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

Correlation

The correlation between EW and DHR is 0.36, 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.


-0.50.00.51.00.4

Performance

EW vs. DHR - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-19.24%
-0.46%
EW
DHR

Key characteristics

Sharpe Ratio

EW:

-0.13

DHR:

0.32

Sortino Ratio

EW:

0.12

DHR:

0.63

Omega Ratio

EW:

1.02

DHR:

1.08

Calmar Ratio

EW:

-0.10

DHR:

0.31

Martin Ratio

EW:

-0.28

DHR:

0.87

Ulcer Index

EW:

20.04%

DHR:

8.22%

Daily Std Dev

EW:

41.50%

DHR:

22.23%

Max Drawdown

EW:

-54.32%

DHR:

-65.35%

Current Drawdown

EW:

-46.54%

DHR:

-16.77%

Fundamentals

Market Cap

EW:

$41.45B

DHR:

$171.88B

EPS

EW:

$2.59

DHR:

$5.31

PE Ratio

EW:

27.14

DHR:

44.82

PEG Ratio

EW:

6.52

DHR:

3.17

Total Revenue (TTM)

EW:

$4.34B

DHR:

$17.34B

Gross Profit (TTM)

EW:

$3.39B

DHR:

$10.32B

EBITDA (TTM)

EW:

$1.24B

DHR:

$5.33B

Returns By Period

In the year-to-date period, EW achieves a -5.63% return, which is significantly lower than DHR's 5.38% return. Over the past 10 years, EW has underperformed DHR with an annualized return of 12.52%, while DHR has yielded a comparatively higher 21.81% annualized return.


EW

YTD

-5.63%

1M

-5.75%

6M

-18.59%

1Y

-5.36%

5Y*

-2.57%

10Y*

12.52%

DHR

YTD

5.38%

1M

3.71%

6M

-0.97%

1Y

8.18%

5Y*

11.32%

10Y*

21.81%

*Annualized

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Risk-Adjusted Performance

EW vs. DHR — Risk-Adjusted Performance Rank

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

EW
The Risk-Adjusted Performance Rank of EW is 3939
Overall Rank
The Sharpe Ratio Rank of EW is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of EW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EW is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EW is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EW is 4242
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 5656
Overall Rank
The Sharpe Ratio Rank of DHR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 5858
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.

EW vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) and Danaher Corporation (DHR). 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 EW, currently valued at -0.13, compared to the broader market-2.000.002.00-0.130.32
The chart of Sortino ratio for EW, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.006.000.120.63
The chart of Omega ratio for EW, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.08
The chart of Calmar ratio for EW, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.31
The chart of Martin ratio for EW, currently valued at -0.28, compared to the broader market-10.000.0010.0020.0030.00-0.280.87
EW
DHR

The current EW Sharpe Ratio is -0.13, which is lower than the DHR Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EW and DHR, 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.13
0.32
EW
DHR

Dividends

EW vs. DHR - Dividend Comparison

EW has not paid dividends to shareholders, while DHR's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
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%
DHR
Danaher Corporation
0.45%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%

Drawdowns

EW vs. DHR - Drawdown Comparison

The maximum EW drawdown since its inception was -54.32%, smaller than the maximum DHR drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for EW and DHR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-46.54%
-16.77%
EW
DHR

Volatility

EW vs. DHR - Volatility Comparison

Edwards Lifesciences Corporation (EW) has a higher volatility of 5.81% compared to Danaher Corporation (DHR) at 5.04%. This indicates that EW's price experiences larger fluctuations and is considered to be riskier than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
5.81%
5.04%
EW
DHR

Financials

EW vs. DHR - Financials Comparison

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