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CSCO vs. MDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSCO vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cisco Systems, Inc. (CSCO) 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, CSCO achieves a 58.91% return, which is significantly higher than MDT's -15.83% return. Over the past 10 years, CSCO has outperformed MDT with an annualized return of 18.92%, while MDT has yielded a comparatively lower 2.00% annualized return.


CSCO

1D
-0.60%
1M
18.88%
YTD
58.91%
6M
57.34%
1Y
90.30%
3Y*
37.33%
5Y*
20.60%
10Y*
18.92%

MDT

1D
-0.16%
1M
5.24%
YTD
-15.83%
6M
-18.44%
1Y
-6.49%
3Y*
1.02%
5Y*
-5.47%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCO vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSCO
Cisco Systems, Inc.
58.91%33.47%21.00%9.30%-22.46%45.76%-3.49%13.81%16.57%31.27%
MDT
Medtronic plc
-15.83%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Correlation

The correlation between CSCO and MDT is 0.04, 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

0.04

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

0.24

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

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.30

Over the past year, the correlation between CSCO and MDT has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CSCO:

$482.83B

MDT:

$103.31B

EPS

CSCO:

$3.00

MDT:

$3.58

PE Ratio

CSCO:

40.40

MDT:

22.38

PEG Ratio

CSCO:

33.90

MDT:

2.02

PS Ratio

CSCO:

7.95

MDT:

2.91

Total Revenue (TTM)

CSCO:

$60.75B

MDT:

$35.48B

Gross Profit (TTM)

CSCO:

$39.08B

MDT:

$5.78B

EBITDA (TTM)

CSCO:

$13.98B

MDT:

$7.11B

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Return for Risk

CSCO vs. MDT — Risk / Return Rank

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

CSCO
CSCO Risk / Return Rank: 9595
Overall Rank
CSCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CSCO Omega Ratio Rank: 9595
Omega Ratio Rank
CSCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSCO Martin Ratio Rank: 9595
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 3030
Overall Rank
MDT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MDT Omega Ratio Rank: 2525
Omega Ratio Rank
MDT Calmar Ratio Rank: 3636
Calmar Ratio Rank
MDT Martin Ratio Rank: 3333
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.

CSCO vs. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) 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.


CSCOMDTDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+3.80

Omega ratioGain probability vs. loss probability

1.53

0.96

+0.56

Calmar ratioReturn relative to maximum drawdown

6.69

-0.23

+6.91

Martin ratioReturn relative to average drawdown

18.37

-0.56

+18.93

CSCO vs. MDT - Sharpe Ratio Comparison

The current CSCO Sharpe Ratio is 2.94, which is higher than the MDT Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of CSCO 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

CSCO vs. MDT - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for CSCO and MDT.


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Drawdown Indicators


CSCOMDTDifference

Max Drawdown

Largest peak-to-trough decline

-89.26%

-57.63%

-31.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-28.90%

+15.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-28.90%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-36.68%

-45.10%

+8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.95%

-45.10%

+3.15%

Current Drawdown

Current decline from peak

-6.85%

-31.23%

+24.38%

Average Drawdown

Average peak-to-trough decline

-40.11%

-16.55%

-23.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

11.52%

-6.59%

Volatility

CSCO vs. MDT - Volatility Comparison

Cisco Systems, Inc. (CSCO) has a higher volatility of 17.31% compared to Medtronic plc (MDT) at 9.32%. This indicates that CSCO'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


CSCOMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.31%

9.32%

+7.99%

Volatility (6M)

Calculated over the trailing 6-month period

27.29%

16.28%

+11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

30.93%

21.07%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

21.93%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

23.25%

+2.64%

Dividends

CSCO vs. MDT - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 1.36%, less than MDT's 3.54% yield.


PositionTTM20252024202320222021202020192018201720162015
CSCO
Cisco Systems, Inc.
1.36%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
MDT
Medtronic plc
3.54%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Financials

CSCO vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, Inc. and Medtronic plc. 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


8.00B10.00B12.00B14.00B16.00B20222023202420252026
15.84B
9.02B
(CSCO) Total Revenue
(MDT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CSCO and MDT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSCO has higher volatility (17.31%) compared to MDT (9.32%). In terms of maximum drawdown, CSCO dropped -89.26% vs MDT's -57.63%.

CSCO currently has the higher Sharpe Ratio (2.94 vs -0.31), 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 CSCO and MDT

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