PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IRTC vs. BSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IRTC and BSX is 0.29, 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.


-0.50.00.51.00.3

Performance

IRTC vs. BSX - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
64.71%
39.86%
IRTC
BSX

Key characteristics

Sharpe Ratio

IRTC:

-0.15

BSX:

3.68

Sortino Ratio

IRTC:

0.18

BSX:

4.97

Omega Ratio

IRTC:

1.02

BSX:

1.67

Calmar Ratio

IRTC:

-0.11

BSX:

8.76

Martin Ratio

IRTC:

-0.31

BSX:

36.44

Ulcer Index

IRTC:

27.89%

BSX:

1.72%

Daily Std Dev

IRTC:

56.86%

BSX:

17.09%

Max Drawdown

IRTC:

-84.39%

BSX:

-89.15%

Current Drawdown

IRTC:

-59.21%

BSX:

0.00%

Fundamentals

Market Cap

IRTC:

$3.44B

BSX:

$155.12B

EPS

IRTC:

-$4.85

BSX:

$1.25

PEG Ratio

IRTC:

0.00

BSX:

1.90

Total Revenue (TTM)

IRTC:

$427.51M

BSX:

$12.19B

Gross Profit (TTM)

IRTC:

$292.46M

BSX:

$8.13B

EBITDA (TTM)

IRTC:

-$82.87M

BSX:

$2.85B

Returns By Period

In the year-to-date period, IRTC achieves a 21.44% return, which is significantly higher than BSX's 18.88% return.


IRTC

YTD

21.44%

1M

12.08%

6M

69.40%

1Y

-9.79%

5Y*

4.60%

10Y*

N/A

BSX

YTD

18.88%

1M

11.91%

6M

39.82%

1Y

62.11%

5Y*

20.34%

10Y*

21.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IRTC vs. BSX — Risk-Adjusted Performance Rank

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

IRTC
The Risk-Adjusted Performance Rank of IRTC is 3838
Overall Rank
The Sharpe Ratio Rank of IRTC is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of IRTC is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IRTC is 3636
Omega Ratio Rank
The Calmar Ratio Rank of IRTC is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IRTC is 4040
Martin Ratio Rank

BSX
The Risk-Adjusted Performance Rank of BSX is 9999
Overall Rank
The Sharpe Ratio Rank of BSX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9999
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.

IRTC vs. BSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iRhythm Technologies, Inc. (IRTC) 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.


Sharpe ratio
The chart of Sharpe ratio for IRTC, currently valued at -0.15, compared to the broader market-2.000.002.004.00-0.153.68
The chart of Sortino ratio for IRTC, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.184.97
The chart of Omega ratio for IRTC, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.67
The chart of Calmar ratio for IRTC, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.118.76
The chart of Martin ratio for IRTC, currently valued at -0.31, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.3136.44
IRTC
BSX

The current IRTC Sharpe Ratio is -0.15, which is lower than the BSX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of IRTC and BSX, 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-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.15
3.68
IRTC
BSX

Dividends

IRTC vs. BSX - Dividend Comparison

Neither IRTC nor BSX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IRTC vs. BSX - Drawdown Comparison

The maximum IRTC drawdown since its inception was -84.39%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for IRTC and BSX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-59.21%
0
IRTC
BSX

Volatility

IRTC vs. BSX - Volatility Comparison

iRhythm Technologies, Inc. (IRTC) has a higher volatility of 10.19% compared to Boston Scientific Corporation (BSX) at 3.65%. This indicates that IRTC's price experiences larger fluctuations and is considered to be riskier than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
10.19%
3.65%
IRTC
BSX

Financials

IRTC vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between iRhythm Technologies, Inc. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab