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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-30.93%
9.81%
BAYRY
RHHBY

Returns By Period

In the year-to-date period, BAYRY achieves a -42.05% return, which is significantly lower than RHHBY's 2.11% return. Over the past 10 years, BAYRY has underperformed RHHBY with an annualized return of -14.12%, while RHHBY has yielded a comparatively higher 2.87% annualized return.


BAYRY

YTD

-42.05%

1M

-25.45%

6M

-30.93%

1Y

-42.13%

5Y (annualized)

-19.87%

10Y (annualized)

-14.12%

RHHBY

YTD

2.11%

1M

-10.29%

6M

9.81%

1Y

10.77%

5Y (annualized)

1.86%

10Y (annualized)

2.87%

Fundamentals


BAYRYRHHBY
Market Cap$21.00B$240.00B
EPS-$0.34$1.88
PEG Ratio37.011.12

Key characteristics


BAYRYRHHBY
Sharpe Ratio-1.370.49
Sortino Ratio-2.070.82
Omega Ratio0.711.10
Calmar Ratio-0.650.26
Martin Ratio-2.361.22
Ulcer Index22.14%8.83%
Daily Std Dev38.12%22.20%
Max Drawdown-80.98%-50.12%
Current Drawdown-80.76%-28.20%

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Correlation

-0.50.00.51.00.4

The correlation between BAYRY and RHHBY is 0.35, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BAYRY, currently valued at -1.37, compared to the broader market-4.00-2.000.002.004.00-1.370.49
The chart of Sortino ratio for BAYRY, currently valued at -2.07, compared to the broader market-4.00-2.000.002.004.00-2.070.82
The chart of Omega ratio for BAYRY, currently valued at 0.71, compared to the broader market0.501.001.502.000.711.10
The chart of Calmar ratio for BAYRY, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.650.26
The chart of Martin ratio for BAYRY, currently valued at -2.36, compared to the broader market-10.000.0010.0020.0030.00-2.361.22
BAYRY
RHHBY

The current BAYRY Sharpe Ratio is -1.37, which is lower than the RHHBY Sharpe Ratio of 0.49. 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.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-1.37
0.49
BAYRY
RHHBY

Dividends

BAYRY vs. RHHBY - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.56%, less than RHHBY's 3.93% yield.


TTM20232022202120202019201820172016201520142013
BAYRY
Bayer AG PK
0.56%6.81%4.26%4.45%5.22%3.86%7.10%2.33%2.74%10.30%2.14%1.78%
RHHBY
Roche Holding AG
3.93%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%2.88%

Drawdowns

BAYRY vs. RHHBY - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -80.98%, 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.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-80.76%
-28.20%
BAYRY
RHHBY

Volatility

BAYRY vs. RHHBY - Volatility Comparison

Bayer AG PK (BAYRY) has a higher volatility of 15.85% compared to Roche Holding AG (RHHBY) at 5.73%. This indicates that BAYRY's price experiences larger fluctuations and is considered to be riskier than RHHBY 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%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
15.85%
5.73%
BAYRY
RHHBY

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


Values in USD except per share items