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COO vs. BSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COO and BSX is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

COO vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Cooper Companies, Inc. (COO) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
6,977.61%
2,280.12%
COO
BSX

Key characteristics

Sharpe Ratio

COO:

-0.41

BSX:

2.08

Sortino Ratio

COO:

-0.43

BSX:

2.62

Omega Ratio

COO:

0.95

BSX:

1.41

Calmar Ratio

COO:

-0.32

BSX:

3.07

Martin Ratio

COO:

-0.84

BSX:

12.67

Ulcer Index

COO:

14.00%

BSX:

3.76%

Daily Std Dev

COO:

28.86%

BSX:

22.33%

Max Drawdown

COO:

-98.75%

BSX:

-89.15%

Current Drawdown

COO:

-29.01%

BSX:

-4.03%

Fundamentals

Market Cap

COO:

$16.17B

BSX:

$150.72B

EPS

COO:

$2.07

BSX:

$1.37

PE Ratio

COO:

39.08

BSX:

74.38

PEG Ratio

COO:

1.38

BSX:

2.51

PS Ratio

COO:

4.12

BSX:

8.59

PB Ratio

COO:

1.99

BSX:

6.92

Total Revenue (TTM)

COO:

$3.93B

BSX:

$17.55B

Gross Profit (TTM)

COO:

$2.53B

BSX:

$11.79B

EBITDA (TTM)

COO:

$932.40M

BSX:

$3.80B

Returns By Period

In the year-to-date period, COO achieves a -12.01% return, which is significantly lower than BSX's 14.08% return. Over the past 10 years, COO has underperformed BSX with an annualized return of 6.03%, while BSX has yielded a comparatively higher 19.26% annualized return.


COO

YTD

-12.01%

1M

-4.81%

6M

-24.98%

1Y

-8.95%

5Y*

1.98%

10Y*

6.03%

BSX

YTD

14.08%

1M

1.09%

6M

20.26%

1Y

39.26%

5Y*

22.54%

10Y*

19.26%

*Annualized

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Risk-Adjusted Performance

COO vs. BSX — Risk-Adjusted Performance Rank

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

COO
The Risk-Adjusted Performance Rank of COO is 2929
Overall Rank
The Sharpe Ratio Rank of COO is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of COO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of COO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of COO is 3232
Calmar Ratio Rank
The Martin Ratio Rank of COO is 3333
Martin Ratio Rank

BSX
The Risk-Adjusted Performance Rank of BSX is 9595
Overall Rank
The Sharpe Ratio Rank of BSX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9797
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.

COO vs. BSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cooper Companies, Inc. (COO) and Boston Scientific Corporation (BSX). 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 chart of Sharpe ratio for COO, currently valued at -0.41, compared to the broader market-2.00-1.000.001.002.003.00
COO: -0.41
BSX: 2.08
The chart of Sortino ratio for COO, currently valued at -0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
COO: -0.43
BSX: 2.62
The chart of Omega ratio for COO, currently valued at 0.95, compared to the broader market0.501.001.502.00
COO: 0.95
BSX: 1.41
The chart of Calmar ratio for COO, currently valued at -0.32, compared to the broader market0.001.002.003.004.005.00
COO: -0.32
BSX: 3.07
The chart of Martin ratio for COO, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.00
COO: -0.84
BSX: 12.67

The current COO Sharpe Ratio is -0.41, which is lower than the BSX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of COO and BSX, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.41
2.08
COO
BSX

Dividends

COO vs. BSX - Dividend Comparison

Neither COO nor BSX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COO
The Cooper Companies, Inc.
0.00%0.00%0.02%0.02%0.01%0.02%0.02%0.02%0.03%0.03%0.04%0.04%
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%

Drawdowns

COO vs. BSX - Drawdown Comparison

The maximum COO drawdown since its inception was -98.75%, which is greater than BSX's maximum drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for COO and BSX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.01%
-4.03%
COO
BSX

Volatility

COO vs. BSX - Volatility Comparison

The Cooper Companies, Inc. (COO) and Boston Scientific Corporation (BSX) have volatilities of 13.94% and 14.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.94%
14.29%
COO
BSX

Financials

COO vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between The Cooper Companies, Inc. and Boston Scientific Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items