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

Correlation

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.


-0.50.00.51.00.5

Performance

BSX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Scientific Corporation (BSX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
923.79%
674.74%
BSX
VTI

Key characteristics

Sharpe Ratio

BSX:

3.49

VTI:

2.07

Sortino Ratio

BSX:

4.72

VTI:

2.76

Omega Ratio

BSX:

1.64

VTI:

1.38

Calmar Ratio

BSX:

8.21

VTI:

3.09

Martin Ratio

BSX:

34.78

VTI:

13.22

Ulcer Index

BSX:

1.69%

VTI:

2.00%

Daily Std Dev

BSX:

16.86%

VTI:

12.77%

Max Drawdown

BSX:

-89.15%

VTI:

-55.45%

Current Drawdown

BSX:

-3.10%

VTI:

-3.35%

Returns By Period

In the year-to-date period, BSX achieves a 53.36% return, which is significantly higher than VTI's 24.48% return. Over the past 10 years, BSX has outperformed VTI with an annualized return of 21.12%, while VTI has yielded a comparatively lower 12.50% annualized return.


BSX

YTD

53.36%

1M

-1.85%

6M

15.14%

1Y

61.26%

5Y*

14.37%

10Y*

21.12%

VTI

YTD

24.48%

1M

-0.18%

6M

9.50%

1Y

26.46%

5Y*

14.02%

10Y*

12.50%

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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.


Sharpe ratio
The chart of Sharpe ratio for BSX, currently valued at 3.65, compared to the broader market-4.00-2.000.002.003.652.07
The chart of Sortino ratio for BSX, currently valued at 4.92, compared to the broader market-4.00-2.000.002.004.004.922.76
The chart of Omega ratio for BSX, currently valued at 1.67, compared to the broader market0.501.001.502.001.671.38
The chart of Calmar ratio for BSX, currently valued at 8.55, compared to the broader market0.002.004.006.008.553.09
The chart of Martin ratio for BSX, currently valued at 35.97, compared to the broader market0.0010.0020.0035.9713.22
BSX
VTI

The current BSX Sharpe Ratio is 3.49, which is higher than the VTI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BSX and VTI, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.65
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 1.28%.


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
0.94%1.44%1.67%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
-3.35%
BSX
VTI

Volatility

BSX vs. VTI - Volatility Comparison

Boston Scientific Corporation (BSX) has a higher volatility of 4.67% compared to Vanguard Total Stock Market ETF (VTI) at 3.91%. 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.67%
3.91%
BSX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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