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MDT vs. PTXKY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDT vs. PTXKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and XL Axiata Tbk PT ADR (PTXKY). 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 -15.83% return, which is significantly higher than PTXKY's -37.08% return. Over the past 10 years, MDT has outperformed PTXKY with an annualized return of 2.00%, while PTXKY has yielded a comparatively lower -4.34% annualized return.


MDT

1D
-0.16%
1M
5.32%
YTD
-15.83%
6M
-18.44%
1Y
-5.18%
3Y*
1.02%
5Y*
-5.47%
10Y*
2.00%

PTXKY

1D
0.00%
1M
-15.60%
YTD
-37.08%
6M
-36.22%
1Y
33.98%
3Y*
5.11%
5Y*
-1.98%
10Y*
-4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDT vs. PTXKY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDT
Medtronic plc
-15.83%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%
PTXKY
XL Axiata Tbk PT ADR
-37.08%77.85%5.33%-14.40%-26.31%19.26%-16.61%73.18%-37.11%19.25%

Correlation

The correlation between MDT and PTXKY is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.00

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

-0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2012

0.04

Fundamentals

Market Cap

MDT:

$103.31B

PTXKY:

$2.55B

EPS

MDT:

$3.58

PTXKY:

-IDR 6.67K

PS Ratio

MDT:

2.91

PTXKY:

1.22

Total Revenue (TTM)

MDT:

$35.48B

PTXKY:

IDR 34.43T

Gross Profit (TTM)

MDT:

$5.78B

PTXKY:

IDR 7.05T

EBITDA (TTM)

MDT:

$7.11B

PTXKY:

IDR 17.96T

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Return for Risk

MDT vs. PTXKY — Risk / Return Rank

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

MDT
MDT Risk / Return Rank: 3030
Overall Rank
MDT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MDT Omega Ratio Rank: 2525
Omega Ratio Rank
MDT Calmar Ratio Rank: 3636
Calmar Ratio Rank
MDT Martin Ratio Rank: 3333
Martin Ratio Rank

PTXKY
PTXKY Risk / Return Rank: 5151
Overall Rank
PTXKY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PTXKY Sortino Ratio Rank: 5757
Sortino Ratio Rank
PTXKY Omega Ratio Rank: 5959
Omega Ratio Rank
PTXKY Calmar Ratio Rank: 4747
Calmar Ratio Rank
PTXKY Martin Ratio Rank: 4747
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. PTXKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and XL Axiata Tbk PT ADR (PTXKY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDTPTXKYDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

0.96

1.15

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.23

0.22

-0.44

Martin ratioReturn relative to average drawdown

-0.56

0.41

-0.97

MDT vs. PTXKY - Sharpe Ratio Comparison

The current MDT Sharpe Ratio is -0.31, which is lower than the PTXKY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MDT and PTXKY, 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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Drawdowns

MDT vs. PTXKY - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, smaller than the maximum PTXKY drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for MDT and PTXKY.


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Drawdown Indicators


MDTPTXKYDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-89.53%

+31.90%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-52.34%

+23.44%

Max Drawdown (3Y)

Largest decline over 3 years

-28.90%

-52.34%

+23.44%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-52.34%

+7.24%

Max Drawdown (10Y)

Largest decline over 10 years

-45.10%

-73.06%

+27.96%

Current Drawdown

Current decline from peak

-31.23%

-79.06%

+47.83%

Average Drawdown

Average peak-to-trough decline

-16.55%

-68.40%

+51.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

27.63%

-16.11%

Volatility

MDT vs. PTXKY - Volatility Comparison

The current volatility for Medtronic plc (MDT) is 9.32%, while XL Axiata Tbk PT ADR (PTXKY) has a volatility of 20.58%. This indicates that MDT experiences smaller price fluctuations and is considered to be less risky than PTXKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDTPTXKYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

20.58%

-11.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

62.24%

-45.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

125.57%

-104.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

95.87%

-73.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

89.91%

-66.66%

Dividends

MDT vs. PTXKY - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 3.54%, less than PTXKY's 6.79% yield.


PositionTTM20252024202320222021202020192018201720162015
MDT
Medtronic plc
3.54%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%
PTXKY
XL Axiata Tbk PT ADR
6.79%6.59%2.19%2.16%2.21%0.99%0.51%0.00%0.00%0.00%0.00%0.00%

Financials

MDT vs. PTXKY - Financials Comparison

This section allows you to compare key financial metrics between Medtronic plc and XL Axiata Tbk PT ADR. 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


0.002.00T4.00T6.00T8.00T10.00T12.00TJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
9.02B
11.99T
(MDT) Total Revenue
(PTXKY) Total Revenue
Please note, different currencies. MDT values in USD, PTXKY values in IDR

Frequently Asked Questions


MDT and PTXKY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTXKY has higher volatility (20.58%) compared to MDT (9.32%). In terms of maximum drawdown, MDT dropped -57.63% vs PTXKY's -89.53%.

PTXKY currently has the higher Sharpe Ratio (0.09 vs -0.31), 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.

Portfolio Optimizer

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