PortfoliosLab logoPortfoliosLab logo
SLG vs. BSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLG vs. BSX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SLG achieves a 18.80% return, which is significantly higher than BSX's -50.99% return. Over the past 10 years, SLG has underperformed BSX with an annualized return of -2.74%, while BSX has yielded a comparatively higher 6.81% annualized return.


SLG

1D
-1.27%
1M
-0.92%
6M
21.69%
YTD
18.80%
1Y
-0.37%
3Y*
19.45%
5Y*
-0.86%
10Y*
-2.74%
ALL TIME*
6.92%

BSX

1D
1.59%
1M
3.52%
6M
-50.04%
YTD
-50.99%
1Y
-55.67%
3Y*
-3.43%
5Y*
0.49%
10Y*
6.81%
ALL TIME*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.03B$866.01M$1.00B
$66.86M$56.34M$55.63M

SLG vs. BSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLG
SL Green Realty Corp.
18.80%-29.03%58.26%48.75%-50.94%22.86%-29.14%20.96%-18.80%-3.25%
BSX
Boston Scientific Corporation
-50.99%6.75%54.51%24.94%8.92%18.16%-20.50%27.96%42.56%14.61%

Correlation

The correlation between SLG and BSX is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 15, 1997

0.24

The correlation between SLG and BSX shifts across timeframes, from 0.05 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SLG:

$3.76B

BSX:

$69.46B

EPS

SLG:

-$2.29

BSX:

$2.38

PS Ratio

SLG:

3.85

BSX:

3.39

PB Ratio

SLG:

1.27

BSX:

2.70

Total Revenue (TTM)

SLG:

$1.04B

BSX:

$20.62B

Gross Profit (TTM)

SLG:

$530.86M

BSX:

$14.52B

EBITDA (TTM)

SLG:

$492.41M

BSX:

$4.76B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLG vs. BSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SLG
SLG Risk / Return Rank: 4040
Overall Rank
SLG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 3737
Sortino Ratio Rank
SLG Omega Ratio Rank: 3737
Omega Ratio Rank
SLG Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLG Martin Ratio Rank: 4343
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 33
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 11
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 77
Calmar Ratio Rank
BSX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SLG vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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.

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.


SLGBSXDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.02

0.66

+0.36

Calmar ratioReturn relative to maximum drawdown

-0.07

-0.92

+0.85

Martin ratioReturn relative to average drawdown

-0.11

-1.64

+1.54

SLG vs. BSX - Sharpe Ratio Comparison

The current SLG Sharpe Ratio is -0.08, which is higher than the BSX Sharpe Ratio of -1.55. The chart below compares the historical Sharpe Ratios of SLG and BSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SLG vs. BSX - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than BSX's maximum drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for SLG and BSX.


Loading charts...

Drawdown Indicators


SLGBSXDifference

Max Drawdown

Largest peak-to-trough decline

-94.02%

-89.15%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-60.58%

+15.18%

Max Drawdown (3Y)

Largest decline over 3 years

-53.91%

-60.58%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-74.27%

-60.58%

-13.69%

Max Drawdown (10Y)

Largest decline over 10 years

-77.70%

-60.58%

-17.12%

Current Drawdown

Current decline from peak

-31.98%

-56.79%

+24.81%

Average Drawdown

Average peak-to-trough decline

-27.47%

-38.83%

+11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.27%

33.75%

-6.48%

Volatility

SLG vs. BSX - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 11.09% compared to Boston Scientific Corporation (BSX) at 9.18%. This indicates that SLG'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.


Loading charts...

Volatility by Period


SLGBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

9.18%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

29.37%

33.80%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.11%

35.80%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.68%

25.98%

+17.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.39%

27.43%

+14.96%

Dividends

SLG vs. BSX - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.28%, while BSX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SLG
SL Green Realty Corp.
4.28%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%

Financials

SLG vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. 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


Values in USD except per share items

SLG vs. BSX - Profitability Comparison

The chart below illustrates the profitability comparison between SL Green Realty Corp. 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

SLG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a gross profit of 221.57M and revenue of 264.00M. Therefore, the gross margin over that period was 83.9%.

BSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Boston Scientific Corporation reported a gross profit of 3.61B and revenue of 5.20B. Therefore, the gross margin over that period was 69.4%.

SLG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported an operating income of 198.79M and revenue of 264.00M, resulting in an operating margin of 75.3%.

BSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Boston Scientific Corporation reported an operating income of 1.07B and revenue of 5.20B, resulting in an operating margin of 20.6%.

SLG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a net income of -26.50M and revenue of 264.00M, resulting in a net margin of -10.0%.

BSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Boston Scientific Corporation reported a net income of 1.34B and revenue of 5.20B, resulting in a net margin of 25.7%.


Frequently Asked Questions


SLG and BSX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLG has higher volatility (11.09%) compared to BSX (9.18%). In terms of maximum drawdown, SLG dropped -94.02% vs BSX's -89.15%.

SLG currently has the higher Sharpe Ratio (-0.08 vs -1.55), 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.

Portfolio Optimizer

Find the right allocation for SLG and BSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer