Boston Scientific Corp

10-Year Study

BSX.US · Healthcare · US · Common Stock

Executive Summary: Boston Scientific Corp has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 41.6% and an annualized volatility of 33.6%.

1Y CAGR
-42.4%
3Y CAGR
+7.4%
5Y CAGR
+8.5%
10Y CAGR
+10.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
41.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +54.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -33.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.9-17.8-18.31.1————————-33.5%
202514.61.4-2.82.02.32.0-2.30.6-7.53.20.9-6.16.8%
20249.44.73.44.95.11.9-4.110.72.50.37.9-1.554.5%
2023-0.01.07.14.2-1.25.1-4.14.0-2.1-3.09.23.424.9%
20221.03.00.3-4.9-2.6-9.110.1-1.8-3.911.35.02.28.9%
2021-1.49.4-0.312.8-2.40.56.6-1.0-3.9-0.6-11.711.618.2%
2020-7.4-10.7-12.714.91.4-7.69.96.4-6.9-10.3-3.38.4-20.5%
20198.05.2-4.3-3.33.511.9-1.20.6-4.82.53.74.628.0%
201812.8-2.50.25.15.87.62.85.88.3-6.14.2-6.242.6%
201711.22.01.36.12.52.6-4.03.55.9-3.5-6.6-5.714.6%
2016———16.53.62.93.9-1.9-0.1-7.6-7.05.715.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 33.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.3% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111653.375863902182
2016-05-0112073.36523125997
2016-06-0112424.242424242426
2016-07-0112908.027644869751
2016-08-0112663.47687400319
2016-09-0112652.844231791601
2016-10-0111695.90643274854
2016-11-0110877.192982456141
2016-12-0111499.20255183413
2017-01-0112791.068580542264
2017-02-0113051.568314726212
2017-03-0113221.690590111642
2017-04-0114024.455077086657
2017-05-0114370.015948963319
2017-06-0114736.84210526316
2017-07-0114152.046783625734
2017-08-0114646.464646464647
2017-09-0115507.708665603404
2017-10-0114960.12759170654
2017-11-0113971.29186602871
2017-12-0113179.160021265287
2018-01-0114864.433811802233
2018-02-0114492.2913343966
2018-03-0114524.189261031368
2018-04-0115268.474215842638
2018-05-0116156.299840510368
2018-06-0117384.370015948967
2018-07-0117868.15523657629
2018-08-0118904.837852206274
2018-09-0120467.83625730994
2018-10-0119213.184476342372
2018-11-0120026.581605528976
2018-12-0118787.87878787879
2019-01-0120281.765018607122
2019-02-0121329.080276448698
2019-03-0120404.040404040406
2019-04-0119734.18394471026
2019-05-0120419.989367357786
2019-06-0122849.54811270601
2019-07-0122573.09941520468
2019-08-0122716.64008506114
2019-09-0121632.110579479002
2019-10-0122169.059011164278
2019-11-0122993.088782562467
2019-12-0124040.40404040404
2020-01-0122259.436469962788
2020-02-0119877.72461456672
2020-03-0117347.155768208402
2020-04-0119925.571504518874
2020-05-0120196.703880914407
2020-06-0118665.60340244551
2020-07-0120505.050505050505
2020-08-0121807.54917597023
2020-09-0120313.662945241893
2020-10-0118219.03242955875
2020-11-0117623.60446570973
2020-12-0119112.174375332273
2021-01-0118841.041998936736
2021-02-0120616.6932482722
2021-03-0120547.581073896865
2021-04-0123179.160021265285
2021-05-0122620.94630515683
2021-06-0122732.589048378522
2021-07-0124242.424242424244
2021-08-0124003.18979266348
2021-09-0123067.517278043597
2021-10-0122929.292929292933
2021-11-0120239.234449760766
2021-12-0122583.732057416266
2022-01-0122807.01754385965
2022-02-0123482.19032429559
2022-03-0123545.98617756513
2022-04-0122387.028176501863
2022-05-0121802.232854864436
2022-06-0119813.928761297186
2022-07-0121823.49813928761
2022-08-0121430.0903774588
2022-09-0120590.11164274322
2022-10-0122918.660287081344
2022-11-0124066.98564593302
2022-12-0124598.617756512496
2023-01-0124587.985114300904
2023-02-0124837.85220627326
2023-03-0126597.554492291336
2023-04-0127708.665603402445
2023-05-0127368.42105263158
2023-06-0128755.980861244025
2023-07-0127565.124933545987
2023-08-0128676.2360446571
2023-09-0128070.17543859649
2023-10-0127214.24774056353
2023-11-0129712.918660287083
2023-12-0130733.652312599683
2024-01-0133631.04731525784
2024-02-0135199.362041467306
2024-03-0136411.483253588514
2024-04-0138208.39978734716
2024-05-0140175.43859649122
2024-06-0140940.988835725686
2024-07-0139276.98032961191
2024-08-0143482.190324295596
2024-09-0144550.77086656034
2024-10-0144667.72993088783
2024-11-0148197.76714513557
2024-12-0147485.380116959066
2025-01-0154417.86283891547
2025-02-0155178.09675704413
2025-03-0153631.04731525785
2025-04-0154688.99521531101
2025-05-0155959.59595959597
2025-06-0157102.60499734185
2025-07-0155778.84104199894
2025-08-0156087.18766613504
2025-09-0151903.242955874535
2025-10-0153545.98617756513
2025-11-0154003.189792663485
2025-12-0150691.12174375333
2026-01-0149723.55130249867
2026-02-0140855.92769803296
2026-03-0133359.91493886231
2026-04-0133716.10845295056
Annual Return Matrix
YearAnnual Return
20170.14609338881183542
20180.4255748285599035
20190.27956989247311803
2020-0.20499778858911977
20210.18164116828929044
20220.08921845574387954
20230.2494056624162524
20240.5450614080608889
20250.06751007613076587
2026-0.3348715259570004
Total Factor Risk
0.3364526273481489
VTI.US Exposure
0.6529582228701204
VEA.US Exposure
0.0030281627188200413
VWO.US Exposure
-0.006455475805585179
QQQ.US Exposure
-0.06663351586429979
VTV.US Exposure
0.0004168223173433561
IJR.US Exposure
-0.05067830179064879
QUAL.US Exposure
-0.05886921142550795
SHV.US Exposure
0.3004050330258783
TLT.US Exposure
0.004142849158416564
LQD.US Exposure
-0.0070637410729988215
HYG.US Exposure
0.036621354714463615
GLD.US Exposure
-0.00006926013339766478
USO.US Exposure
0.005886170209208869
VNQ.US Exposure
0.0009877970723194789
BTC-USD.CC Exposure
0.00019803927115903558
CPER.US Exposure
0.002347473803763376
VIX.INDX Exposure
0.0339431067802159
UUP.US Exposure
-0.0010575074780836424
TIP.US Exposure
0.013927050135811966
Idiosyncratic Exposure
0.13596493149300087
Value Score
37
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →32.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$93.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-9.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-31.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
41.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boston Scientific Corp a high-risk investment?

Boston Scientific Corp (BSX.US) has an annualized volatility of 33.6% and experienced a maximum drawdown of 41.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BSX.US?

Over the past 10 years, BSX.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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