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

Key characteristics


BSXVTI
YTD Return24.60%5.99%
1Y Return36.71%25.64%
3Y Return (Ann)18.21%6.43%
5Y Return (Ann)14.15%12.52%
10Y Return (Ann)18.64%11.86%
Sharpe Ratio1.802.07
Daily Std Dev20.10%12.02%
Max Drawdown-89.15%-55.45%
Current Drawdown-1.68%-3.59%

Correlation

-0.50.00.51.00.5

The correlation between BSX and VTI is 0.50, 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. VTI - Performance Comparison

In the year-to-date period, BSX achieves a 24.60% return, which is significantly higher than VTI's 5.99% return. Over the past 10 years, BSX has outperformed VTI with an annualized return of 18.64%, while VTI has yielded a comparatively lower 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%December2024FebruaryMarchAprilMay
731.76%
559.71%
BSX
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Boston Scientific Corporation

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

BSX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Vanguard Total Stock Market ETF (VTI). 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.


BSX
Sharpe ratio
The chart of Sharpe ratio for BSX, currently valued at 1.80, compared to the broader market-2.00-1.000.001.002.003.004.001.80
Sortino ratio
The chart of Sortino ratio for BSX, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for BSX, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for BSX, currently valued at 3.27, compared to the broader market0.002.004.006.003.27
Martin ratio
The chart of Martin ratio for BSX, currently valued at 10.14, compared to the broader market-10.000.0010.0020.0030.0010.15
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.004.002.07
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.006.002.96
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.82, compared to the broader market-10.000.0010.0020.0030.007.82

BSX vs. VTI - Sharpe Ratio Comparison

The current BSX Sharpe Ratio is 1.80, which roughly equals the VTI Sharpe Ratio of 2.07. The chart below compares the 12-month rolling Sharpe Ratio of BSX and VTI.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.80
2.07
BSX
VTI

Dividends

BSX vs. VTI - Dividend Comparison

BSX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.41%.


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%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

BSX vs. VTI - Drawdown Comparison

The maximum BSX drawdown since its inception was -89.15%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BSX and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.68%
-3.59%
BSX
VTI

Volatility

BSX vs. VTI - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 6.48% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than VTI 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%December2024FebruaryMarchAprilMay
6.48%
4.11%
BSX
VTI