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HOLX vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HOLX and MDT is 0.49, 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.


Performance

HOLX vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hologic, Inc. (HOLX) and Medtronic plc (MDT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HOLX:

-1.08

MDT:

0.20

Sortino Ratio

HOLX:

-1.40

MDT:

0.48

Omega Ratio

HOLX:

0.81

MDT:

1.06

Calmar Ratio

HOLX:

-0.64

MDT:

0.14

Martin Ratio

HOLX:

-1.66

MDT:

0.84

Ulcer Index

HOLX:

15.34%

MDT:

6.38%

Daily Std Dev

HOLX:

23.27%

MDT:

21.48%

Max Drawdown

HOLX:

-93.75%

MDT:

-57.63%

Current Drawdown

HOLX:

-35.27%

MDT:

-30.62%

Fundamentals

Market Cap

HOLX:

$12.65B

MDT:

$107.07B

EPS

HOLX:

$2.38

MDT:

$3.28

PE Ratio

HOLX:

23.84

MDT:

25.45

PEG Ratio

HOLX:

1.25

MDT:

1.44

PS Ratio

HOLX:

3.14

MDT:

3.23

PB Ratio

HOLX:

2.71

MDT:

2.17

Total Revenue (TTM)

HOLX:

$4.03B

MDT:

$24.61B

Gross Profit (TTM)

HOLX:

$2.08B

MDT:

$15.68B

EBITDA (TTM)

HOLX:

$1.02B

MDT:

$6.89B

Returns By Period

In the year-to-date period, HOLX achieves a -21.28% return, which is significantly lower than MDT's 5.34% return. Over the past 10 years, HOLX has outperformed MDT with an annualized return of 5.25%, while MDT has yielded a comparatively lower 3.68% annualized return.


HOLX

YTD

-21.28%

1M

-0.72%

6M

-27.95%

1Y

-24.47%

5Y*

1.45%

10Y*

5.25%

MDT

YTD

5.34%

1M

1.14%

6M

-3.25%

1Y

4.18%

5Y*

-0.49%

10Y*

3.68%

*Annualized

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Risk-Adjusted Performance

HOLX vs. MDT — Risk-Adjusted Performance Rank

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

HOLX
The Risk-Adjusted Performance Rank of HOLX is 77
Overall Rank
The Sharpe Ratio Rank of HOLX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLX is 77
Sortino Ratio Rank
The Omega Ratio Rank of HOLX is 77
Omega Ratio Rank
The Calmar Ratio Rank of HOLX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HOLX is 44
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 5757
Overall Rank
The Sharpe Ratio Rank of MDT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6363
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.

HOLX vs. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Medtronic plc (MDT). 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 current HOLX Sharpe Ratio is -1.08, which is lower than the MDT Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HOLX and MDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HOLX vs. MDT - Dividend Comparison

HOLX has not paid dividends to shareholders, while MDT's dividend yield for the trailing twelve months is around 3.35%.


TTM20242023202220212020201920182017201620152014
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
Medtronic plc
3.35%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

Drawdowns

HOLX vs. MDT - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for HOLX and MDT. For additional features, visit the drawdowns tool.


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Volatility

HOLX vs. MDT - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 10.15% compared to Medtronic plc (MDT) at 6.00%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

HOLX vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Hologic, Inc. and Medtronic plc. 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


0.002.00B4.00B6.00B8.00B20212022202320242025
1.01B
8.29B
(HOLX) Total Revenue
(MDT) Total Revenue
Values in USD except per share items

HOLX vs. MDT - Profitability Comparison

The chart below illustrates the profitability comparison between Hologic, Inc. and Medtronic plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%20212022202320242025
38.0%
66.5%
(HOLX) Gross Margin
(MDT) Gross Margin
HOLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a gross profit of 382.00M and revenue of 1.01B. Therefore, the gross margin over that period was 38.0%.

MDT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Medtronic plc reported a gross profit of 5.51B and revenue of 8.29B. Therefore, the gross margin over that period was 66.5%.

HOLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported an operating income of -7.00M and revenue of 1.01B, resulting in an operating margin of -0.7%.

MDT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Medtronic plc reported an operating income of 1.65B and revenue of 8.29B, resulting in an operating margin of 19.9%.

HOLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a net income of -17.40M and revenue of 1.01B, resulting in a net margin of -1.7%.

MDT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Medtronic plc reported a net income of 1.29B and revenue of 8.29B, resulting in a net margin of 15.6%.