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

Correlation

The correlation between DHR and RMD is 0.34, 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.


-0.50.00.51.00.3

Performance

DHR vs. RMD - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-9.02%
26.32%
DHR
RMD

Key characteristics

Sharpe Ratio

DHR:

0.03

RMD:

0.89

Sortino Ratio

DHR:

0.20

RMD:

1.55

Omega Ratio

DHR:

1.02

RMD:

1.22

Calmar Ratio

DHR:

0.03

RMD:

0.78

Martin Ratio

DHR:

0.08

RMD:

6.04

Ulcer Index

DHR:

7.32%

RMD:

5.54%

Daily Std Dev

DHR:

22.24%

RMD:

37.50%

Max Drawdown

DHR:

-65.35%

RMD:

-61.60%

Current Drawdown

DHR:

-20.70%

RMD:

-20.02%

Fundamentals

Market Cap

DHR:

$168.67B

RMD:

$35.62B

EPS

DHR:

$5.30

RMD:

$7.55

PE Ratio

DHR:

44.06

RMD:

32.14

PEG Ratio

DHR:

3.12

RMD:

1.84

Total Revenue (TTM)

DHR:

$20.03B

RMD:

$4.81B

Gross Profit (TTM)

DHR:

$11.94B

RMD:

$2.75B

EBITDA (TTM)

DHR:

$7.16B

RMD:

$1.69B

Returns By Period

In the year-to-date period, DHR achieves a 0.06% return, which is significantly lower than RMD's 35.64% return. Over the past 10 years, DHR has outperformed RMD with an annualized return of 20.63%, while RMD has yielded a comparatively lower 16.49% annualized return.


DHR

YTD

0.06%

1M

-2.16%

6M

-9.02%

1Y

0.59%

5Y*

11.68%

10Y*

20.63%

RMD

YTD

35.64%

1M

-5.17%

6M

27.46%

1Y

36.13%

5Y*

9.03%

10Y*

16.49%

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Risk-Adjusted Performance

DHR vs. RMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) and ResMed Inc. (RMD). 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 0.03, compared to the broader market-4.00-2.000.002.000.030.97
The chart of Sortino ratio for DHR, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.201.64
The chart of Omega ratio for DHR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.23
The chart of Calmar ratio for DHR, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.84
The chart of Martin ratio for DHR, currently valued at 0.08, compared to the broader market0.0010.0020.000.086.48
DHR
RMD

The current DHR Sharpe Ratio is 0.03, which is lower than the RMD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DHR and RMD, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.03
0.97
DHR
RMD

Dividends

DHR vs. RMD - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.46%, less than RMD's 0.87% 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%
RMD
ResMed Inc.
0.87%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%

Drawdowns

DHR vs. RMD - Drawdown Comparison

The maximum DHR drawdown since its inception was -65.35%, which is greater than RMD's maximum drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for DHR and RMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-20.02%
DHR
RMD

Volatility

DHR vs. RMD - Volatility Comparison

The current volatility for Danaher Corporation (DHR) is 6.04%, while ResMed Inc. (RMD) has a volatility of 8.21%. This indicates that DHR experiences smaller price fluctuations and is considered to be less risky than RMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.04%
8.21%
DHR
RMD

Financials

DHR vs. RMD - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation and ResMed Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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