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

Correlation

The correlation between BAYRY and RHHBY is 0.37, 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. RHHBY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BAYRY:

-0.30

RHHBY:

1.14

Sortino Ratio

BAYRY:

-0.14

RHHBY:

1.71

Omega Ratio

BAYRY:

0.98

RHHBY:

1.23

Calmar Ratio

BAYRY:

-0.13

RHHBY:

0.77

Martin Ratio

BAYRY:

-0.44

RHHBY:

3.54

Ulcer Index

BAYRY:

24.49%

RHHBY:

8.40%

Daily Std Dev

BAYRY:

38.92%

RHHBY:

24.65%

Max Drawdown

BAYRY:

-82.45%

RHHBY:

-50.12%

Current Drawdown

BAYRY:

-75.42%

RHHBY:

-20.00%

Fundamentals

Market Cap

BAYRY:

$26.92B

RHHBY:

$264.95B

EPS

BAYRY:

-$0.73

RHHBY:

$1.55

PEG Ratio

BAYRY:

37.01

RHHBY:

0.65

PS Ratio

BAYRY:

0.57

RHHBY:

4.08

PB Ratio

BAYRY:

0.73

RHHBY:

6.53

Returns By Period

In the year-to-date period, BAYRY achieves a 36.85% return, which is significantly higher than RHHBY's 13.37% return. Over the past 10 years, BAYRY has underperformed RHHBY with an annualized return of -12.01%, while RHHBY has yielded a comparatively higher 4.10% annualized return.


BAYRY

YTD

36.85%

1M

27.38%

6M

5.74%

1Y

-11.47%

5Y*

-13.45%

10Y*

-12.01%

RHHBY

YTD

13.37%

1M

3.15%

6M

5.14%

1Y

27.97%

5Y*

0.55%

10Y*

4.10%

*Annualized

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Risk-Adjusted Performance

BAYRY vs. RHHBY — Risk-Adjusted Performance Rank

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

BAYRY
The Risk-Adjusted Performance Rank of BAYRY is 3838
Overall Rank
The Sharpe Ratio Rank of BAYRY is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of BAYRY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BAYRY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BAYRY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of BAYRY is 4343
Martin Ratio Rank

RHHBY
The Risk-Adjusted Performance Rank of RHHBY is 8282
Overall Rank
The Sharpe Ratio Rank of RHHBY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of RHHBY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of RHHBY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of RHHBY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of RHHBY is 8282
Martin 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.

BAYRY vs. RHHBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) and Roche Holding AG (RHHBY). 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.


The current BAYRY Sharpe Ratio is -0.30, which is lower than the RHHBY Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BAYRY and RHHBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BAYRY vs. RHHBY - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.46%, less than RHHBY's 3.56% yield.


TTM20242023202220212020201920182017201620152014
BAYRY
Bayer AG PK
0.46%0.60%6.81%4.26%4.45%5.22%3.86%7.10%2.33%2.74%10.30%2.14%
RHHBY
Roche Holding AG
3.56%3.99%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%

Drawdowns

BAYRY vs. RHHBY - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -82.45%, which is greater than RHHBY's maximum drawdown of -50.12%. Use the drawdown chart below to compare losses from any high point for BAYRY and RHHBY. For additional features, visit the drawdowns tool.


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Volatility

BAYRY vs. RHHBY - Volatility Comparison


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Financials

BAYRY vs. RHHBY - Financials Comparison

This section allows you to compare key financial metrics between Bayer AG PK and Roche Holding AG. 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


10.00B15.00B20.00B25.00B30.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
11.73B
30.99B
(BAYRY) Total Revenue
(RHHBY) Total Revenue
Values in USD except per share items