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BSX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSX

1D
-0.55%
1M
-10.95%
YTD
-50.80%
6M
-49.33%
1Y
-52.97%
3Y*
-2.85%
5Y*
1.80%
10Y*
7.42%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSX
Boston Scientific Corporation
-50.80%6.75%54.51%24.94%8.92%18.16%-20.50%27.96%42.56%14.61%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

BSX vs. USD=X — Risk / Return Rank

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

BSX
BSX Risk / Return Rank: 22
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 22
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 55
Calmar Ratio Rank
BSX Martin Ratio Rank: 11
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.67

Calmar ratioReturn relative to maximum drawdown

-0.93

Martin ratioReturn relative to average drawdown

-2.00

BSX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

BSX vs. USD=X - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSX and USD=X.


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Drawdown Indicators


BSXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-89.15%

0.00%

-89.15%

Max Drawdown (1Y)

Largest decline over 1 year

-56.62%

0.00%

-56.62%

Max Drawdown (3Y)

Largest decline over 3 years

-56.62%

0.00%

-56.62%

Max Drawdown (5Y)

Largest decline over 5 years

-56.62%

0.00%

-56.62%

Max Drawdown (10Y)

Largest decline over 10 years

-56.62%

0.00%

-56.62%

Current Drawdown

Current decline from peak

-56.62%

0.00%

-56.62%

Average Drawdown

Average peak-to-trough decline

-38.76%

0.00%

-38.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.23%

0.00%

+26.23%

Volatility

BSX vs. USD=X - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 15.84% compared to USD Cash (USD=X) at 0.00%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.84%

0.00%

+15.84%

Volatility (6M)

Calculated over the trailing 6-month period

32.83%

0.00%

+32.83%

Volatility (1Y)

Calculated over the trailing 1-year period

34.77%

0.00%

+34.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

0.00%

+25.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.29%

0.00%

+27.29%

Frequently Asked Questions


BSX has higher volatility (15.84%) compared to USD=X (0.00%). In terms of maximum drawdown, BSX dropped -89.15% vs USD=X's 0.00%.

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