RHHBY vs. MDT
RHHBY (Roche Holding AG) and MDT (Medtronic plc) are both stocks. Both are in the Healthcare sector — RHHBY in Drug Manufacturers - General, MDT in Medical Devices. Over the past 10 years, RHHBY returned 7.66%/yr vs 2.04%/yr for MDT. At a 0.26 correlation, their price movements are largely independent.
Performance
RHHBY vs. MDT - Performance Comparison
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Returns By Period
In the year-to-date period, RHHBY achieves a 1.04% return, which is significantly higher than MDT's -15.31% return. Over the past 10 years, RHHBY has outperformed MDT with an annualized return of 7.66%, while MDT has yielded a comparatively lower 2.04% annualized return.
RHHBY
- 1D
- -1.81%
- 1M
- -1.06%
- YTD
- 1.04%
- 6M
- 6.55%
- 1Y
- 27.52%
- 3Y*
- 12.73%
- 5Y*
- 4.71%
- 10Y*
- 7.66%
MDT
- 1D
- -1.20%
- 1M
- 5.96%
- YTD
- -15.31%
- 6M
- -19.07%
- 1Y
- -4.79%
- 3Y*
- 2.04%
- 5Y*
- -5.25%
- 10Y*
- 2.04%
RHHBY vs. MDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 1.04% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
MDT Medtronic plc | -15.31% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
Correlation
The correlation between RHHBY and MDT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
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 3, 2001 | 0.26 |
Fundamentals
RHHBY:
$5.42
MDT:
$3.58
RHHBY:
9.33
MDT:
22.52
RHHBY:
1.51
MDT:
2.93
RHHBY:
$107.65B
MDT:
$35.48B
RHHBY:
$79.28B
MDT:
$5.78B
RHHBY:
$31.01B
MDT:
$7.11B
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Return for Risk
RHHBY vs. MDT — Risk / Return Rank
RHHBY
MDT
RHHBY vs. MDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) and Medtronic plc (MDT). 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.
| RHHBY | MDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.17 | +1.59 |
| Martin ratioReturn relative to average drawdown | 3.49 | -0.43 | +3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RHHBY | MDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.23 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.24 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.09 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.47 | -0.12 |
Drawdowns
RHHBY vs. MDT - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for RHHBY and MDT.
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Drawdown Indicators
| RHHBY | MDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -57.63% | +11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -28.90% | +9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -28.90% | +5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -45.10% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -45.10% | +4.22% |
Current DrawdownCurrent decline from peak | -13.99% | -30.81% | +16.82% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -16.54% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 11.17% | -3.26% |
Volatility
RHHBY vs. MDT - Volatility Comparison
The current volatility for Roche Holding AG (RHHBY) is 8.10%, while Medtronic plc (MDT) has a volatility of 10.04%. This indicates that RHHBY experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RHHBY | MDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 10.04% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 16.19% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.48% | 20.95% | +6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 21.93% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 23.24% | -0.66% |
Dividends
RHHBY vs. MDT - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.07%, less than MDT's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.52% | 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 | 3.07% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
RHHBY vs. MDT - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG and Medtronic plc. 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
RHHBY and MDT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDT has higher volatility (10.04%) compared to RHHBY (8.10%). In terms of maximum drawdown, RHHBY dropped -45.73% vs MDT's -57.63%.
RHHBY currently has the higher Sharpe Ratio (1.01 vs -0.23), 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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