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MDT vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MDT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDT achieves a -14.01% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, MDT has underperformed ^GSPC with an annualized return of 2.48%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.


MDT

1D
5.11%
1M
5.32%
YTD
-14.01%
6M
-18.42%
1Y
-1.25%
3Y*
2.56%
5Y*
-5.08%
10Y*
2.48%

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDT vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDT
Medtronic plc
-14.01%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%
^GSPC
S&P 500 Index
10.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between MDT and ^GSPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1982

0.46

Over the past year, the correlation between MDT and ^GSPC has dropped to 0.20 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

MDT vs. ^GSPC — Risk / Return Rank

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

MDT
MDT Risk / Return Rank: 3636
Overall Rank
MDT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3232
Sortino Ratio Rank
MDT Omega Ratio Rank: 3232
Omega Ratio Rank
MDT Calmar Ratio Rank: 4040
Calmar Ratio Rank
MDT Martin Ratio Rank: 3939
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

MDT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and S&P 500 Index (^GSPC). 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.


MDT^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

1.01

1.41

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.04

2.98

-3.03

Martin ratioReturn relative to average drawdown

-0.11

13.78

-13.89

MDT vs. ^GSPC - Sharpe Ratio Comparison

The current MDT Sharpe Ratio is -0.06, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MDT and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MDT^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.28

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.74

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.76

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Drawdowns

MDT vs. ^GSPC - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MDT and ^GSPC.


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Drawdown Indicators


MDT^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-56.78%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-9.10%

-19.80%

Max Drawdown (3Y)

Largest decline over 3 years

-28.90%

-18.90%

-10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-25.43%

-19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.10%

-33.92%

-11.18%

Current Drawdown

Current decline from peak

-29.74%

-0.33%

-29.41%

Average Drawdown

Average peak-to-trough decline

-16.54%

-10.72%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.00%

1.97%

+9.03%

Volatility

MDT vs. ^GSPC - Volatility Comparison

Medtronic plc (MDT) has a higher volatility of 9.94% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that MDT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDT^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

2.88%

+7.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.16%

9.00%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

11.89%

+9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

16.90%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

18.06%

+5.17%

Frequently Asked Questions


MDT and ^GSPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDT has higher volatility (9.94%) compared to ^GSPC (2.88%). In terms of maximum drawdown, MDT dropped -57.63% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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