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PEN vs. BSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PEN and BSX is 0.57, 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

PEN vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penumbra, Inc. (PEN) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PEN:

1.00

BSX:

1.91

Sortino Ratio

PEN:

1.52

BSX:

2.47

Omega Ratio

PEN:

1.18

BSX:

1.40

Calmar Ratio

PEN:

0.66

BSX:

2.85

Martin Ratio

PEN:

4.54

BSX:

11.63

Ulcer Index

PEN:

7.59%

BSX:

3.81%

Daily Std Dev

PEN:

39.71%

BSX:

22.26%

Max Drawdown

PEN:

-62.64%

BSX:

-89.15%

Current Drawdown

PEN:

-18.42%

BSX:

-0.13%

Fundamentals

Market Cap

PEN:

$10.66B

BSX:

$155.14B

EPS

PEN:

$1.07

BSX:

$1.37

PE Ratio

PEN:

257.31

BSX:

76.54

PEG Ratio

PEN:

-62.27

BSX:

2.58

PS Ratio

PEN:

8.60

BSX:

8.84

PB Ratio

PEN:

8.79

BSX:

6.98

Total Revenue (TTM)

PEN:

$1.24B

BSX:

$17.55B

Gross Profit (TTM)

PEN:

$787.25M

BSX:

$11.79B

EBITDA (TTM)

PEN:

$72.64M

BSX:

$4.09B

Returns By Period

The year-to-date returns for both investments are quite close, with PEN having a 18.19% return and BSX slightly higher at 18.72%.


PEN

YTD

18.19%

1M

1.04%

6M

18.01%

1Y

39.27%

5Y*

10.43%

10Y*

N/A

BSX

YTD

18.72%

1M

11.33%

6M

21.90%

1Y

42.24%

5Y*

25.01%

10Y*

19.38%

*Annualized

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Risk-Adjusted Performance

PEN vs. BSX — Risk-Adjusted Performance Rank

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

PEN
The Risk-Adjusted Performance Rank of PEN is 7979
Overall Rank
The Sharpe Ratio Rank of PEN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PEN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PEN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PEN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PEN is 8585
Martin Ratio Rank

BSX
The Risk-Adjusted Performance Rank of BSX is 9494
Overall Rank
The Sharpe Ratio Rank of BSX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9696
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.

PEN vs. BSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penumbra, Inc. (PEN) and Boston Scientific Corporation (BSX). 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 PEN Sharpe Ratio is 1.00, which is lower than the BSX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PEN and BSX, 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

PEN vs. BSX - Dividend Comparison

Neither PEN nor BSX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PEN vs. BSX - Drawdown Comparison

The maximum PEN drawdown since its inception was -62.64%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for PEN and BSX. For additional features, visit the drawdowns tool.


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Volatility

PEN vs. BSX - Volatility Comparison

Penumbra, Inc. (PEN) has a higher volatility of 10.58% compared to Boston Scientific Corporation (BSX) at 5.81%. This indicates that PEN's price experiences larger fluctuations and is considered to be riskier than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PEN vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Penumbra, Inc. and Boston Scientific Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
324.14M
4.66B
(PEN) Total Revenue
(BSX) Total Revenue
Values in USD except per share items

PEN vs. BSX - Profitability Comparison

The chart below illustrates the profitability comparison between Penumbra, Inc. and Boston Scientific Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%20212022202320242025
66.6%
68.8%
(PEN) Gross Margin
(BSX) Gross Margin
PEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported a gross profit of 215.88M and revenue of 324.14M. Therefore, the gross margin over that period was 66.6%.

BSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Boston Scientific Corporation reported a gross profit of 3.21B and revenue of 4.66B. Therefore, the gross margin over that period was 68.8%.

PEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported an operating income of 40.35M and revenue of 324.14M, resulting in an operating margin of 12.5%.

BSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Boston Scientific Corporation reported an operating income of 921.00M and revenue of 4.66B, resulting in an operating margin of 19.8%.

PEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported a net income of 39.22M and revenue of 324.14M, resulting in a net margin of 12.1%.

BSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Boston Scientific Corporation reported a net income of 674.00M and revenue of 4.66B, resulting in a net margin of 14.5%.