UPS vs. MDT
UPS (United Parcel Service, Inc.) and MDT (Medtronic plc) are both stocks. UPS operates in Integrated Freight & Logistics (Industrials), while MDT operates in Medical Devices (Healthcare). Over the past 10 years, UPS returned 4.31%/yr vs 2.00%/yr for MDT. At a 0.36 correlation, their price movements are largely independent.
Performance
UPS vs. MDT - Performance Comparison
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Returns By Period
In the year-to-date period, UPS achieves a 12.37% return, which is significantly higher than MDT's -15.83% return. Over the past 10 years, UPS has outperformed MDT with an annualized return of 4.31%, while MDT has yielded a comparatively lower 2.00% annualized return.
UPS
- 1D
- -0.51%
- 1M
- 11.11%
- YTD
- 12.37%
- 6M
- 10.44%
- 1Y
- 15.53%
- 3Y*
- -9.66%
- 5Y*
- -7.78%
- 10Y*
- 4.31%
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%
UPS vs. MDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 12.37% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
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 UPS 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 | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 1999 | 0.36 |
The correlation between UPS and MDT shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
UPS:
$91.89B
MDT:
$103.31B
UPS:
$6.18
MDT:
$3.58
UPS:
17.49
MDT:
22.38
UPS:
1.04
MDT:
2.91
UPS:
$88.34B
MDT:
$35.48B
UPS:
$16.03B
MDT:
$5.78B
UPS:
$10.63B
MDT:
$7.11B
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Return for Risk
UPS vs. MDT — Risk / Return Rank
UPS
MDT
UPS vs. MDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.
| UPS | MDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.96 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.23 | +0.94 |
| Martin ratioReturn relative to average drawdown | 1.22 | -0.56 | +1.78 |
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Drawdowns
UPS vs. MDT - Drawdown Comparison
The maximum UPS drawdown since its inception was -57.92%, roughly equal to the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for UPS and MDT.
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Drawdown Indicators
| UPS | MDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -57.63% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | -28.90% | +8.62% |
Max Drawdown (3Y)Largest decline over 3 years | -50.71% | -28.90% | -21.81% |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | -45.10% | -12.82% |
Max Drawdown (10Y)Largest decline over 10 years | -57.92% | -45.10% | -12.82% |
Current DrawdownCurrent decline from peak | -42.22% | -31.23% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -16.55% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 11.52% | +0.41% |
Volatility
UPS vs. MDT - Volatility Comparison
United Parcel Service, Inc. (UPS) and Medtronic plc (MDT) have volatilities of 9.06% and 9.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UPS | MDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 9.32% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 16.28% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.72% | 21.07% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 21.93% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 23.25% | +4.36% |
Dividends
UPS vs. MDT - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 6.07%, more 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% |
UPS United Parcel Service, Inc. | 6.07% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Financials
UPS vs. MDT - Financials Comparison
This section allows you to compare key financial metrics between United Parcel Service, Inc. 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
UPS 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 (9.32%) compared to UPS (9.06%). In terms of maximum drawdown, UPS dropped -57.92% vs MDT's -57.63%.
UPS currently has the higher Sharpe Ratio (0.49 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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