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EW vs. BAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EW vs. BAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edwards Lifesciences Corporation (EW) and Baxter International Inc. (BAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EW achieves a 2.83% return, which is significantly higher than BAX's -2.15% return. Over the past 10 years, EW has outperformed BAX with an annualized return of 9.98%, while BAX has yielded a comparatively lower -6.66% annualized return.


EW

1D
-0.57%
1M
4.38%
YTD
2.83%
6M
3.48%
1Y
12.24%
3Y*
0.90%
5Y*
-1.46%
10Y*
9.98%

BAX

1D
1.52%
1M
8.60%
YTD
-2.15%
6M
-0.75%
1Y
-36.24%
3Y*
-21.65%
5Y*
-24.03%
10Y*
-6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EW vs. BAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EW
Edwards Lifesciences Corporation
2.83%15.16%-2.91%2.20%-42.41%42.00%17.32%52.31%35.90%20.29%
BAX
Baxter International Inc.
-2.15%-33.28%-22.40%-21.91%-39.58%8.48%-2.95%28.40%2.89%47.30%

Correlation

The correlation between EW and BAX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.26

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

0.36

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2000

0.35

The correlation between EW and BAX shifts across timeframes, from 0.18 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EW:

$50.90B

BAX:

$9.62B

EPS

EW:

$1.87

BAX:

-$1.74

PS Ratio

EW:

8.12

BAX:

0.85

PB Ratio

EW:

4.93

BAX:

1.59

Total Revenue (TTM)

EW:

$6.30B

BAX:

$11.32B

Gross Profit (TTM)

EW:

$4.92B

BAX:

$3.41B

EBITDA (TTM)

EW:

$1.44B

BAX:

$399.00M

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Return for Risk

EW vs. BAX — Risk / Return Rank

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

EW
EW Risk / Return Rank: 5656
Overall Rank
EW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EW Sortino Ratio Rank: 5252
Sortino Ratio Rank
EW Omega Ratio Rank: 4949
Omega Ratio Rank
EW Calmar Ratio Rank: 6060
Calmar Ratio Rank
EW Martin Ratio Rank: 6262
Martin Ratio Rank

BAX
BAX Risk / Return Rank: 1212
Overall Rank
BAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
BAX Omega Ratio Rank: 1010
Omega Ratio Rank
BAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BAX Martin Ratio Rank: 1616
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.

EW vs. BAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) and Baxter International Inc. (BAX). 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.


EWBAXDifference

Sharpe ratio

Return per unit of total volatility

0.52

-0.79

+1.30

Sortino ratio

Return per unit of downside risk

0.94

-0.87

+1.82

Omega ratio

Gain probability vs. loss probability

1.11

0.87

+0.24

Calmar ratio

Return relative to maximum drawdown

0.95

-0.77

+1.72

Martin ratio

Return relative to average drawdown

2.33

-1.13

+3.45

EW vs. BAX - Sharpe Ratio Comparison

The current EW Sharpe Ratio is 0.52, which is higher than the BAX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of EW and BAX, 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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Sharpe Ratios by Period


EWBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

-0.79

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.72

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

-0.23

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.23

+0.29

Drawdowns

EW vs. BAX - Drawdown Comparison

The maximum EW drawdown since its inception was -54.32%, smaller than the maximum BAX drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for EW and BAX.


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Drawdown Indicators


EWBAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.32%

-81.15%

+26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-49.79%

+37.06%

Max Drawdown (3Y)

Largest decline over 3 years

-37.53%

-65.90%

+28.37%

Max Drawdown (5Y)

Largest decline over 5 years

-54.32%

-80.61%

+26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-54.32%

-81.15%

+26.83%

Current Drawdown

Current decline from peak

-32.92%

-77.70%

+44.78%

Average Drawdown

Average peak-to-trough decline

-14.46%

-21.62%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

33.96%

-28.77%

Volatility

EW vs. BAX - Volatility Comparison

The current volatility for Edwards Lifesciences Corporation (EW) is 8.07%, while Baxter International Inc. (BAX) has a volatility of 10.40%. This indicates that EW experiences smaller price fluctuations and is considered to be less risky than BAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

10.40%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.68%

31.89%

-13.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

46.22%

-22.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

33.68%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

29.24%

+3.00%

Dividends

EW vs. BAX - Dividend Comparison

EW has not paid dividends to shareholders, while BAX's dividend yield for the trailing twelve months is around 1.07%.


PositionTTM20252024202320222021202020192018201720162015
BAX
Baxter International Inc.
1.07%2.72%3.57%3.00%2.26%1.26%1.19%1.02%1.11%0.94%1.14%87.05%
EW
Edwards Lifesciences 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%

Financials

EW vs. BAX - Financials Comparison

This section allows you to compare key financial metrics between Edwards Lifesciences Corporation and Baxter International 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


1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
1.65B
2.70B
(EW) Total Revenue
(BAX) Total Revenue
Values in USD except per share items

EW vs. BAX - Profitability Comparison

The chart below illustrates the profitability comparison between Edwards Lifesciences Corporation and Baxter International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
78.2%
33.0%
Portfolio components
EW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Edwards Lifesciences Corporation reported a gross profit of 1.29B and revenue of 1.65B. Therefore, the gross margin over that period was 78.2%.

BAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Baxter International Inc. reported a gross profit of 891.00M and revenue of 2.70B. Therefore, the gross margin over that period was 33.0%.

EW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Edwards Lifesciences Corporation reported an operating income of 514.70M and revenue of 1.65B, resulting in an operating margin of 31.2%.

BAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Baxter International Inc. reported an operating income of -42.00M and revenue of 2.70B, resulting in an operating margin of -1.6%.

EW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Edwards Lifesciences Corporation reported a net income of 380.70M and revenue of 1.65B, resulting in a net margin of 23.1%.

BAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Baxter International Inc. reported a net income of 190.00M and revenue of 2.70B, resulting in a net margin of 7.0%.


Frequently Asked Questions


EW and BAX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAX has higher volatility (10.40%) compared to EW (8.07%). In terms of maximum drawdown, EW dropped -54.32% vs BAX's -81.15%.

EW currently has the higher Sharpe Ratio (0.52 vs -0.79), 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.

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