BAYRY vs. GOLF
BAYRY (Bayer AG PK) and GOLF (Acushnet Holdings Corp.) are both stocks. BAYRY operates in Drug Manufacturers - General (Healthcare), while GOLF operates in Leisure (Consumer Cyclical). Over the past 5 years, BAYRY returned -7.55%/yr vs 12.78%/yr for GOLF. At a 0.26 correlation, their price movements are largely independent.
Performance
BAYRY vs. GOLF - Performance Comparison
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Returns By Period
In the year-to-date period, BAYRY achieves a -7.86% return, which is significantly lower than GOLF's 10.26% return.
BAYRY
- 1D
- 0.61%
- 1M
- -8.22%
- YTD
- -7.86%
- 6M
- 0.09%
- 1Y
- 40.02%
- 3Y*
- -10.63%
- 5Y*
- -7.55%
- 10Y*
- -6.51%
GOLF
- 1D
- -0.82%
- 1M
- -6.06%
- YTD
- 10.26%
- 6M
- 5.34%
- 1Y
- 28.07%
- 3Y*
- 24.38%
- 5Y*
- 12.78%
- 10Y*
- —
BAYRY vs. GOLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAYRY Bayer AG PK | -7.86% | 122.78% | -46.92% | -25.35% | 0.35% | -7.34% | -24.48% | 19.20% | -41.53% | 24.36% |
GOLF Acushnet Holdings Corp. | 10.26% | 14.09% | 13.96% | 51.02% | -18.69% | 32.71% | 27.13% | 57.63% | 2.09% | 9.84% |
Correlation
The correlation between BAYRY and GOLF is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2016 | 0.26 |
Fundamentals
BAYRY:
$39.06B
GOLF:
$5.27B
BAYRY:
-$0.53
GOLF:
$2.83
BAYRY:
0.86
GOLF:
2.03
BAYRY:
1.35
GOLF:
6.38
BAYRY:
$45.36B
GOLF:
$2.61B
BAYRY:
$26.91B
GOLF:
$1.24B
BAYRY:
$7.30B
GOLF:
$321.92M
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Return for Risk
BAYRY vs. GOLF — Risk / Return Rank
BAYRY
GOLF
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 ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.57 | -0.28 |
| Martin ratioReturn relative to average drawdown | 3.16 | 4.08 | -0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAYRY | GOLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.03 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.41 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.64 | -0.68 |
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.
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Drawdown Indicators
| BAYRY | GOLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.33% | -35.46% | -47.87% |
Max Drawdown (1Y)Largest decline over 1 year | -31.19% | -17.93% | -13.26% |
Max Drawdown (3Y)Largest decline over 3 years | -66.65% | -25.49% | -41.16% |
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 DrawdownCurrent decline from peak | -65.58% | -14.79% | -50.79% |
Average DrawdownAverage peak-to-trough decline | -34.32% | -9.38% | -24.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.71% | 6.89% | +5.82% |
Volatility
BAYRY vs. GOLF - Volatility Comparison
The current volatility for Bayer AG PK (BAYRY) is 9.06%, while Acushnet Holdings Corp. (GOLF) has a volatility of 12.28%. This indicates that BAYRY experiences smaller price fluctuations and is considered to be less risky than GOLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAYRY | GOLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 12.28% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 29.54% | 19.94% | +9.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 27.44% | +12.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.23% | 31.16% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.49% | 31.36% | +1.13% |
Dividends
BAYRY vs. GOLF - Dividend Comparison
BAYRY's dividend yield for the trailing twelve months is around 0.32%, less than GOLF's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAYRY Bayer AG PK | 0.32% | 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. | 1.38% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% | 0.00% | 0.00% |
Financials
BAYRY vs. GOLF - Financials Comparison
This section allows you to compare key financial metrics between Bayer AG PK and Acushnet Holdings Corp.. 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
BAYRY vs. GOLF - Profitability Comparison
BAYRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a gross profit of 8.31B and revenue of 13.63B. Therefore, the gross margin over that period was 61.0%.
GOLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported a gross profit of 355.26M and revenue of 752.98M. Therefore, the gross margin over that period was 47.2%.
BAYRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported an operating income of 3.16B and revenue of 13.63B, resulting in an operating margin of 23.2%.
GOLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported an operating income of 120.15M and revenue of 752.98M, resulting in an operating margin of 16.0%.
BAYRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a net income of 2.81B and revenue of 13.63B, resulting in a net margin of 20.6%.
GOLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported a net income of 81.42M and revenue of 752.98M, resulting in a net margin of 10.8%.
Frequently Asked Questions
BAYRY and GOLF have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLF has higher volatility (12.28%) compared to BAYRY (9.06%). In terms of maximum drawdown, BAYRY dropped -83.33% vs GOLF's -35.46%.
GOLF currently has the higher Sharpe Ratio (1.03 vs 1.02), 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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