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

Performance

BSX vs. SNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and Smith & Nephew plc (SNN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.02%
-0.90%
BSX
SNN

Returns By Period

In the year-to-date period, BSX achieves a 56.46% return, which is significantly higher than SNN's -3.66% return. Over the past 10 years, BSX has outperformed SNN with an annualized return of 21.53%, while SNN has yielded a comparatively lower -0.86% annualized return.


BSX

YTD

56.46%

1M

2.70%

6M

20.02%

1Y

66.45%

5Y (annualized)

16.30%

10Y (annualized)

21.53%

SNN

YTD

-3.66%

1M

-13.60%

6M

-0.90%

1Y

2.58%

5Y (annualized)

-7.64%

10Y (annualized)

-0.86%

Fundamentals


BSXSNN
Market Cap$130.76B$10.72B
EPS$1.21$0.70
PE Ratio73.3235.11
PEG Ratio1.600.41
Total Revenue (TTM)$15.91B$5.62B
Gross Profit (TTM)$10.71B$3.88B
EBITDA (TTM)$3.82B$1.35B

Key characteristics


BSXSNN
Sharpe Ratio3.920.11
Sortino Ratio5.220.31
Omega Ratio1.721.05
Calmar Ratio9.140.06
Martin Ratio39.080.34
Ulcer Index1.67%8.52%
Daily Std Dev16.71%26.38%
Max Drawdown-89.15%-55.20%
Current Drawdown0.00%-43.89%

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Correlation

-0.50.00.51.00.3

The correlation between BSX and SNN is 0.30, 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. SNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Smith & Nephew plc (SNN). 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 3.92, compared to the broader market-4.00-2.000.002.004.003.920.11
The chart of Sortino ratio for BSX, currently valued at 5.22, compared to the broader market-4.00-2.000.002.004.005.220.31
The chart of Omega ratio for BSX, currently valued at 1.72, compared to the broader market0.501.001.502.001.721.05
The chart of Calmar ratio for BSX, currently valued at 9.14, compared to the broader market0.002.004.006.009.140.06
The chart of Martin ratio for BSX, currently valued at 39.08, compared to the broader market-10.000.0010.0020.0030.0039.080.34
BSX
SNN

The current BSX Sharpe Ratio is 3.92, which is higher than the SNN Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of BSX and SNN, 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 Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.92
0.11
BSX
SNN

Dividends

BSX vs. SNN - Dividend Comparison

BSX has not paid dividends to shareholders, while SNN's dividend yield for the trailing twelve months is around 2.94%.


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%
SNN
Smith & Nephew plc
2.94%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%1.85%

Drawdowns

BSX vs. SNN - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than SNN's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BSX and SNN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-43.89%
BSX
SNN

Volatility

BSX vs. SNN - Volatility Comparison

The current volatility for Boston Scientific Corporation (BSX) is 5.84%, while Smith & Nephew plc (SNN) has a volatility of 15.88%. This indicates that BSX experiences smaller price fluctuations and is considered to be less risky than SNN 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%16.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
15.88%
BSX
SNN

Financials

BSX vs. SNN - Financials Comparison

This section allows you to compare key financial metrics between Boston Scientific Corporation and Smith & Nephew plc. 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