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

Correlation

The correlation between EW and DHR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

4,000.00%4,500.00%5,000.00%5,500.00%NovemberDecember2025FebruaryMarchApril
5,430.18%
4,477.31%
EW
DHR

Key characteristics

Sharpe Ratio

EW:

-0.32

DHR:

-0.77

Sortino Ratio

EW:

-0.13

DHR:

-0.96

Omega Ratio

EW:

0.97

DHR:

0.87

Calmar Ratio

EW:

-0.25

DHR:

-0.55

Martin Ratio

EW:

-0.59

DHR:

-1.37

Ulcer Index

EW:

22.52%

DHR:

15.85%

Daily Std Dev

EW:

41.41%

DHR:

28.41%

Max Drawdown

EW:

-54.32%

DHR:

-65.30%

Current Drawdown

EW:

-41.81%

DHR:

-32.06%

Fundamentals

Market Cap

EW:

$44.01B

DHR:

$140.63B

EPS

EW:

$2.38

DHR:

$5.16

PE Ratio

EW:

31.57

DHR:

38.08

PEG Ratio

EW:

4.24

DHR:

1.90

PS Ratio

EW:

7.97

DHR:

5.90

PB Ratio

EW:

4.13

DHR:

2.76

Total Revenue (TTM)

EW:

$4.13B

DHR:

$23.82B

Gross Profit (TTM)

EW:

$3.27B

DHR:

$14.23B

EBITDA (TTM)

EW:

$1.34B

DHR:

$6.65B

Returns By Period

In the year-to-date period, EW achieves a 2.72% return, which is significantly higher than DHR's -13.99% return. Over the past 10 years, EW has underperformed DHR with an annualized return of 13.42%, while DHR has yielded a comparatively higher 19.25% annualized return.


EW

YTD

2.72%

1M

6.96%

6M

9.60%

1Y

-13.60%

5Y*

0.41%

10Y*

13.42%

DHR

YTD

-13.99%

1M

-6.16%

6M

-19.45%

1Y

-19.42%

5Y*

6.58%

10Y*

19.25%

*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 3535
Overall Rank
The Sharpe Ratio Rank of EW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EW is 3333
Sortino Ratio Rank
The Omega Ratio Rank of EW is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EW is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EW is 3939
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 1414
Overall Rank
The Sharpe Ratio Rank of DHR is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 1313
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.


The chart of Sharpe ratio for EW, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
EW: -0.32
DHR: -0.77
The chart of Sortino ratio for EW, currently valued at -0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
EW: -0.13
DHR: -0.96
The chart of Omega ratio for EW, currently valued at 0.97, compared to the broader market0.501.001.502.00
EW: 0.97
DHR: 0.87
The chart of Calmar ratio for EW, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00
EW: -0.25
DHR: -0.55
The chart of Martin ratio for EW, currently valued at -0.59, compared to the broader market-5.000.005.0010.0015.0020.00
EW: -0.59
DHR: -1.37

The current EW Sharpe Ratio is -0.32, which is higher than the DHR Sharpe Ratio of -0.77. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.32
-0.77
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 0.57%.


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
0.57%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 -65.30%. 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%NovemberDecember2025FebruaryMarchApril
-41.81%
-32.06%
EW
DHR

Volatility

EW vs. DHR - Volatility Comparison

The current volatility for Edwards Lifesciences Corporation (EW) is 11.47%, while Danaher Corporation (DHR) has a volatility of 17.28%. This indicates that EW experiences smaller price fluctuations and is considered to be less risky than DHR 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%18.00%NovemberDecember2025FebruaryMarchApril
11.47%
17.28%
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