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BAYRY vs. GOLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BAYRYGOLF
YTD Return-26.91%0.19%
1Y Return-39.86%15.05%
3Y Return (Ann)-20.29%4.51%
5Y Return (Ann)-16.82%17.56%
Sharpe Ratio-1.070.58
Sortino Ratio-1.440.96
Omega Ratio0.801.12
Calmar Ratio-0.500.92
Martin Ratio-1.221.96
Ulcer Index31.08%7.98%
Daily Std Dev35.64%27.05%
Max Drawdown-75.74%-35.46%
Current Drawdown-75.74%-13.61%

Fundamentals


BAYRYGOLF
Market Cap$26.56B$3.83B
EPS-$0.35$2.96
PEG Ratio37.013.66
Total Revenue (TTM)$36.77B$1.80B
Gross Profit (TTM)$21.83B$955.20M
EBITDA (TTM)$10.27B$234.62M

Correlation

-0.50.00.51.00.2

The correlation between BAYRY and GOLF is 0.20, 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.

Performance

BAYRY vs. GOLF - Performance Comparison

In the year-to-date period, BAYRY achieves a -26.91% return, which is significantly lower than GOLF's 0.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-12.44%
-3.61%
BAYRY
GOLF

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Risk-Adjusted Performance

BAYRY vs. GOLF - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for BAYRY, currently valued at -1.07, compared to the broader market-4.00-2.000.002.00-1.07
Sortino ratio
The chart of Sortino ratio for BAYRY, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.44
Omega ratio
The chart of Omega ratio for BAYRY, currently valued at 0.80, compared to the broader market0.501.001.502.000.80
Calmar ratio
The chart of Calmar ratio for BAYRY, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51
Martin ratio
The chart of Martin ratio for BAYRY, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.22
GOLF
Sharpe ratio
The chart of Sharpe ratio for GOLF, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.58
Sortino ratio
The chart of Sortino ratio for GOLF, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96
Omega ratio
The chart of Omega ratio for GOLF, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for GOLF, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for GOLF, currently valued at 1.96, compared to the broader market-10.000.0010.0020.0030.001.96

BAYRY vs. GOLF - Sharpe Ratio Comparison

The current BAYRY Sharpe Ratio is -1.07, which is lower than the GOLF Sharpe Ratio of 0.58. 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.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-1.07
0.58
BAYRY
GOLF

Dividends

BAYRY vs. GOLF - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.44%, less than GOLF's 1.34% yield.


TTM20232022202120202019201820172016201520142013
BAYRY
Bayer AG PK
0.44%6.81%4.26%4.45%5.18%3.83%7.10%2.33%2.74%10.30%2.15%1.79%
GOLF
Acushnet Holdings Corp.
1.34%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%0.00%0.00%

Drawdowns

BAYRY vs. GOLF - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -75.74%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-75.03%
-13.61%
BAYRY
GOLF

Volatility

BAYRY vs. GOLF - Volatility Comparison

Bayer AG PK (BAYRY) has a higher volatility of 8.04% compared to Acushnet Holdings Corp. (GOLF) at 5.56%. 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.04%
5.56%
BAYRY
GOLF

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items