MDT vs. RHHBY
MDT (Medtronic plc) and RHHBY (Roche Holding AG) are both stocks. Both are in the Healthcare sector — MDT in Medical Devices, RHHBY in Drug Manufacturers - General. Over the past 10 years, MDT returned 2.00%/yr vs 8.27%/yr for RHHBY. At a 0.26 correlation, their price movements are largely independent.
Performance
MDT vs. RHHBY - Performance Comparison
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Returns By Period
In the year-to-date period, MDT achieves a -15.83% return, which is significantly lower than RHHBY's 3.24% return. Over the past 10 years, MDT has underperformed RHHBY with an annualized return of 2.00%, while RHHBY has yielded a comparatively higher 8.27% annualized return.
MDT
- 1D
- -0.16%
- 1M
- 5.24%
- YTD
- -15.83%
- 6M
- -18.44%
- 1Y
- -6.49%
- 3Y*
- 1.02%
- 5Y*
- -5.47%
- 10Y*
- 2.00%
RHHBY
- 1D
- 0.58%
- 1M
- 0.76%
- YTD
- 3.24%
- 6M
- 6.39%
- 1Y
- 26.91%
- 3Y*
- 13.95%
- 5Y*
- 5.12%
- 10Y*
- 8.27%
MDT vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | -15.83% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
RHHBY Roche Holding AG | 3.24% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
Correlation
The correlation between MDT and RHHBY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.26 |
Fundamentals
MDT:
$3.58
RHHBY:
CHF 5.42
MDT:
22.38
RHHBY:
7.59
MDT:
2.91
RHHBY:
1.23
MDT:
$35.48B
RHHBY:
CHF 107.65B
MDT:
$5.78B
RHHBY:
CHF 79.28B
MDT:
$7.11B
RHHBY:
CHF 31.01B
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Return for Risk
MDT vs. RHHBY — Risk / Return Rank
MDT
RHHBY
MDT vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and Roche Holding AG (RHHBY). 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.
| MDT | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.40 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.56 | 3.39 | -3.96 |
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Drawdowns
MDT vs. RHHBY - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, which is greater than RHHBY's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for MDT and RHHBY.
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Drawdown Indicators
| MDT | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -45.73% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -28.90% | -19.38% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | -23.46% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -40.88% | -4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -45.10% | -40.88% | -4.22% |
Current DrawdownCurrent decline from peak | -31.23% | -12.12% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -16.55% | -12.84% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.52% | 8.09% | +3.43% |
Volatility
MDT vs. RHHBY - Volatility Comparison
Medtronic plc (MDT) has a higher volatility of 9.32% compared to Roche Holding AG (RHHBY) at 8.27%. This indicates that MDT's price experiences larger fluctuations and is considered to be riskier than RHHBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDT | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 8.27% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 18.31% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.07% | 27.49% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 23.34% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 22.55% | +0.70% |
Dividends
MDT vs. RHHBY - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.54%, more than RHHBY's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RHHBY Roche Holding AG | 3.00% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
MDT vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between Medtronic plc and Roche Holding AG. 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 RHHBY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDT has higher volatility (9.32%) compared to RHHBY (8.27%). In terms of maximum drawdown, MDT dropped -57.63% vs RHHBY's -45.73%.
RHHBY currently has the higher Sharpe Ratio (0.99 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.
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