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BUG vs. MDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUG vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and Medtronic plc (MDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUG achieves a 32.63% return, which is significantly higher than MDT's -11.80% return.


BUG

1D
-1.17%
1M
19.21%
6M
35.39%
YTD
32.63%
1Y
13.94%
3Y*
18.67%
5Y*
6.88%
10Y*
ALL TIME*
15.68%

MDT

1D
0.11%
1M
5.93%
6M
-12.44%
YTD
-11.80%
1Y
-4.03%
3Y*
1.10%
5Y*
-5.17%
10Y*
2.24%
ALL TIME*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUG vs. MDT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BUG
Global X Cybersecurity ETF
32.63%-5.04%9.59%41.40%-33.63%13.24%70.83%6.21%
MDT
Medtronic plc
-11.80%24.05%0.28%9.58%-22.55%-9.79%5.70%5.01%

Correlation

The correlation between BUG and MDT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2019

0.27

The correlation between BUG and MDT shifts across timeframes, from -0.03 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BUG vs. MDT — Risk / Return Rank

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

BUG
BUG Risk / Return Rank: 1818
Overall Rank
BUG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 2020
Sortino Ratio Rank
BUG Omega Ratio Rank: 1919
Omega Ratio Rank
BUG Calmar Ratio Rank: 1616
Calmar Ratio Rank
BUG Martin Ratio Rank: 1515
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 3636
Overall Rank
MDT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3232
Sortino Ratio Rank
MDT Omega Ratio Rank: 3232
Omega Ratio Rank
MDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
MDT Martin Ratio Rank: 4040
Martin Ratio Rank
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.

BUG vs. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Medtronic plc (MDT). 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.


BUGMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.10

0.99

+0.11

Calmar ratioReturn relative to maximum drawdown

0.40

-0.14

+0.54

Martin ratioReturn relative to average drawdown

0.87

-0.30

+1.17

BUG vs. MDT - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 0.43, which is higher than the MDT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of BUG and MDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUG vs. MDT - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for BUG and MDT.


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Drawdown Indicators


BUGMDTDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-57.63%

+15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-35.16%

-28.90%

-6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-37.69%

-28.90%

-8.79%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-45.10%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-45.10%

Current Drawdown

Current decline from peak

-3.79%

-27.93%

+24.14%

Average Drawdown

Average peak-to-trough decline

-14.26%

-16.57%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.12%

13.24%

+2.88%

Volatility

BUG vs. MDT - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 11.15% compared to Medtronic plc (MDT) at 10.04%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUGMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

10.04%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

28.08%

18.91%

+9.17%

Volatility (1Y)

Calculated over the trailing 1-year period

32.54%

23.34%

+9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.93%

22.34%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.47%

23.45%

+6.02%

Dividends

BUG vs. MDT - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.03%, less than MDT's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BUG
Global X Cybersecurity ETF
0.03%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%
MDT
Medtronic plc
3.42%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Frequently Asked Questions


BUG and MDT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUG has higher volatility (11.15%) compared to MDT (10.04%). In terms of maximum drawdown, BUG dropped -41.66% vs MDT's -57.63%.

BUG currently has the higher Sharpe Ratio (0.43 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BUG and MDT

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