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DHR vs. BDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DHR vs. BDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Danaher Corporation (DHR) and Becton, Dickinson and Company (BDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-13.53%
-4.28%
DHR
BDX

Returns By Period

In the year-to-date period, DHR achieves a -0.05% return, which is significantly higher than BDX's -6.54% return. Over the past 10 years, DHR has outperformed BDX with an annualized return of 21.25%, while BDX has yielded a comparatively lower 7.45% annualized return.


DHR

YTD

-0.05%

1M

-15.99%

6M

-13.10%

1Y

11.40%

5Y (annualized)

13.10%

10Y (annualized)

21.25%

BDX

YTD

-6.54%

1M

-7.63%

6M

-3.95%

1Y

-1.91%

5Y (annualized)

0.16%

10Y (annualized)

7.45%

Fundamentals


DHRBDX
Market Cap$173.06B$67.81B
EPS$5.30$5.94
PE Ratio45.2139.50
PEG Ratio2.861.08
Total Revenue (TTM)$20.03B$20.18B
Gross Profit (TTM)$11.94B$12.08B
EBITDA (TTM)$6.53B$3.78B

Key characteristics


DHRBDX
Sharpe Ratio0.50-0.12
Sortino Ratio0.91-0.04
Omega Ratio1.111.00
Calmar Ratio0.39-0.10
Martin Ratio2.24-0.49
Ulcer Index4.99%4.29%
Daily Std Dev22.40%18.21%
Max Drawdown-65.35%-51.17%
Current Drawdown-20.78%-19.04%

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Correlation

-0.50.00.51.00.3

The correlation between DHR and BDX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

DHR vs. BDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) and Becton, Dickinson and Company (BDX). 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 DHR, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50-0.12
The chart of Sortino ratio for DHR, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91-0.04
The chart of Omega ratio for DHR, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.00
The chart of Calmar ratio for DHR, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.10
The chart of Martin ratio for DHR, currently valued at 2.24, compared to the broader market0.0010.0020.0030.002.24-0.49
DHR
BDX

The current DHR Sharpe Ratio is 0.50, which is higher than the BDX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of DHR and BDX, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.50
-0.12
DHR
BDX

Dividends

DHR vs. BDX - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.46%, less than BDX's 1.69% yield.


TTM20232022202120202019201820172016201520142013
DHR
Danaher Corporation
0.46%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%
BDX
Becton, Dickinson and Company
1.69%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%1.84%

Drawdowns

DHR vs. BDX - Drawdown Comparison

The maximum DHR drawdown since its inception was -65.35%, which is greater than BDX's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for DHR and BDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-20.78%
-19.04%
DHR
BDX

Volatility

DHR vs. BDX - Volatility Comparison

The current volatility for Danaher Corporation (DHR) is 6.88%, while Becton, Dickinson and Company (BDX) has a volatility of 7.30%. This indicates that DHR experiences smaller price fluctuations and is considered to be less risky than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.88%
7.30%
DHR
BDX

Financials

DHR vs. BDX - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation and Becton, Dickinson and Company. 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