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MASI vs. MDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MASI vs. MDT - Performance Comparison

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

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MASI vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MASI
Masimo Corporation
36.76%-21.32%41.03%-20.78%-49.47%9.09%69.80%47.21%26.62%25.82%
MDT
Medtronic plc
-9.06%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Fundamentals

Market Cap

MASI:

$9.64B

MDT:

$111.62B

EPS

MASI:

-$2.78

MDT:

$3.58

PS Ratio

MASI:

6.34

MDT:

3.14

Total Revenue (TTM)

MASI:

$1.53B

MDT:

$35.48B

Gross Profit (TTM)

MASI:

$945.20M

MDT:

$5.78B

EBITDA (TTM)

MASI:

$363.00M

MDT:

$7.11B

Returns By Period

In the year-to-date period, MASI achieves a 36.76% return, which is significantly higher than MDT's -9.06% return. Over the past 10 years, MASI has outperformed MDT with an annualized return of 15.40%, while MDT has yielded a comparatively lower 4.10% annualized return.


MASI

1D
0.31%
1M
1.44%
YTD
36.76%
6M
20.55%
1Y
6.76%
3Y*
-1.22%
5Y*
-5.31%
10Y*
15.40%

MDT

1D
1.06%
1M
-10.55%
YTD
-9.06%
6M
-7.60%
1Y
-0.51%
3Y*
5.82%
5Y*
-3.11%
10Y*
4.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MASI vs. MDT — Risk / Return Rank

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

MASI
MASI Risk / Return Rank: 4848
Overall Rank
MASI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MASI Sortino Ratio Rank: 4747
Sortino Ratio Rank
MASI Omega Ratio Rank: 4747
Omega Ratio Rank
MASI Calmar Ratio Rank: 5050
Calmar Ratio Rank
MASI Martin Ratio Rank: 4949
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 4040
Overall Rank
MDT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3333
Sortino Ratio Rank
MDT Omega Ratio Rank: 3333
Omega Ratio Rank
MDT Calmar Ratio Rank: 4646
Calmar Ratio Rank
MDT Martin Ratio Rank: 4646
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.

MASI vs. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) 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.


MASIMDTDifference

Sharpe ratio

Return per unit of total volatility

0.13

-0.02

+0.16

Sortino ratio

Return per unit of downside risk

0.67

0.11

+0.56

Omega ratio

Gain probability vs. loss probability

1.09

1.01

+0.08

Calmar ratio

Return relative to maximum drawdown

0.34

0.11

+0.22

Martin ratio

Return relative to average drawdown

0.65

0.32

+0.32

MASI vs. MDT - Sharpe Ratio Comparison

The current MASI Sharpe Ratio is 0.13, which is higher than the MDT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MASI 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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Sharpe Ratios by Period


MASIMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-0.02

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.15

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.18

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.48

-0.13

Correlation

The correlation between MASI and MDT is 0.41, 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.


Dividends

MASI vs. MDT - Dividend Comparison

MASI has not paid dividends to shareholders, while MDT's dividend yield for the trailing twelve months is around 3.28%.


TTM20252024202320222021202020192018201720162015
MASI
Masimo 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%
MDT
Medtronic plc
3.28%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Drawdowns

MASI vs. MDT - Drawdown Comparison

The maximum MASI drawdown since its inception was -74.70%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for MASI and MDT.


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Drawdown Indicators


MASIMDTDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-57.63%

-17.07%

Max Drawdown (1Y)

Largest decline over 1 year

-25.92%

-17.61%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

-45.10%

-29.60%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

-45.10%

-29.60%

Current Drawdown

Current decline from peak

-41.35%

-25.69%

-15.66%

Average Drawdown

Average peak-to-trough decline

-27.09%

-16.48%

-10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

6.27%

+7.25%

Volatility

MASI vs. MDT - Volatility Comparison

The current volatility for Masimo Corporation (MASI) is 1.78%, while Medtronic plc (MDT) has a volatility of 5.55%. This indicates that MASI experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MASIMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

5.55%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

35.45%

13.84%

+21.61%

Volatility (1Y)

Calculated over the trailing 1-year period

51.34%

20.72%

+30.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.02%

21.41%

+23.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.92%

23.00%

+14.92%

Financials

MASI vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Masimo Corporation 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


0.002.00B4.00B6.00B8.00B10.00B202120222023202420252026
412.50M
9.02B
(MASI) Total Revenue
(MDT) Total Revenue
Values in USD except per share items