawdown

Average peak-to-trough decline

-38.75%

-27.43%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.31%

26.58%

-2.27%

Volatility

BSX vs. SLG - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 16.24% compared to SL Green Realty Corp. (SLG) at 10.61%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSXSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.24%

10.61%

+5.63%

Volatility (6M)

Calculated over the trailing 6-month period

32.81%

27.82%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

34.64%

37.24%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.66%

43.54%

-17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.29%

42.23%

-14.94%

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 4.79%.


PositionTTM20252024202320222021202020192018201720162015
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.
4.79%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%

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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
5.20B
253.08M
(BSX) Total Revenue
(SLG) Total Revenue
Values in USD except per share items

BSX vs. SLG - Profitability Comparison

The chart below illustrates the profitability comparison between Boston Scientific Corporation and SL Green Realty Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
69.4%
83.4%
Portfolio components
BSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a gross profit of 3.61B and revenue of 5.20B. Therefore, the gross margin over that period was 69.4%.

SLG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SL Green Realty Corp. reported a gross profit of 211.17M and revenue of 253.08M. Therefore, the gross margin over that period was 83.4%.

BSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported an operating income of 1.07B and revenue of 5.20B, resulting in an operating margin of 20.6%.

SLG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SL Green Realty Corp. reported an operating income of 188.38M and revenue of 253.08M, resulting in an operating margin of 74.4%.

BSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a net income of 1.34B and revenue of 5.20B, resulting in a net margin of 25.7%.

SLG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SL Green Realty Corp. reported a net income of -84.39M and revenue of 253.08M, resulting in a net margin of -33.4%.


Frequently Asked Questions


BSX and SLG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSX has higher volatility (16.24%) compared to SLG (10.61%). In terms of maximum drawdown, BSX dropped -89.15% vs SLG's -94.02%.

SLG currently has the higher Sharpe Ratio (-0.48 vs -1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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