BAYRY vs. GOLF

Last updated Apr 1, 2026

Compare and contrast key facts about Bayer AG PK (BAYRY) and Acushnet Holdings Corp. (GOLF).

Performance

BAYRY vs. GOLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bayer AG PK (BAYRY) and Acushnet Holdings Corp. (GOLF). The values are adjusted to include any dividend payments, if applicable.

BAYRY vs. GOLF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BAYRY Bayer AG PK	6.10%	122.78%	-46.92%	-25.35%	0.35%	-7.34%	-24.48%	19.20%	-41.53%	24.36%
GOLF Acushnet Holdings Corp.	17.42%	14.09%	13.96%	51.02%	-18.69%	32.71%	27.13%	57.63%	2.09%	9.84%

Fundamentals

Market Cap BAYRY : $45.11B GOLF : $5.60B
EPS BAYRY : -$0.91 GOLF : -$573.44
PS Ratio BAYRY : 0.99 GOLF : 0.00
PB Ratio BAYRY : 1.74 GOLF : 0.01
Total Revenue (TTM) BAYRY : $45.47B GOLF : $3.98T
Gross Profit (TTM) BAYRY : $26.71B GOLF : $1.91T
EBITDA (TTM) BAYRY : $6.45B GOLF : -$17.54B

Returns By Period

In the year-to-date period, BAYRY achieves a 6.10% return, which is significantly lower than GOLF's 17.42% return.

BAYRY

• 1D: 3.42%
• 1M: -6.67%
• YTD: 6.10%
• 6M: 38.48%
• 1Y: 91.61%
• 3Y*: -8.90%
• 5Y*: -3.90%
• 10Y*: -6.26%

GOLF

• 1D: 2.57%
• 1M: -8.41%
• YTD: 17.42%
• 6M: 19.75%
• 1Y: 38.21%
• 3Y*: 24.17%
• 5Y*: 19.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BAYRY vs. GOLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAYRY

BAYRY Risk / Return Rank: 90
BAYRY Sharpe Ratio Rank: 93
BAYRY Sortino Ratio Rank: 90
BAYRY Omega Ratio Rank: 89
BAYRY Calmar Ratio Rank: 88
BAYRY Martin Ratio Rank: 89

GOLF

GOLF Risk / Return Rank: 78
GOLF Sharpe Ratio Rank: 79
GOLF Sortino Ratio Rank: 74
GOLF Omega Ratio Rank: 73
GOLF Calmar Ratio Rank: 80
GOLF Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAYRY vs. GOLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) and Acushnet Holdings Corp. (GOLF). 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.

	BAYRY	GOLF	Difference
Sharpe ratio Return per unit of total volatility	2.25	1.21	+1.05
Sortino ratio Return per unit of downside risk	2.85	1.76	+1.09
Omega ratio Gain probability vs. loss probability	1.37	1.23	+0.14
Calmar ratio Return relative to maximum drawdown	3.33	2.27	+1.06
Martin ratio Return relative to average drawdown	10.07	6.75	+3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAYRY vs. GOLF - Sharpe Ratio Comparison

The current BAYRY Sharpe Ratio is 2.25, which is higher than the GOLF Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BAYRY and GOLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BAYRY	GOLF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	1.21	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	0.60	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.68	-0.70

Correlation

The correlation between BAYRY and GOLF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BAYRY vs. GOLF - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.27%, less than GOLF's 1.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAYRY Bayer AG PK	0.27%	0.29%	0.60%	6.85%	4.27%	4.48%	3.61%	2.71%	5.69%	4.20%	2.65%	2.03%
GOLF Acushnet Holdings Corp.	1.29%	1.49%	1.21%	1.23%	1.70%	1.24%	1.53%	1.72%	2.47%	2.28%	0.00%	0.00%

Drawdowns

BAYRY vs. GOLF - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -83.33%, which is greater than GOLF's maximum drawdown of -35.46%. Use the drawdown chart below to compare losses from any high point for BAYRY and GOLF.

Drawdown Indicators

	BAYRY	GOLF	Difference
Max Drawdown Largest peak-to-trough decline	-83.33%	-35.46%	-47.87%
Max Drawdown (1Y) Largest decline over 1 year	-26.39%	-17.90%	-8.49%
Max Drawdown (5Y) Largest decline over 5 years	-71.71%	-33.37%	-38.34%
Max Drawdown (10Y) Largest decline over 10 years	-83.02%	—	—
Current Drawdown Current decline from peak	-60.36%	-9.26%	-51.10%
Average Drawdown Average peak-to-trough decline	-34.06%	-9.37%	-24.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.72%	6.07%	+2.65%

Volatility

BAYRY vs. GOLF - Volatility Comparison

Bayer AG PK (BAYRY) has a higher volatility of 12.72% compared to Acushnet Holdings Corp. (GOLF) at 7.98%. This indicates that BAYRY's price experiences larger fluctuations and is considered to be riskier than GOLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAYRY	GOLF	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	7.98%	+4.74%
Volatility (6M) Calculated over the trailing 6-month period	30.47%	17.81%	+12.66%
Volatility (1Y) Calculated over the trailing 1-year period	40.92%	31.84%	+9.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.01%	32.12%	+1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.46%	31.32%	+1.14%

Financials

BAYRY vs. GOLF - Profitability Comparison

The chart below illustrates the profitability comparison between Bayer AG PK and Acushnet Holdings Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BAYRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported a gross profit of 6.87B and revenue of 11.33B. Therefore, the gross margin over that period was 60.7%.

GOLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported a gross profit of 1.91T and revenue of 3.98T. Therefore, the gross margin over that period was 48.0%.

BAYRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported an operating income of 1.69B and revenue of 11.33B, resulting in an operating margin of 14.9%.

GOLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported an operating income of 523.30B and revenue of 3.98T, resulting in an operating margin of 13.2%.

BAYRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported a net income of -3.72B and revenue of 11.33B, resulting in a net margin of -32.9%.

GOLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported a net income of -34.90B and revenue of 3.98T, resulting in a net margin of -0.9%.