BAESY vs. CVS
BAESY (BAE Systems PLC) and CVS (CVS Health Corporation) are both stocks. BAESY operates in Aerospace & Defense (Industrials), while CVS operates in Healthcare Plans (Healthcare). Over the past 10 years, BAESY returned 18.72%/yr vs 3.70%/yr for CVS. At a 0.23 correlation, their price movements are largely independent.
Performance
BAESY vs. CVS - Performance Comparison
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Returns By Period
In the year-to-date period, BAESY achieves a 11.25% return, which is significantly lower than CVS's 30.67% return. Over the past 10 years, BAESY has outperformed CVS with an annualized return of 18.72%, while CVS has yielded a comparatively lower 3.70% annualized return.
BAESY
- 1D
- -4.00%
- 1M
- -1.83%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 0.44%
- 3Y*
- 30.63%
- 5Y*
- 30.61%
- 10Y*
- 18.72%
CVS
- 1D
- 1.47%
- 1M
- 3.92%
- YTD
- 30.67%
- 6M
- 30.57%
- 1Y
- 59.29%
- 3Y*
- 16.60%
- 5Y*
- 7.08%
- 10Y*
- 3.70%
BAESY vs. CVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 11.25% | 65.51% | 1.23% | 40.91% | 46.40% | 14.56% | -3.43% | 34.69% | -22.16% | 13.28% |
CVS CVS Health Corporation | 30.67% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
Correlation
The correlation between BAESY and CVS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.23 |
The correlation between BAESY and CVS shifts across timeframes, from -0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BAESY:
$77.52B
CVS:
$130.41B
BAESY:
£5.29
CVS:
$2.30
BAESY:
14.41
CVS:
44.29
BAESY:
1.06
CVS:
0.32
BAESY:
4.92
CVS:
1.68
BAESY:
£54.56B
CVS:
$407.91B
BAESY:
£19.72B
CVS:
$56.59B
BAESY:
£7.74B
CVS:
$9.99B
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Return for Risk
BAESY vs. CVS — Risk / Return Rank
BAESY
CVS
BAESY vs. CVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) and CVS Health Corporation (CVS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAESY | CVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 3.62 | -3.61 |
| Martin ratioReturn relative to average drawdown | 0.04 | 9.33 | -9.28 |
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Drawdowns
BAESY vs. CVS - Drawdown Comparison
The maximum BAESY drawdown since its inception was -59.20%, smaller than the maximum CVS drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for BAESY and CVS.
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Drawdown Indicators
| BAESY | CVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -64.07% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -23.59% | -16.44% | -7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -43.98% | +20.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -56.79% | +33.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.13% | -56.79% | +14.66% |
Current DrawdownCurrent decline from peak | -16.92% | 0.00% | -16.92% |
Average DrawdownAverage peak-to-trough decline | -19.32% | -19.54% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.17% | 6.38% | +3.79% |
Volatility
BAESY vs. CVS - Volatility Comparison
BAE Systems PLC (BAESY) has a higher volatility of 10.68% compared to CVS Health Corporation (CVS) at 7.50%. This indicates that BAESY's price experiences larger fluctuations and is considered to be riskier than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAESY | CVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 7.50% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 25.88% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.92% | 31.05% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.12% | 29.98% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.90% | 29.30% | -1.40% |
Dividends
BAESY vs. CVS - Dividend Comparison
BAESY's dividend yield for the trailing twelve months is around 1.90%, less than CVS's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 1.90% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
CVS CVS Health Corporation | 2.61% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
Financials
BAESY vs. CVS - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems PLC and CVS Health Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BAESY vs. CVS - Profitability Comparison
BAESY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a gross profit of 1.34B and revenue of 14.67B. Therefore, the gross margin over that period was 9.2%.
CVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.
BAESY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported an operating income of 1.34B and revenue of 14.67B, resulting in an operating margin of 9.2%.
CVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.
BAESY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a net income of 1.09B and revenue of 14.67B, resulting in a net margin of 7.4%.
CVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.
Frequently Asked Questions
BAESY and CVS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAESY has higher volatility (10.68%) compared to CVS (7.50%). In terms of maximum drawdown, BAESY dropped -59.20% vs CVS's -64.07%.
CVS currently has the higher Sharpe Ratio (1.92 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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