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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.

4,500.00%5,000.00%5,500.00%6,000.00%6,500.00%JulyAugustSeptemberOctoberNovemberDecember
5,195.27%
5,187.66%
EW
DHR

Key characteristics

Sharpe Ratio

EW:

-0.07

DHR:

0.06

Sortino Ratio

EW:

0.20

DHR:

0.25

Omega Ratio

EW:

1.04

DHR:

1.03

Calmar Ratio

EW:

-0.05

DHR:

0.05

Martin Ratio

EW:

-0.14

DHR:

0.18

Ulcer Index

EW:

19.08%

DHR:

6.94%

Daily Std Dev

EW:

41.61%

DHR:

22.29%

Max Drawdown

EW:

-54.32%

DHR:

-65.35%

Current Drawdown

EW:

-44.28%

DHR:

-21.54%

Fundamentals

Market Cap

EW:

$43.72B

DHR:

$168.67B

EPS

EW:

$2.59

DHR:

$5.30

PE Ratio

EW:

28.62

DHR:

44.06

PEG Ratio

EW:

6.79

DHR:

3.12

Total Revenue (TTM)

EW:

$5.87B

DHR:

$20.03B

Gross Profit (TTM)

EW:

$4.57B

DHR:

$11.94B

EBITDA (TTM)

EW:

$1.70B

DHR:

$7.16B

Returns By Period

In the year-to-date period, EW achieves a -4.51% return, which is significantly lower than DHR's -1.00% return. Over the past 10 years, EW has underperformed DHR with an annualized return of 12.64%, while DHR has yielded a comparatively higher 20.57% annualized return.


EW

YTD

-4.51%

1M

4.18%

6M

-17.75%

1Y

-3.32%

5Y*

-1.57%

10Y*

12.64%

DHR

YTD

-1.00%

1M

-0.77%

6M

-11.16%

1Y

0.05%

5Y*

11.47%

10Y*

20.57%

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Risk-Adjusted Performance

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 -0.07, compared to the broader market-4.00-2.000.002.00-0.070.06
The chart of Sortino ratio for EW, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.200.25
The chart of Omega ratio for EW, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.03
The chart of Calmar ratio for EW, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.050.05
The chart of Martin ratio for EW, currently valued at -0.14, compared to the broader market0.0010.0020.00-0.140.18
EW
DHR

The current EW Sharpe Ratio is -0.07, which is lower than the DHR Sharpe Ratio of 0.06. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.07
0.06
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 0.46%.


TTM20232022202120202019201820172016201520142013
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
0.46%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

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%JulyAugustSeptemberOctoberNovemberDecember
-44.28%
-21.54%
EW
DHR

Volatility

EW vs. DHR - Volatility Comparison

Edwards Lifesciences Corporation (EW) has a higher volatility of 8.07% compared to Danaher Corporation (DHR) at 6.00%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.07%
6.00%
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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