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BHC vs. GILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BHC vs. GILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bausch Health Companies Inc. (BHC) and Gilead Sciences, Inc. (GILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BHC achieves a -31.51% return, which is significantly lower than GILD's 5.47% return. Over the past 10 years, BHC has underperformed GILD with an annualized return of -13.37%, while GILD has yielded a comparatively higher 8.27% annualized return.


BHC

1D
-9.85%
1M
-11.69%
YTD
-31.51%
6M
-33.89%
1Y
-25.74%
3Y*
-13.68%
5Y*
-30.76%
10Y*
-13.37%

GILD

1D
3.26%
1M
-3.72%
YTD
5.47%
6M
3.81%
1Y
21.92%
3Y*
22.91%
5Y*
17.72%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHC vs. GILD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHC
Bausch Health Companies Inc.
-31.51%-13.77%0.50%27.71%-77.25%32.74%-30.48%61.99%-11.12%43.11%
GILD
Gilead Sciences, Inc.
5.47%36.59%18.68%-1.99%23.63%29.95%-6.70%7.88%-9.92%2.96%

Correlation

The correlation between BHC and GILD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.28

The correlation between BHC and GILD shifts across timeframes, from 0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BHC:

-$4.32

GILD:

$7.35

PS Ratio

BHC:

0.13

GILD:

5.39

Total Revenue (TTM)

BHC:

$10.55B

GILD:

$29.74B

Gross Profit (TTM)

BHC:

$7.97B

GILD:

$18.74B

EBITDA (TTM)

BHC:

$1.41B

GILD:

$12.88B

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Return for Risk

BHC vs. GILD — Risk / Return Rank

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

BHC
BHC Risk / Return Rank: 2222
Overall Rank
BHC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BHC Sortino Ratio Rank: 2121
Sortino Ratio Rank
BHC Omega Ratio Rank: 2222
Omega Ratio Rank
BHC Calmar Ratio Rank: 2222
Calmar Ratio Rank
BHC Martin Ratio Rank: 2323
Martin Ratio Rank

GILD
GILD Risk / Return Rank: 6666
Overall Rank
GILD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GILD Sortino Ratio Rank: 6666
Sortino Ratio Rank
GILD Omega Ratio Rank: 6161
Omega Ratio Rank
GILD Calmar Ratio Rank: 6565
Calmar Ratio Rank
GILD Martin Ratio Rank: 6767
Martin Ratio Rank
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.

BHC vs. GILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bausch Health Companies Inc. (BHC) and Gilead Sciences, Inc. (GILD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BHCGILDDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

0.94

1.16

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.59

1.02

-1.61

Martin ratioReturn relative to average drawdown

-0.99

2.63

-3.62

BHC vs. GILD - Sharpe Ratio Comparison

The current BHC Sharpe Ratio is -0.52, which is lower than the GILD Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BHC and GILD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BHC vs. GILD - Drawdown Comparison

The maximum BHC drawdown since its inception was -98.35%, which is greater than GILD's maximum drawdown of -70.83%. Use the drawdown chart below to compare losses from any high point for BHC and GILD.


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Drawdown Indicators


BHCGILDDifference

Max Drawdown

Largest peak-to-trough decline

-98.35%

-70.83%

-27.52%

Max Drawdown (1Y)

Largest decline over 1 year

-44.00%

-21.59%

-22.41%

Max Drawdown (3Y)

Largest decline over 3 years

-59.28%

-26.59%

-32.69%

Max Drawdown (5Y)

Largest decline over 5 years

-85.63%

-26.59%

-59.04%

Max Drawdown (10Y)

Largest decline over 10 years

-87.43%

-30.47%

-56.96%

Current Drawdown

Current decline from peak

-98.19%

-16.91%

-81.28%

Average Drawdown

Average peak-to-trough decline

-60.95%

-22.15%

-38.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.10%

8.36%

+17.74%

Volatility

BHC vs. GILD - Volatility Comparison

Bausch Health Companies Inc. (BHC) has a higher volatility of 17.35% compared to Gilead Sciences, Inc. (GILD) at 8.53%. This indicates that BHC's price experiences larger fluctuations and is considered to be riskier than GILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHCGILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.35%

8.53%

+8.82%

Volatility (6M)

Calculated over the trailing 6-month period

31.33%

19.09%

+12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

49.58%

26.61%

+22.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.82%

24.20%

+36.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.81%

25.52%

+34.29%

Dividends

BHC vs. GILD - Dividend Comparison

BHC has not paid dividends to shareholders, while GILD's dividend yield for the trailing twelve months is around 2.52%.


PositionTTM20252024202320222021202020192018201720162015
BHC
Bausch Health Companies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GILD
Gilead Sciences, Inc.
2.52%2.57%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%

Financials

BHC vs. GILD - Financials Comparison

This section allows you to compare key financial metrics between Bausch Health Companies Inc. and Gilead Sciences, Inc.. 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
2.50B
6.96B
(BHC) Total Revenue
(GILD) Total Revenue
Values in USD except per share items

BHC vs. GILD - Profitability Comparison

The chart below illustrates the profitability comparison between Bausch Health Companies Inc. and Gilead Sciences, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.3%
1.1%
Portfolio components
BHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported a gross profit of 2.48B and revenue of 2.50B. Therefore, the gross margin over that period was 99.3%.

GILD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gilead Sciences, Inc. reported a gross profit of 79.20M and revenue of 6.96B. Therefore, the gross margin over that period was 1.1%.

BHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported an operating income of -950.00M and revenue of 2.50B, resulting in an operating margin of -38.0%.

GILD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gilead Sciences, Inc. reported an operating income of 2.59B and revenue of 6.96B, resulting in an operating margin of 37.2%.

BHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported a net income of -1.42B and revenue of 2.50B, resulting in a net margin of -56.9%.

GILD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gilead Sciences, Inc. reported a net income of 2.02B and revenue of 6.96B, resulting in a net margin of 29.0%.


Frequently Asked Questions


BHC and GILD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHC has higher volatility (17.35%) compared to GILD (8.53%). In terms of maximum drawdown, BHC dropped -98.35% vs GILD's -70.83%.

GILD currently has the higher Sharpe Ratio (0.83 vs -0.52), 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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