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Bausch + Lomb Corp (BLCO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA0717051076
SectorHealthcare
IndustryMedical Instruments & Supplies

Highlights

Market Cap$4.78B
EPS-$0.96
PEG Ratio4.87
Revenue (TTM)$4.31B
Gross Profit (TTM)$2.25B
EBITDA (TTM)$598.50M
Year Range$13.16 - $21.95
Target Price$26.07
Short %4.01%
Short Ratio3.25

Share Price Chart


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Compare to other instruments

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Bausch + Lomb Corp

Popular comparisons: BLCO vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bausch + Lomb Corp, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%December2024FebruaryMarchAprilMay
-24.44%
23.65%
BLCO (Bausch + Lomb Corp)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bausch + Lomb Corp had a return of -20.28% year-to-date (YTD) and -22.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-20.28%7.50%
1 month-17.53%-1.61%
6 months-20.65%17.65%
1 year-22.29%26.26%
5 years (annualized)N/A11.73%
10 years (annualized)N/A10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-17.88%17.77%4.85%-15.95%
2023-4.78%-4.52%10.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BLCO is 15, indicating that it is in the bottom 15% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BLCO is 1515
Bausch + Lomb Corp(BLCO)
The Sharpe Ratio Rank of BLCO is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of BLCO is 1515Sortino Ratio Rank
The Omega Ratio Rank of BLCO is 1717Omega Ratio Rank
The Calmar Ratio Rank of BLCO is 1111Calmar Ratio Rank
The Martin Ratio Rank of BLCO is 1919Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bausch + Lomb Corp (BLCO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BLCO
Sharpe ratio
The chart of Sharpe ratio for BLCO, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.004.00-0.68
Sortino ratio
The chart of Sortino ratio for BLCO, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.006.00-0.89
Omega ratio
The chart of Omega ratio for BLCO, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for BLCO, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67
Martin ratio
The chart of Martin ratio for BLCO, currently valued at -1.13, compared to the broader market-10.000.0010.0020.0030.00-1.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market-10.000.0010.0020.0030.008.41

Sharpe Ratio

The current Bausch + Lomb Corp Sharpe ratio is -0.68. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bausch + Lomb Corp with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.68
2.17
BLCO (Bausch + Lomb Corp)
Benchmark (^GSPC)

Dividends

Dividend History


Bausch + Lomb Corp doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-35.21%
-2.41%
BLCO (Bausch + Lomb Corp)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bausch + Lomb Corp. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bausch + Lomb Corp was 35.21%, occurring on May 3, 2024. The portfolio has not yet recovered.

The current Bausch + Lomb Corp drawdown is 35.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Jul 14, 2023204May 3, 2024
-33.2%May 9, 202225Jun 13, 2022263Jun 30, 2023288
-3.83%Jul 5, 20235Jul 11, 20232Jul 13, 20237

Volatility

Volatility Chart

The current Bausch + Lomb Corp volatility is 11.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
11.03%
4.10%
BLCO (Bausch + Lomb Corp)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Bausch + Lomb Corp over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items