MDT vs. BF-B
MDT (Medtronic plc) and BF-B (Brown-Forman Corporation) are both stocks. MDT operates in Medical Devices (Healthcare), while BF-B operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, MDT returned 2.04%/yr vs -2.17%/yr for BF-B. At a 0.30 correlation, their price movements are largely independent.
Performance
MDT vs. BF-B - Performance Comparison
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Returns By Period
In the year-to-date period, MDT achieves a -15.31% return, which is significantly lower than BF-B's 2.39% return. Over the past 10 years, MDT has outperformed BF-B with an annualized return of 2.04%, while BF-B has yielded a comparatively lower -2.17% annualized return.
MDT
- 1D
- -1.20%
- 1M
- 5.96%
- YTD
- -15.31%
- 6M
- -19.07%
- 1Y
- -4.79%
- 3Y*
- 2.04%
- 5Y*
- -5.25%
- 10Y*
- 2.04%
BF-B
- 1D
- 1.07%
- 1M
- -4.48%
- YTD
- 2.39%
- 6M
- -11.50%
- 1Y
- -2.80%
- 3Y*
- -24.03%
- 5Y*
- -17.21%
- 10Y*
- -2.17%
MDT vs. BF-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | -15.31% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
BF-B Brown-Forman Corporation | 2.39% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
Correlation
The correlation between MDT and BF-B is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1984 | 0.30 |
Fundamentals
MDT:
$3.58
BF-B:
$1.71
MDT:
22.52
BF-B:
15.49
MDT:
2.03
BF-B:
19.25
MDT:
2.93
BF-B:
3.20
MDT:
$35.48B
BF-B:
$3.91B
MDT:
$5.78B
BF-B:
$2.32B
MDT:
$7.11B
BF-B:
$1.19B
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Return for Risk
MDT vs. BF-B — Risk / Return Rank
MDT
BF-B
MDT vs. BF-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and Brown-Forman Corporation (BF-B). 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 | BF-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.02 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.11 | -0.06 |
| Martin ratioReturn relative to average drawdown | -0.43 | -0.25 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDT | BF-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | -0.07 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.58 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | -0.08 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Drawdowns
MDT vs. BF-B - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for MDT and BF-B.
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Drawdown Indicators
| MDT | BF-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -68.96% | +11.33% |
Max Drawdown (1Y)Largest decline over 1 year | -28.90% | -25.48% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | -65.65% | +36.75% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -68.31% | +23.21% |
Max Drawdown (10Y)Largest decline over 10 years | -45.10% | -68.96% | +23.86% |
Current DrawdownCurrent decline from peak | -30.81% | -64.00% | +33.19% |
Average DrawdownAverage peak-to-trough decline | -16.54% | -11.60% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 11.09% | +0.08% |
Volatility
MDT vs. BF-B - Volatility Comparison
Medtronic plc (MDT) has a higher volatility of 10.04% compared to Brown-Forman Corporation (BF-B) at 7.86%. This indicates that MDT's price experiences larger fluctuations and is considered to be riskier than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDT | BF-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 7.86% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 31.44% | -15.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 38.33% | -17.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 29.94% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 28.02% | -4.78% |
Dividends
MDT vs. BF-B - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.52%, more than BF-B's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.46% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
MDT Medtronic plc | 3.52% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
Financials
MDT vs. BF-B - Financials Comparison
This section allows you to compare key financial metrics between Medtronic plc and Brown-Forman 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MDT and BF-B have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDT has higher volatility (10.04%) compared to BF-B (7.86%). In terms of maximum drawdown, MDT dropped -57.63% vs BF-B's -68.96%.
BF-B currently has the higher Sharpe Ratio (-0.07 vs -0.23), 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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