SIG vs. MDT
SIG (Signet Jewelers Limited) and MDT (Medtronic plc) are both stocks. SIG operates in Luxury Goods (Consumer Cyclical), while MDT operates in Medical Devices (Healthcare). Over the past 10 years, SIG returned 2.83%/yr vs 2.00%/yr for MDT. At a 0.19 correlation, their price movements are largely independent.
Performance
SIG vs. MDT - Performance Comparison
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Returns By Period
In the year-to-date period, SIG achieves a 9.70% return, which is significantly higher than MDT's -15.83% return. Over the past 10 years, SIG has outperformed MDT with an annualized return of 2.83%, while MDT has yielded a comparatively lower 2.00% annualized return.
SIG
- 1D
- -1.63%
- 1M
- 18.77%
- YTD
- 9.70%
- 6M
- 3.75%
- 1Y
- 19.68%
- 3Y*
- 17.13%
- 5Y*
- 5.20%
- 10Y*
- 2.83%
MDT
- 1D
- -0.16%
- 1M
- 5.32%
- YTD
- -15.83%
- 6M
- -18.44%
- 1Y
- -5.18%
- 3Y*
- 1.02%
- 5Y*
- -5.47%
- 10Y*
- 2.00%
SIG vs. MDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 9.70% | 4.46% | -23.85% | 59.64% | -20.96% | 220.69% | 27.22% | -26.28% | -42.19% | -38.94% |
MDT Medtronic plc | -15.83% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
Correlation
The correlation between SIG and MDT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 1994 | 0.19 |
Fundamentals
SIG:
$3.65B
MDT:
$103.31B
SIG:
$7.11
MDT:
$3.58
SIG:
12.70
MDT:
22.38
SIG:
0.05
MDT:
2.02
SIG:
0.54
MDT:
2.91
SIG:
$6.83B
MDT:
$35.48B
SIG:
$2.66B
MDT:
$5.78B
SIG:
$601.70M
MDT:
$7.11B
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Return for Risk
SIG vs. MDT — Risk / Return Rank
SIG
MDT
SIG vs. MDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIG | MDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.23 | +0.76 |
| Martin ratioReturn relative to average drawdown | 1.24 | -0.56 | +1.80 |
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Drawdowns
SIG vs. MDT - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for SIG and MDT.
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Drawdown Indicators
| SIG | MDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.53% | -57.63% | -37.90% |
Max Drawdown (1Y)Largest decline over 1 year | -29.73% | -28.90% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -57.12% | -28.90% | -28.22% |
Max Drawdown (5Y)Largest decline over 5 years | -57.12% | -45.10% | -12.02% |
Max Drawdown (10Y)Largest decline over 10 years | -93.23% | -45.10% | -48.13% |
Current DrawdownCurrent decline from peak | -26.24% | -31.23% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -31.47% | -16.55% | -14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 11.52% | +1.34% |
Volatility
SIG vs. MDT - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 14.22% compared to Medtronic plc (MDT) at 9.32%. This indicates that SIG's price experiences larger fluctuations and is considered to be riskier 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
| SIG | MDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 9.32% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 35.06% | 16.28% | +18.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.81% | 21.07% | +25.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.06% | 21.93% | +31.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.30% | 23.25% | +42.05% |
Dividends
SIG vs. MDT - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 1.45%, less than MDT's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.54% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
SIG Signet Jewelers Limited | 1.45% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
Financials
SIG vs. MDT - Financials Comparison
This section allows you to compare key financial metrics between Signet Jewelers Limited 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
SIG and MDT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIG has higher volatility (14.22%) compared to MDT (9.32%). In terms of maximum drawdown, SIG dropped -95.53% vs MDT's -57.63%.
SIG currently has the higher Sharpe Ratio (0.34 vs -0.31), 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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