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

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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
48.20%
2.49%
MASI
MDT

Key characteristics

Sharpe Ratio

MASI:

0.97

MDT:

0.32

Sortino Ratio

MASI:

1.58

MDT:

0.56

Omega Ratio

MASI:

1.21

MDT:

1.08

Calmar Ratio

MASI:

0.55

MDT:

0.17

Martin Ratio

MASI:

2.86

MDT:

1.05

Ulcer Index

MASI:

12.57%

MDT:

6.05%

Daily Std Dev

MASI:

37.14%

MDT:

19.92%

Max Drawdown

MASI:

-74.70%

MDT:

-57.63%

Current Drawdown

MASI:

-40.53%

MDT:

-29.03%

Fundamentals

Market Cap

MASI:

$9.66B

MDT:

$110.37B

EPS

MASI:

$1.45

MDT:

$3.27

PE Ratio

MASI:

124.39

MDT:

26.32

PEG Ratio

MASI:

4.73

MDT:

1.58

Total Revenue (TTM)

MASI:

$1.49B

MDT:

$24.91B

Gross Profit (TTM)

MASI:

$759.70M

MDT:

$15.37B

EBITDA (TTM)

MASI:

$157.60M

MDT:

$6.99B

Returns By Period

In the year-to-date period, MASI achieves a 9.11% return, which is significantly higher than MDT's 7.75% return. Over the past 10 years, MASI has outperformed MDT with an annualized return of 19.75%, while MDT has yielded a comparatively lower 3.42% annualized return.


MASI

YTD

9.11%

1M

4.68%

6M

48.20%

1Y

33.91%

5Y*

-0.16%

10Y*

19.75%

MDT

YTD

7.75%

1M

-2.28%

6M

2.48%

1Y

5.44%

5Y*

-2.73%

10Y*

3.42%

*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

MASI vs. MDT — Risk-Adjusted Performance Rank

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

MASI
The Risk-Adjusted Performance Rank of MASI is 7171
Overall Rank
The Sharpe Ratio Rank of MASI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MASI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MASI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MASI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MASI is 7171
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 5252
Overall Rank
The Sharpe Ratio Rank of MDT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 5858
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.

MASI vs. MDT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MASI, currently valued at 0.97, compared to the broader market-2.000.002.004.000.970.32
The chart of Sortino ratio for MASI, currently valued at 1.58, compared to the broader market-6.00-4.00-2.000.002.004.006.001.580.56
The chart of Omega ratio for MASI, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.08
The chart of Calmar ratio for MASI, currently valued at 0.55, compared to the broader market0.002.004.006.000.550.17
The chart of Martin ratio for MASI, currently valued at 2.86, compared to the broader market0.0010.0020.0030.002.861.05
MASI
MDT

The current MASI Sharpe Ratio is 0.97, which is higher than the MDT Sharpe Ratio of 0.32. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.97
0.32
MASI
MDT

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 3.24%.


TTM20242023202220212020201920182017201620152014
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
3.24%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-40.53%
-29.03%
MASI
MDT

Volatility

MASI vs. MDT - Volatility Comparison

Masimo Corporation (MASI) and Medtronic plc (MDT) have volatilities of 8.52% and 8.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.52%
8.92%
MASI
MDT

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


Values in USD except per share items
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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.

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