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RMD vs. DHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RMDDHR
YTD Return45.05%3.90%
1Y Return74.59%22.77%
3Y Return (Ann)-0.12%-3.51%
5Y Return (Ann)12.18%15.20%
10Y Return (Ann)18.41%21.75%
Sharpe Ratio2.000.98
Sortino Ratio2.851.62
Omega Ratio1.411.19
Calmar Ratio1.450.67
Martin Ratio14.234.71
Ulcer Index5.18%4.69%
Daily Std Dev36.94%22.49%
Max Drawdown-61.60%-65.35%
Current Drawdown-14.47%-17.65%

Fundamentals


RMDDHR
Market Cap$36.29B$173.06B
EPS$7.54$5.30
PE Ratio32.7945.21
PEG Ratio1.892.86
Total Revenue (TTM)$4.81B$20.03B
Gross Profit (TTM)$2.75B$11.94B
EBITDA (TTM)$1.76B$6.53B

Correlation

-0.50.00.51.00.3

The correlation between RMD and DHR is 0.34, 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.

Performance

RMD vs. DHR - Performance Comparison

In the year-to-date period, RMD achieves a 45.05% return, which is significantly higher than DHR's 3.90% return. Over the past 10 years, RMD has underperformed DHR with an annualized return of 18.41%, while DHR has yielded a comparatively higher 21.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.56%
-8.87%
RMD
DHR

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Risk-Adjusted Performance

RMD vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ResMed Inc. (RMD) and Danaher Corporation (DHR). 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.


RMD
Sharpe ratio
The chart of Sharpe ratio for RMD, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.00
Sortino ratio
The chart of Sortino ratio for RMD, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for RMD, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for RMD, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for RMD, currently valued at 14.23, compared to the broader market0.0010.0020.0030.0014.23
DHR
Sharpe ratio
The chart of Sharpe ratio for DHR, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98
Sortino ratio
The chart of Sortino ratio for DHR, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.006.001.62
Omega ratio
The chart of Omega ratio for DHR, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for DHR, currently valued at 0.67, compared to the broader market0.002.004.006.000.67
Martin ratio
The chart of Martin ratio for DHR, currently valued at 4.71, compared to the broader market0.0010.0020.0030.004.71

RMD vs. DHR - Sharpe Ratio Comparison

The current RMD Sharpe Ratio is 2.00, which is higher than the DHR Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RMD and DHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.00
0.98
RMD
DHR

Dividends

RMD vs. DHR - Dividend Comparison

RMD's dividend yield for the trailing twelve months is around 0.82%, more than DHR's 0.44% yield.


TTM20232022202120202019201820172016201520142013
RMD
ResMed Inc.
0.82%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%
DHR
Danaher Corporation
0.44%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

Drawdowns

RMD vs. DHR - Drawdown Comparison

The maximum RMD drawdown since its inception was -61.60%, smaller than the maximum DHR drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for RMD and DHR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.47%
-17.65%
RMD
DHR

Volatility

RMD vs. DHR - Volatility Comparison

ResMed Inc. (RMD) has a higher volatility of 8.72% compared to Danaher Corporation (DHR) at 6.49%. This indicates that RMD's price experiences larger fluctuations and is considered to be riskier than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
6.49%
RMD
DHR

Financials

RMD vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between ResMed Inc. and Danaher 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



Values in USD except per share items