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

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.


-0.50.00.51.00.3

Performance

MDT vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and Bristol-Myers Squibb Company (BMY). 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%JulyAugustSeptemberOctoberNovemberDecember
3.11%
40.54%
MDT
BMY

Key characteristics

Sharpe Ratio

MDT:

0.12

BMY:

0.56

Sortino Ratio

MDT:

0.28

BMY:

1.10

Omega Ratio

MDT:

1.04

BMY:

1.13

Calmar Ratio

MDT:

0.05

BMY:

0.34

Martin Ratio

MDT:

0.36

BMY:

1.39

Ulcer Index

MDT:

5.72%

BMY:

11.56%

Daily Std Dev

MDT:

17.41%

BMY:

28.43%

Max Drawdown

MDT:

-57.63%

BMY:

-70.62%

Current Drawdown

MDT:

-33.34%

BMY:

-22.54%

Fundamentals

Market Cap

MDT:

$104.34B

BMY:

$116.92B

EPS

MDT:

$3.27

BMY:

-$3.58

PEG Ratio

MDT:

1.49

BMY:

1.92

Total Revenue (TTM)

MDT:

$33.00B

BMY:

$47.44B

Gross Profit (TTM)

MDT:

$20.67B

BMY:

$33.40B

EBITDA (TTM)

MDT:

$9.19B

BMY:

$5.06B

Returns By Period

In the year-to-date period, MDT achieves a 1.48% return, which is significantly lower than BMY's 18.26% return. Over the past 10 years, MDT has outperformed BMY with an annualized return of 3.52%, while BMY has yielded a comparatively lower 2.85% annualized return.


MDT

YTD

1.48%

1M

-5.42%

6M

3.11%

1Y

2.05%

5Y*

-3.72%

10Y*

3.52%

BMY

YTD

18.26%

1M

-1.89%

6M

40.54%

1Y

16.05%

5Y*

1.51%

10Y*

2.85%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for MDT, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.120.56
The chart of Sortino ratio for MDT, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.281.10
The chart of Omega ratio for MDT, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.13
The chart of Calmar ratio for MDT, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.34
The chart of Martin ratio for MDT, currently valued at 0.36, compared to the broader market0.0010.0020.000.361.39
MDT
BMY

The current MDT Sharpe Ratio is 0.12, which is lower than the BMY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MDT and BMY, 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.12
0.56
MDT
BMY

Dividends

MDT vs. BMY - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 2.56%, less than BMY's 4.16% yield.


TTM20232022202120202019201820172016201520142013
MDT
Medtronic plc
2.56%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
4.16%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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.34%
-22.54%
MDT
BMY

Volatility

MDT vs. BMY - Volatility Comparison

The current volatility for Medtronic plc (MDT) is 3.25%, while Bristol-Myers Squibb Company (BMY) has a volatility of 6.04%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
6.04%
MDT
BMY

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.


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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