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Bausch + Lomb Corporation (BLCO.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA0717051076
CUSIP071705107
SectorHealthcare
IndustryMedical Instruments & Supplies

Highlights

Market CapCA$7.07B
EPS-CA$1.02
PEG Ratio2.22
Revenue (TTM)CA$4.15B
Gross Profit (TTM)CA$2.25B
EBITDA (TTM)CA$586.00M
Year RangeCA$18.41 - CA$28.96
Short %0.03%
Short Ratio3.37

Share Price Chart


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Bausch + Lomb Corporation

Popular comparisons: BLCO.TO vs. SPY, BLCO.TO vs. XLV

Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-19.53%
30.59%
BLCO.TO (Bausch + Lomb Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bausch + Lomb Corporation had a return of -9.48% year-to-date (YTD) and -9.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-9.48%6.33%
1 month-9.52%-2.81%
6 months-8.80%21.13%
1 year-9.84%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-16.41%18.58%4.23%
2023-3.91%-3.55%-6.60%9.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BLCO.TO is 33, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BLCO.TO is 3333
Bausch + Lomb Corporation(BLCO.TO)
The Sharpe Ratio Rank of BLCO.TO is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of BLCO.TO is 3131Sortino Ratio Rank
The Omega Ratio Rank of BLCO.TO is 3232Omega Ratio Rank
The Calmar Ratio Rank of BLCO.TO is 3030Calmar Ratio Rank
The Martin Ratio Rank of BLCO.TO is 3737Martin 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 Corporation (BLCO.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BLCO.TO
Sharpe ratio
The chart of Sharpe ratio for BLCO.TO, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00-0.30
Sortino ratio
The chart of Sortino ratio for BLCO.TO, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.006.00-0.20
Omega ratio
The chart of Omega ratio for BLCO.TO, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for BLCO.TO, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32
Martin ratio
The chart of Martin ratio for BLCO.TO, currently valued at -0.58, compared to the broader market0.0010.0020.0030.00-0.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Bausch + Lomb Corporation Sharpe ratio is -0.30. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.30
2.35
BLCO.TO (Bausch + Lomb Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Bausch + Lomb Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.08%
-2.42%
BLCO.TO (Bausch + Lomb Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bausch + Lomb Corporation. 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 Corporation was 32.85%, occurring on Feb 8, 2024. The portfolio has not yet recovered.

The current Bausch + Lomb Corporation drawdown is 26.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.85%Jul 17, 2023143Feb 8, 2024
-32.47%May 9, 202225Jun 13, 2022233May 17, 2023258
-8.29%May 23, 20236May 30, 202323Jun 30, 202329
-5.13%Jul 5, 20234Jul 10, 20233Jul 13, 20237
-0.11%May 18, 20231May 18, 20231May 19, 20232

Volatility

Volatility Chart

The current Bausch + Lomb Corporation volatility is 10.30%, 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%20.00%NovemberDecember2024FebruaryMarchApril
10.30%
3.29%
BLCO.TO (Bausch + Lomb Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Bausch + Lomb Corporation 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

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
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