PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WST vs. XRAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WST and XRAY is 0.28, 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

WST vs. XRAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in West Pharmaceutical Services, Inc. (WST) and DENTSPLY SIRONA Inc. (XRAY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.92%
-24.81%
WST
XRAY

Key characteristics

Sharpe Ratio

WST:

-0.02

XRAY:

-1.06

Sortino Ratio

WST:

0.24

XRAY:

-1.32

Omega Ratio

WST:

1.04

XRAY:

0.78

Calmar Ratio

WST:

-0.02

XRAY:

-0.57

Martin Ratio

WST:

-0.04

XRAY:

-1.46

Ulcer Index

WST:

20.31%

XRAY:

28.77%

Daily Std Dev

WST:

38.75%

XRAY:

39.68%

Max Drawdown

WST:

-55.52%

XRAY:

-73.68%

Current Drawdown

WST:

-26.27%

XRAY:

-69.85%

Fundamentals

Market Cap

WST:

$24.99B

XRAY:

$3.88B

EPS

WST:

$6.73

XRAY:

-$2.03

PEG Ratio

WST:

6.44

XRAY:

1.00

Total Revenue (TTM)

WST:

$2.14B

XRAY:

$2.89B

Gross Profit (TTM)

WST:

$726.20M

XRAY:

$1.51B

EBITDA (TTM)

WST:

$535.00M

XRAY:

-$78.00M

Returns By Period

In the year-to-date period, WST achieves a 5.35% return, which is significantly higher than XRAY's 3.32% return. Over the past 10 years, WST has outperformed XRAY with an annualized return of 22.07%, while XRAY has yielded a comparatively lower -8.02% annualized return.


WST

YTD

5.35%

1M

3.56%

6M

19.92%

1Y

-4.28%

5Y*

17.23%

10Y*

22.07%

XRAY

YTD

3.32%

1M

3.54%

6M

-24.81%

1Y

-42.38%

5Y*

-18.66%

10Y*

-8.02%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WST vs. XRAY — Risk-Adjusted Performance Rank

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

WST
The Risk-Adjusted Performance Rank of WST is 4242
Overall Rank
The Sharpe Ratio Rank of WST is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WST is 3838
Sortino Ratio Rank
The Omega Ratio Rank of WST is 3939
Omega Ratio Rank
The Calmar Ratio Rank of WST is 4444
Calmar Ratio Rank
The Martin Ratio Rank of WST is 4444
Martin Ratio Rank

XRAY
The Risk-Adjusted Performance Rank of XRAY is 66
Overall Rank
The Sharpe Ratio Rank of XRAY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of XRAY is 66
Sortino Ratio Rank
The Omega Ratio Rank of XRAY is 44
Omega Ratio Rank
The Calmar Ratio Rank of XRAY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of XRAY is 66
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.

WST vs. XRAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for West Pharmaceutical Services, Inc. (WST) and DENTSPLY SIRONA Inc. (XRAY). 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 WST, currently valued at -0.02, compared to the broader market-2.000.002.00-0.02-1.06
The chart of Sortino ratio for WST, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.24-1.32
The chart of Omega ratio for WST, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.78
The chart of Calmar ratio for WST, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02-0.57
The chart of Martin ratio for WST, currently valued at -0.04, compared to the broader market-10.000.0010.0020.00-0.04-1.46
WST
XRAY

The current WST Sharpe Ratio is -0.02, which is higher than the XRAY Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of WST and XRAY, 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 Ratio-1.50-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-0.02
-1.06
WST
XRAY

Dividends

WST vs. XRAY - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.23%, less than XRAY's 3.26% yield.


TTM20242023202220212020201920182017201620152014
WST
West Pharmaceutical Services, Inc.
0.23%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%
XRAY
DENTSPLY SIRONA Inc.
3.26%3.37%1.57%1.57%0.77%0.76%0.66%0.95%0.53%0.54%0.48%0.50%

Drawdowns

WST vs. XRAY - Drawdown Comparison

The maximum WST drawdown since its inception was -55.52%, smaller than the maximum XRAY drawdown of -73.68%. Use the drawdown chart below to compare losses from any high point for WST and XRAY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-26.27%
-69.85%
WST
XRAY

Volatility

WST vs. XRAY - Volatility Comparison

The current volatility for West Pharmaceutical Services, Inc. (WST) is 6.59%, while DENTSPLY SIRONA Inc. (XRAY) has a volatility of 7.92%. This indicates that WST experiences smaller price fluctuations and is considered to be less risky than XRAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
6.59%
7.92%
WST
XRAY

Financials

WST vs. XRAY - Financials Comparison

This section allows you to compare key financial metrics between West Pharmaceutical Services, Inc. and DENTSPLY SIRONA Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab