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BSX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSX and VOO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BSX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSX:

1.82

VOO:

0.72

Sortino Ratio

BSX:

2.26

VOO:

1.15

Omega Ratio

BSX:

1.36

VOO:

1.17

Calmar Ratio

BSX:

2.56

VOO:

0.77

Martin Ratio

BSX:

10.43

VOO:

2.94

Ulcer Index

BSX:

3.81%

VOO:

4.87%

Daily Std Dev

BSX:

22.21%

VOO:

19.40%

Max Drawdown

BSX:

-89.15%

VOO:

-33.99%

Current Drawdown

BSX:

-3.04%

VOO:

-3.85%

Returns By Period

In the year-to-date period, BSX achieves a 15.26% return, which is significantly higher than VOO's 0.59% return. Over the past 10 years, BSX has outperformed VOO with an annualized return of 19.20%, while VOO has yielded a comparatively lower 12.75% annualized return.


BSX

YTD

15.26%

1M

9.21%

6M

15.97%

1Y

40.09%

5Y*

24.31%

10Y*

19.20%

VOO

YTD

0.59%

1M

9.01%

6M

-0.97%

1Y

13.78%

5Y*

17.33%

10Y*

12.75%

*Annualized

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Risk-Adjusted Performance

BSX vs. VOO — Risk-Adjusted Performance Rank

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

BSX
The Risk-Adjusted Performance Rank of BSX is 9393
Overall Rank
The Sharpe Ratio Rank of BSX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Vanguard S&P 500 ETF (VOO). 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.


The current BSX Sharpe Ratio is 1.82, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BSX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BSX vs. VOO - Dividend Comparison

BSX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BSX vs. VOO - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BSX and VOO. For additional features, visit the drawdowns tool.


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Volatility

BSX vs. VOO - Volatility Comparison

The current volatility for Boston Scientific Corporation (BSX) is 5.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.20%. This indicates that BSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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