MDT vs. BMY
Compare and contrast key facts about Medtronic plc (MDT) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDT or BMY.
Performance
MDT vs. BMY - Performance Comparison
Returns By Period
In the year-to-date period, MDT achieves a 8.94% return, which is significantly lower than BMY's 15.11% return. Over the past 10 years, MDT has outperformed BMY with an annualized return of 4.42%, while BMY has yielded a comparatively lower 2.74% annualized return.
MDT
8.94%
-2.73%
3.59%
20.85%
-2.16%
4.42%
BMY
15.11%
5.64%
31.08%
16.17%
3.51%
2.74%
Fundamentals
| MDT | BMY | |
|---|---|---|
| Market Cap | $113.25B | $121.33B |
| EPS | $2.97 | -$3.53 |
| PEG Ratio | 1.63 | 2.20 |
| Total Revenue (TTM) | $24.59B | $47.44B |
| Gross Profit (TTM) | $15.22B | $33.40B |
| EBITDA (TTM) | $5.69B | $18.32B |
Key characteristics
| MDT | BMY | |
|---|---|---|
| Sharpe Ratio | 1.24 | 0.51 |
| Sortino Ratio | 1.82 | 1.01 |
| Omega Ratio | 1.23 | 1.12 |
| Calmar Ratio | 0.54 | 0.30 |
| Martin Ratio | 4.58 | 1.26 |
| Ulcer Index | 4.85% | 11.52% |
| Daily Std Dev | 17.88% | 28.61% |
| Max Drawdown | -57.63% | -70.62% |
| Current Drawdown | -28.44% | -24.61% |
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Correlation
The correlation between MDT and BMY is 0.32, 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.
Risk-Adjusted Performance
MDT vs. BMY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and Bristol-Myers Squibb Company (BMY). 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.
Dividends
MDT vs. BMY - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.18%, less than BMY's 4.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.18% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
BMY Bristol-Myers Squibb Company | 4.27% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
MDT vs. BMY - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, smaller than the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for MDT and BMY. For additional features, visit the drawdowns tool.
Volatility
MDT vs. BMY - Volatility Comparison
The current volatility for Medtronic plc (MDT) is 5.65%, while Bristol-Myers Squibb Company (BMY) has a volatility of 13.64%. This indicates that MDT experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MDT vs. BMY - Financials Comparison
This section allows you to compare key financial metrics between Medtronic plc and Bristol-Myers Squibb Company. 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