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PHIA.AS vs. BSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PHIA.AS vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Koninklijke Philips NV (PHIA.AS) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

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PHIA.AS vs. BSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHIA.AS
Koninklijke Philips NV
1.55%-0.90%24.16%65.17%-55.66%-23.81%5.01%44.00%0.29%11.43%
BSX
Boston Scientific Corporation
-33.98%-5.92%64.71%21.19%15.67%27.00%-27.05%30.85%49.25%0.52%
Different Trading Currencies

PHIA.AS is traded in EUR, while BSX is traded in USD. To make them comparable, the BSX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHIA.AS achieves a 1.55% return, which is significantly higher than BSX's -33.98% return. Over the past 10 years, PHIA.AS has underperformed BSX with an annualized return of 3.66%, while BSX has yielded a comparatively higher 12.42% annualized return.


PHIA.AS

1D
1.11%
1M
-10.27%
YTD
1.55%
6M
1.20%
1Y
4.62%
3Y*
19.73%
5Y*
-9.09%
10Y*
3.66%

BSX

1D
-1.30%
1M
-17.80%
YTD
-33.98%
6M
-34.40%
1Y
-42.86%
3Y*
5.12%
5Y*
10.35%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHIA.AS vs. BSX — Risk / Return Rank

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

PHIA.AS
PHIA.AS Risk / Return Rank: 5050
Overall Rank
PHIA.AS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PHIA.AS Sortino Ratio Rank: 4040
Sortino Ratio Rank
PHIA.AS Omega Ratio Rank: 3939
Omega Ratio Rank
PHIA.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
PHIA.AS Martin Ratio Rank: 6565
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 33
Overall Rank
BSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 44
Sortino Ratio Rank
BSX Omega Ratio Rank: 33
Omega Ratio Rank
BSX Calmar Ratio Rank: 77
Calmar Ratio Rank
BSX Martin Ratio Rank: 00
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.

PHIA.AS vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips NV (PHIA.AS) 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.


PHIA.ASBSXDifference

Sharpe ratio

Return per unit of total volatility

0.15

-1.34

+1.49

Sortino ratio

Return per unit of downside risk

0.45

-1.84

+2.29

Omega ratio

Gain probability vs. loss probability

1.06

0.73

+0.33

Calmar ratio

Return relative to maximum drawdown

1.06

-0.98

+2.04

Martin ratio

Return relative to average drawdown

2.90

-2.54

+5.44

PHIA.AS vs. BSX - Sharpe Ratio Comparison

The current PHIA.AS Sharpe Ratio is 0.15, which is higher than the BSX Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of PHIA.AS 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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Sharpe Ratios by Period


PHIA.ASBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-1.34

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.43

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.46

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.26

-0.04

Correlation

The correlation between PHIA.AS and BSX is 0.25, 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.


Dividends

PHIA.AS vs. BSX - Dividend Comparison

PHIA.AS's dividend yield for the trailing twelve months is around 3.60%, while BSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PHIA.AS
Koninklijke Philips NV
3.60%3.66%3.60%4.36%6.07%2.59%2.14%1.95%2.59%2.54%2.76%3.40%
BSX
Boston Scientific Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PHIA.AS vs. BSX - Drawdown Comparison

The maximum PHIA.AS drawdown since its inception was -77.22%, which is greater than BSX's maximum drawdown of -68.69%. Use the drawdown chart below to compare losses from any high point for PHIA.AS and BSX.


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Drawdown Indicators


PHIA.ASBSXDifference

Max Drawdown

Largest peak-to-trough decline

-77.22%

-89.15%

+11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.19%

-42.67%

+25.48%

Max Drawdown (5Y)

Largest decline over 5 years

-74.79%

-42.67%

-32.12%

Max Drawdown (10Y)

Largest decline over 10 years

-74.79%

-43.49%

-31.30%

Current Drawdown

Current decline from peak

-39.95%

-42.67%

+2.72%

Average Drawdown

Average peak-to-trough decline

-35.13%

-38.71%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

15.18%

-8.90%

Volatility

PHIA.AS vs. BSX - Volatility Comparison

The current volatility for Koninklijke Philips NV (PHIA.AS) is 7.91%, while Boston Scientific Corporation (BSX) has a volatility of 11.27%. This indicates that PHIA.AS experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHIA.ASBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

11.27%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

26.96%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.56%

32.19%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.48%

24.19%

+11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

27.07%

+3.11%

Financials

PHIA.AS vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Koninklijke Philips NV 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


Please note, different currencies. PHIA.AS values in EUR, BSX values in USD