BSX vs. XLV
Compare and contrast key facts about Boston Scientific Corporation (BSX) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSX or XLV.
Performance
BSX vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, BSX achieves a 56.46% return, which is significantly higher than XLV's 5.25% return. Over the past 10 years, BSX has outperformed XLV with an annualized return of 21.53%, while XLV has yielded a comparatively lower 9.37% annualized return.
BSX
56.46%
2.70%
20.02%
66.45%
16.30%
21.53%
XLV
5.25%
-7.31%
-2.04%
12.43%
9.66%
9.37%
Key characteristics
| BSX | XLV | |
|---|---|---|
| Sharpe Ratio | 3.92 | 1.13 |
| Sortino Ratio | 5.22 | 1.60 |
| Omega Ratio | 1.72 | 1.21 |
| Calmar Ratio | 9.14 | 1.29 |
| Martin Ratio | 39.08 | 4.68 |
| Ulcer Index | 1.67% | 2.61% |
| Daily Std Dev | 16.71% | 10.79% |
| Max Drawdown | -89.15% | -39.18% |
| Current Drawdown | 0.00% | -9.39% |
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Correlation
The correlation between BSX and XLV is 0.49, 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.
Risk-Adjusted Performance
BSX vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Health Care Select Sector SPDR Fund (XLV). 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.
Dividends
BSX vs. XLV - Dividend Comparison
BSX has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLV Health Care Select Sector SPDR Fund | 1.60% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
BSX vs. XLV - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for BSX and XLV. For additional features, visit the drawdowns tool.
Volatility
BSX vs. XLV - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 5.84% compared to Health Care Select Sector SPDR Fund (XLV) at 3.44%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.