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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.47%
5.10%
HOLX
MDT

Returns By Period

In the year-to-date period, HOLX achieves a 9.22% return, which is significantly higher than MDT's 4.68% return. Over the past 10 years, HOLX has outperformed MDT with an annualized return of 11.43%, while MDT has yielded a comparatively lower 4.00% annualized return.


HOLX

YTD

9.22%

1M

-3.83%

6M

4.32%

1Y

8.52%

5Y (annualized)

9.33%

10Y (annualized)

11.43%

MDT

YTD

4.68%

1M

-7.60%

6M

-0.27%

1Y

10.61%

5Y (annualized)

-2.72%

10Y (annualized)

4.00%

Fundamentals


HOLXMDT
Market Cap$18.13B$107.88B
EPS$3.32$3.27
PE Ratio23.5125.72
PEG Ratio1.261.56
Total Revenue (TTM)$4.03B$33.00B
Gross Profit (TTM)$2.26B$20.67B
EBITDA (TTM)$1.19B$6.71B

Key characteristics


HOLXMDT
Sharpe Ratio0.500.87
Sortino Ratio0.781.32
Omega Ratio1.101.17
Calmar Ratio0.390.41
Martin Ratio2.423.19
Ulcer Index3.53%4.92%
Daily Std Dev17.20%18.13%
Max Drawdown-93.75%-57.63%
Current Drawdown-10.98%-31.24%

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Correlation

-0.50.00.51.00.3

The correlation between HOLX and MDT is 0.26, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HOLX, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.500.87
The chart of Sortino ratio for HOLX, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.781.32
The chart of Omega ratio for HOLX, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.17
The chart of Calmar ratio for HOLX, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.41
The chart of Martin ratio for HOLX, currently valued at 2.42, compared to the broader market-10.000.0010.0020.0030.002.423.19
HOLX
MDT

The current HOLX Sharpe Ratio is 0.50, which is lower than the MDT Sharpe Ratio of 0.87. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.50
0.87
HOLX
MDT

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 3.31%.


TTM20232022202120202019201820172016201520142013
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
3.31%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.98%
-31.24%
HOLX
MDT

Volatility

HOLX vs. MDT - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 7.82% compared to Medtronic plc (MDT) at 5.50%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.82%
5.50%
HOLX
MDT

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


Values in USD except per share items