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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%JulyAugustSeptemberOctoberNovemberDecember
-0.30%
-24.97%
WST
XRAY

Key characteristics

Sharpe Ratio

WST:

-0.17

XRAY:

-1.14

Sortino Ratio

WST:

0.03

XRAY:

-1.48

Omega Ratio

WST:

1.00

XRAY:

0.75

Calmar Ratio

WST:

-0.16

XRAY:

-0.61

Martin Ratio

WST:

-0.34

XRAY:

-1.56

Ulcer Index

WST:

19.61%

XRAY:

28.80%

Daily Std Dev

WST:

38.79%

XRAY:

39.45%

Max Drawdown

WST:

-55.52%

XRAY:

-73.68%

Current Drawdown

WST:

-29.58%

XRAY:

-71.11%

Fundamentals

Market Cap

WST:

$24.21B

XRAY:

$3.81B

EPS

WST:

$6.75

XRAY:

-$2.03

PEG Ratio

WST:

6.24

XRAY:

0.98

Total Revenue (TTM)

WST:

$2.88B

XRAY:

$3.90B

Gross Profit (TTM)

WST:

$1.00B

XRAY:

$1.04B

EBITDA (TTM)

WST:

$743.90M

XRAY:

-$62.00M

Returns By Period

In the year-to-date period, WST achieves a -6.18% return, which is significantly higher than XRAY's -45.82% return. Over the past 10 years, WST has outperformed XRAY with an annualized return of 20.43%, while XRAY has yielded a comparatively lower -9.08% annualized return.


WST

YTD

-6.18%

1M

4.10%

6M

-0.30%

1Y

-6.92%

5Y*

17.27%

10Y*

20.43%

XRAY

YTD

-45.82%

1M

0.96%

6M

-24.97%

1Y

-45.04%

5Y*

-18.81%

10Y*

-9.08%

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Risk-Adjusted Performance

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 -0.17, compared to the broader market-4.00-2.000.002.00-0.17-1.14
The chart of Sortino ratio for WST, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03-1.48
The chart of Omega ratio for WST, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.75
The chart of Calmar ratio for WST, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.61
The chart of Martin ratio for WST, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.34-1.56
WST
XRAY

The current WST Sharpe Ratio is -0.17, which is higher than the XRAY Sharpe Ratio of -1.14. 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-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
-1.14
WST
XRAY

Dividends

WST vs. XRAY - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.25%, less than XRAY's 3.27% yield.


TTM20232022202120202019201820172016201520142013
WST
West Pharmaceutical Services, Inc.
0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%0.78%
XRAY
DENTSPLY SIRONA Inc.
3.27%1.57%1.57%0.77%0.76%0.66%0.95%0.53%0.54%0.48%0.50%0.52%

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%JulyAugustSeptemberOctoberNovemberDecember
-29.58%
-71.11%
WST
XRAY

Volatility

WST vs. XRAY - Volatility Comparison

The current volatility for West Pharmaceutical Services, Inc. (WST) is 6.26%, while DENTSPLY SIRONA Inc. (XRAY) has a volatility of 7.95%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.26%
7.95%
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
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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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