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SNN vs. BSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNN and BSX is 0.30, 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.


-0.50.00.51.00.3

Performance

SNN vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith & Nephew plc (SNN) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-9.93%
26.05%
SNN
BSX

Key characteristics

Sharpe Ratio

SNN:

-0.20

BSX:

3.57

Sortino Ratio

SNN:

-0.09

BSX:

4.89

Omega Ratio

SNN:

0.99

BSX:

1.65

Calmar Ratio

SNN:

-0.10

BSX:

8.63

Martin Ratio

SNN:

-0.43

BSX:

35.79

Ulcer Index

SNN:

11.71%

BSX:

1.73%

Daily Std Dev

SNN:

25.90%

BSX:

17.31%

Max Drawdown

SNN:

-55.20%

BSX:

-89.15%

Current Drawdown

SNN:

-44.44%

BSX:

0.00%

Fundamentals

Market Cap

SNN:

$11.03B

BSX:

$145.41B

EPS

SNN:

$0.71

BSX:

$1.21

PE Ratio

SNN:

35.62

BSX:

81.54

PEG Ratio

SNN:

0.42

BSX:

1.79

Total Revenue (TTM)

SNN:

$2.83B

BSX:

$12.19B

Gross Profit (TTM)

SNN:

$1.97B

BSX:

$8.13B

EBITDA (TTM)

SNN:

$520.00M

BSX:

$2.85B

Returns By Period

In the year-to-date period, SNN achieves a 2.89% return, which is significantly lower than BSX's 10.46% return. Over the past 10 years, SNN has underperformed BSX with an annualized return of -1.35%, while BSX has yielded a comparatively higher 20.93% annualized return.


SNN

YTD

2.89%

1M

1.61%

6M

-9.74%

1Y

-7.26%

5Y*

-10.28%

10Y*

-1.35%

BSX

YTD

10.46%

1M

10.92%

6M

26.05%

1Y

61.90%

5Y*

17.58%

10Y*

20.93%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SNN vs. BSX — Risk-Adjusted Performance Rank

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

SNN
The Risk-Adjusted Performance Rank of SNN is 3434
Overall Rank
The Sharpe Ratio Rank of SNN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SNN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SNN is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SNN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SNN is 3838
Martin Ratio Rank

BSX
The Risk-Adjusted Performance Rank of BSX is 9999
Overall Rank
The Sharpe Ratio Rank of BSX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSX is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNN vs. BSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith & Nephew plc (SNN) 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.


Sharpe ratio
The chart of Sharpe ratio for SNN, currently valued at -0.20, compared to the broader market-2.000.002.004.00-0.203.57
The chart of Sortino ratio for SNN, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.094.89
The chart of Omega ratio for SNN, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.65
The chart of Calmar ratio for SNN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.108.63
The chart of Martin ratio for SNN, currently valued at -0.43, compared to the broader market-10.000.0010.0020.0030.00-0.4335.79
SNN
BSX

The current SNN Sharpe Ratio is -0.20, which is lower than the BSX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of SNN 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.20
3.57
SNN
BSX

Dividends

SNN vs. BSX - Dividend Comparison

SNN's dividend yield for the trailing twelve months is around 2.97%, while BSX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SNN
Smith & Nephew plc
2.97%3.05%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%
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

SNN vs. BSX - Drawdown Comparison

The maximum SNN drawdown since its inception was -55.20%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for SNN and BSX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.44%
0
SNN
BSX

Volatility

SNN vs. BSX - Volatility Comparison

The current volatility for Smith & Nephew plc (SNN) is 5.72%, while Boston Scientific Corporation (BSX) has a volatility of 6.18%. This indicates that SNN 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.72%
6.18%
SNN
BSX

Financials

SNN vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Smith & Nephew plc 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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