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EXC vs. BSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXC vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exelon Corporation (EXC) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXC achieves a 4.63% return, which is significantly higher than BSX's -48.93% return. Over the past 10 years, EXC has outperformed BSX with an annualized return of 10.05%, while BSX has yielded a comparatively lower 7.78% annualized return.


EXC

1D
-2.08%
1M
2.99%
YTD
4.63%
6M
5.26%
1Y
8.91%
3Y*
8.10%
5Y*
10.29%
10Y*
10.05%

BSX

1D
0.31%
1M
-9.70%
YTD
-48.93%
6M
-48.10%
1Y
-52.30%
3Y*
-1.71%
5Y*
2.84%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXC vs. BSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXC
Exelon Corporation
4.63%20.02%10.29%-13.96%8.29%41.48%-3.87%4.27%18.33%15.08%
BSX
Boston Scientific Corporation
-48.93%6.75%54.51%24.94%8.92%18.16%-20.50%27.96%42.56%14.61%

Correlation

The correlation between EXC and BSX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.15

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

0.23

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 20, 1992

0.18

The correlation between EXC and BSX shifts across timeframes, from 0.14 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXC:

$45.96B

BSX:

$72.81B

EPS

EXC:

$2.74

BSX:

$2.38

PE Ratio

EXC:

16.34

BSX:

20.49

PEG Ratio

EXC:

1.32

BSX:

0.46

PS Ratio

EXC:

1.83

BSX:

3.53

PB Ratio

EXC:

1.57

BSX:

2.81

Total Revenue (TTM)

EXC:

$24.79B

BSX:

$20.62B

Gross Profit (TTM)

EXC:

$7.32B

BSX:

$14.52B

EBITDA (TTM)

EXC:

$7.82B

BSX:

$4.76B

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Return for Risk

EXC vs. BSX — Risk / Return Rank

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

EXC
EXC Risk / Return Rank: 5555
Overall Rank
EXC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EXC Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXC Omega Ratio Rank: 4949
Omega Ratio Rank
EXC Calmar Ratio Rank: 5757
Calmar Ratio Rank
EXC Martin Ratio Rank: 5959
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 22
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 11
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 44
Calmar Ratio Rank
BSX Martin Ratio Rank: 11
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.

EXC vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) and Boston Scientific Corporation (BSX). 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.


EXCBSXDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.10

0.67

+0.43

Calmar ratioReturn relative to maximum drawdown

0.65

-0.94

+1.59

Martin ratioReturn relative to average drawdown

1.60

-2.07

+3.67

EXC vs. BSX - Sharpe Ratio Comparison

The current EXC Sharpe Ratio is 0.49, which is higher than the BSX Sharpe Ratio of -1.51. The chart below compares the historical Sharpe Ratios of EXC and BSX, 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


EXCBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

-1.51

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.11

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.29

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.20

+0.18

Drawdowns

EXC vs. BSX - Drawdown Comparison

The maximum EXC drawdown since its inception was -62.27%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for EXC and BSX.


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Drawdown Indicators


EXCBSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-89.15%

+26.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-55.91%

+42.17%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-55.91%

+35.17%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-55.91%

+26.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.04%

-55.91%

+15.87%

Current Drawdown

Current decline from peak

-10.08%

-54.97%

+44.89%

Average Drawdown

Average peak-to-trough decline

-20.05%

-38.75%

+18.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

25.28%

-19.71%

Volatility

EXC vs. BSX - Volatility Comparison

The current volatility for Exelon Corporation (EXC) is 6.41%, while Boston Scientific Corporation (BSX) has a volatility of 16.42%. This indicates that EXC experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXCBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

16.42%

-10.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.36%

32.93%

-18.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

34.80%

-16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

25.67%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

27.29%

-3.34%

Dividends

EXC vs. BSX - Dividend Comparison

EXC's dividend yield for the trailing twelve months is around 3.66%, while BSX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BSX
Boston Scientific 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%
EXC
Exelon Corporation
3.66%3.67%5.05%4.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%

Financials

EXC vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Exelon Corporation and Boston Scientific 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
7.24B
5.20B
(EXC) Total Revenue
(BSX) Total Revenue
Values in USD except per share items

EXC vs. BSX - Profitability Comparison

The chart below illustrates the profitability comparison between Exelon Corporation and Boston Scientific Corporation 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%0.0%20.0%40.0%60.0%80.0%20222023202420252026
46.9%
69.4%
Portfolio components
EXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a gross profit of 3.39B and revenue of 7.24B. Therefore, the gross margin over that period was 46.9%.

BSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a gross profit of 3.61B and revenue of 5.20B. Therefore, the gross margin over that period was 69.4%.

EXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported an operating income of 1.61B and revenue of 7.24B, resulting in an operating margin of 22.2%.

BSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported an operating income of 1.07B and revenue of 5.20B, resulting in an operating margin of 20.6%.

EXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a net income of 919.00M and revenue of 7.24B, resulting in a net margin of 12.7%.

BSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a net income of 1.34B and revenue of 5.20B, resulting in a net margin of 25.7%.


Frequently Asked Questions


EXC and BSX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSX has higher volatility (16.42%) compared to EXC (6.41%). In terms of maximum drawdown, EXC dropped -62.27% vs BSX's -89.15%.

EXC currently has the higher Sharpe Ratio (0.49 vs -1.51), 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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