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BHC vs. NEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BHC and NEM is 0.07, 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.


-0.50.00.51.00.1

Performance

BHC vs. NEM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
9.09%
-7.41%
BHC
NEM

Key characteristics

Sharpe Ratio

BHC:

-0.49

NEM:

1.42

Sortino Ratio

BHC:

-0.40

NEM:

1.88

Omega Ratio

BHC:

0.94

NEM:

1.28

Calmar Ratio

BHC:

-0.25

NEM:

0.83

Martin Ratio

BHC:

-0.83

NEM:

3.23

Ulcer Index

BHC:

29.76%

NEM:

15.99%

Daily Std Dev

BHC:

50.21%

NEM:

36.41%

Max Drawdown

BHC:

-98.26%

NEM:

-77.55%

Current Drawdown

BHC:

-97.58%

NEM:

-38.69%

Fundamentals

Market Cap

BHC:

$2.34B

NEM:

$54.09B

EPS

BHC:

-$0.48

NEM:

-$2.19

PEG Ratio

BHC:

0.63

NEM:

0.79

Total Revenue (TTM)

BHC:

$7.06B

NEM:

$12.92B

Gross Profit (TTM)

BHC:

$4.18B

NEM:

$3.95B

EBITDA (TTM)

BHC:

$1.97B

NEM:

$4.98B

Returns By Period

In the year-to-date period, BHC achieves a -21.09% return, which is significantly lower than NEM's 27.65% return. Over the past 10 years, BHC has underperformed NEM with an annualized return of -28.21%, while NEM has yielded a comparatively higher 8.90% annualized return.


BHC

YTD

-21.09%

1M

-14.52%

6M

9.09%

1Y

-25.26%

5Y*

-24.86%

10Y*

-28.21%

NEM

YTD

27.65%

1M

14.01%

6M

-6.66%

1Y

45.66%

5Y*

2.98%

10Y*

8.90%

*Annualized

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Risk-Adjusted Performance

BHC vs. NEM — Risk-Adjusted Performance Rank

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

BHC
The Risk-Adjusted Performance Rank of BHC is 2424
Overall Rank
The Sharpe Ratio Rank of BHC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BHC is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BHC is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BHC is 3030
Calmar Ratio Rank
The Martin Ratio Rank of BHC is 2626
Martin Ratio Rank

NEM
The Risk-Adjusted Performance Rank of NEM is 7777
Overall Rank
The Sharpe Ratio Rank of NEM is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NEM is 7676
Sortino Ratio Rank
The Omega Ratio Rank of NEM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of NEM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NEM is 7272
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.

BHC vs. NEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bausch Health Companies Inc. (BHC) and Newmont Goldcorp Corporation (NEM). 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 BHC, currently valued at -0.49, compared to the broader market-2.000.002.004.00-0.491.42
The chart of Sortino ratio for BHC, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.401.88
The chart of Omega ratio for BHC, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.28
The chart of Calmar ratio for BHC, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.83
The chart of Martin ratio for BHC, currently valued at -0.83, compared to the broader market0.0010.0020.0030.00-0.833.23
BHC
NEM

The current BHC Sharpe Ratio is -0.49, which is lower than the NEM Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BHC and NEM, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.49
1.42
BHC
NEM

Dividends

BHC vs. NEM - Dividend Comparison

BHC has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 2.10%.


TTM20242023202220212020201920182017201620152014
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%
NEM
Newmont Goldcorp Corporation
2.10%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%

Drawdowns

BHC vs. NEM - Drawdown Comparison

The maximum BHC drawdown since its inception was -98.26%, which is greater than NEM's maximum drawdown of -77.55%. Use the drawdown chart below to compare losses from any high point for BHC and NEM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-97.58%
-38.69%
BHC
NEM

Volatility

BHC vs. NEM - Volatility Comparison

Bausch Health Companies Inc. (BHC) has a higher volatility of 13.81% compared to Newmont Goldcorp Corporation (NEM) at 8.39%. This indicates that BHC's price experiences larger fluctuations and is considered to be riskier than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
13.81%
8.39%
BHC
NEM

Financials

BHC vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Bausch Health Companies Inc. and Newmont Goldcorp Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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