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OMI vs. BAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OMI and BAX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

OMI vs. BAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owens & Minor, Inc. (OMI) and Baxter International Inc. (BAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OMI:

-0.81

BAX:

-0.26

Sortino Ratio

OMI:

-1.20

BAX:

-0.16

Omega Ratio

OMI:

0.84

BAX:

0.98

Calmar Ratio

OMI:

-0.69

BAX:

-0.13

Martin Ratio

OMI:

-1.53

BAX:

-0.54

Ulcer Index

OMI:

39.47%

BAX:

15.56%

Daily Std Dev

OMI:

76.42%

BAX:

32.59%

Max Drawdown

OMI:

-93.26%

BAX:

-68.86%

Current Drawdown

OMI:

-85.32%

BAX:

-62.48%

Fundamentals

Market Cap

OMI:

$537.06M

BAX:

$15.86B

EPS

OMI:

-$4.76

BAX:

-$0.52

PEG Ratio

OMI:

4.07

BAX:

2.00

PS Ratio

OMI:

0.05

BAX:

1.47

PB Ratio

OMI:

1.06

BAX:

2.24

Total Revenue (TTM)

OMI:

$10.72B

BAX:

$11.89B

Gross Profit (TTM)

OMI:

$2.08B

BAX:

$4.28B

EBITDA (TTM)

OMI:

$82.68M

BAX:

$214.00M

Returns By Period

In the year-to-date period, OMI achieves a -45.29% return, which is significantly lower than BAX's 9.86% return. Over the past 10 years, OMI has underperformed BAX with an annualized return of -13.12%, while BAX has yielded a comparatively higher -0.13% annualized return.


OMI

YTD

-45.29%

1M

3.62%

6M

-46.52%

1Y

-61.62%

5Y*

1.09%

10Y*

-13.12%

BAX

YTD

9.86%

1M

14.51%

6M

-5.90%

1Y

-8.29%

5Y*

-16.27%

10Y*

-0.13%

*Annualized

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Risk-Adjusted Performance

OMI vs. BAX — Risk-Adjusted Performance Rank

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

OMI
The Risk-Adjusted Performance Rank of OMI is 88
Overall Rank
The Sharpe Ratio Rank of OMI is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of OMI is 99
Sortino Ratio Rank
The Omega Ratio Rank of OMI is 99
Omega Ratio Rank
The Calmar Ratio Rank of OMI is 77
Calmar Ratio Rank
The Martin Ratio Rank of OMI is 55
Martin Ratio Rank

BAX
The Risk-Adjusted Performance Rank of BAX is 3535
Overall Rank
The Sharpe Ratio Rank of BAX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BAX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of BAX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of BAX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BAX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OMI vs. BAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens & Minor, Inc. (OMI) and Baxter International Inc. (BAX). 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.


The current OMI Sharpe Ratio is -0.81, which is lower than the BAX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of OMI and BAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

OMI vs. BAX - Dividend Comparison

OMI has not paid dividends to shareholders, while BAX's dividend yield for the trailing twelve months is around 2.89%.


TTM20242023202220212020201920182017201620152014
OMI
Owens & Minor, Inc.
0.00%0.00%0.00%0.00%0.03%0.04%0.23%13.51%5.47%2.89%2.81%2.85%
BAX
Baxter International Inc.
2.89%3.57%3.00%2.26%1.27%1.21%1.02%1.11%0.94%1.14%0.60%0.00%

Drawdowns

OMI vs. BAX - Drawdown Comparison

The maximum OMI drawdown since its inception was -93.26%, which is greater than BAX's maximum drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for OMI and BAX. For additional features, visit the drawdowns tool.


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Volatility

OMI vs. BAX - Volatility Comparison

Owens & Minor, Inc. (OMI) has a higher volatility of 20.00% compared to Baxter International Inc. (BAX) at 8.33%. This indicates that OMI's price experiences larger fluctuations and is considered to be riskier than BAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

OMI vs. BAX - Financials Comparison

This section allows you to compare key financial metrics between Owens & Minor, Inc. and Baxter International Inc.. 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


2.00B2.50B3.00B3.50B4.00B20212022202320242025
2.63B
2.63B
(OMI) Total Revenue
(BAX) Total Revenue
Values in USD except per share items

OMI vs. BAX - Profitability Comparison

The chart below illustrates the profitability comparison between Owens & Minor, Inc. and Baxter International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
20.0%
32.8%
(OMI) Gross Margin
(BAX) Gross Margin
OMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported a gross profit of 526.01M and revenue of 2.63B. Therefore, the gross margin over that period was 20.0%.

BAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported a gross profit of 861.00M and revenue of 2.63B. Therefore, the gross margin over that period was 32.8%.

OMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported an operating income of 124.00K and revenue of 2.63B, resulting in an operating margin of 0.0%.

BAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported an operating income of -40.00M and revenue of 2.63B, resulting in an operating margin of -1.5%.

OMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Owens & Minor, Inc. reported a net income of -24.98M and revenue of 2.63B, resulting in a net margin of -1.0%.

BAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Baxter International Inc. reported a net income of 320.00M and revenue of 2.63B, resulting in a net margin of 12.2%.