BAX vs RMD: returns, Sharpe ratio and drawdown

Over the past year, BAX returned +6.17% against -18.41% for RMD. Over five years, RMD averaged -2.37% a year, compared with -21.46% for BAX. BAX had the higher Sharpe ratio over the past year (0.26 vs -0.75), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -31.81% for BAX and -34.21% for RMD.