PortfoliosLab logoPortfoliosLab logo
BHC vs. OPTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BHC vs. OPTU - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BHC achieves a -32.81% return, which is significantly lower than OPTU's -24.24% return.


BHC

1D
-2.10%
1M
-14.63%
YTD
-32.81%
6M
-33.19%
1Y
-24.43%
3Y*
-13.40%
5Y*
-30.63%
10Y*
-13.65%

OPTU

1D
8.70%
1M
89.08%
YTD
-24.24%
6M
-28.16%
1Y
-37.19%
3Y*
-16.28%
5Y*
-48.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHC vs. OPTU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHC
Bausch Health Companies Inc.
-32.81%-13.77%0.50%27.71%-77.25%32.74%-30.48%61.99%-11.12%51.90%
OPTU
Optimum Communications, Inc
-24.24%-31.54%-25.85%-29.35%-71.57%-57.27%38.51%65.50%-3.98%-32.82%

Correlation

The correlation between BHC and OPTU is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2017

0.29

The correlation between BHC and OPTU shifts across timeframes, from 0.19 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BHC:

-$4.32

OPTU:

-$9.97

PS Ratio

BHC:

0.12

OPTU:

0.07

Total Revenue (TTM)

BHC:

$10.55B

OPTU:

$8.50B

Gross Profit (TTM)

BHC:

$7.97B

OPTU:

$5.50B

EBITDA (TTM)

BHC:

$1.41B

OPTU:

$3.29B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BHC vs. OPTU — Risk / Return Rank

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

BHC
BHC Risk / Return Rank: 2121
Overall Rank
BHC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BHC Sortino Ratio Rank: 1919
Sortino Ratio Rank
BHC Omega Ratio Rank: 2121
Omega Ratio Rank
BHC Calmar Ratio Rank: 2222
Calmar Ratio Rank
BHC Martin Ratio Rank: 2222
Martin Ratio Rank

OPTU
OPTU Risk / Return Rank: 2828
Overall Rank
OPTU Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OPTU Sortino Ratio Rank: 3030
Sortino Ratio Rank
OPTU Omega Ratio Rank: 3030
Omega Ratio Rank
OPTU Calmar Ratio Rank: 2626
Calmar Ratio Rank
OPTU Martin Ratio Rank: 2424
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. OPTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bausch Health Companies Inc. (BHC) and Optimum Communications, Inc (OPTU). 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.


BHCOPTUDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

0.94

0.99

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.47

-0.09

Martin ratioReturn relative to average drawdown

-0.96

-0.91

-0.05

BHC vs. OPTU - Sharpe Ratio Comparison

The current BHC Sharpe Ratio is -0.51, which is lower than the OPTU Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of BHC and OPTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BHC vs. OPTU - Drawdown Comparison

The maximum BHC drawdown since its inception was -98.35%, roughly equal to the maximum OPTU drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for BHC and OPTU.


Loading charts...

Drawdown Indicators


BHCOPTUDifference

Max Drawdown

Largest peak-to-trough decline

-98.35%

-98.40%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-44.00%

-79.51%

+35.51%

Max Drawdown (3Y)

Largest decline over 3 years

-59.28%

-83.39%

+24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-85.63%

-98.27%

+12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-87.43%

Current Drawdown

Current decline from peak

-98.22%

-96.70%

-1.52%

Average Drawdown

Average peak-to-trough decline

-60.93%

-55.85%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.59%

40.91%

-15.32%

Volatility

BHC vs. OPTU - Volatility Comparison

The current volatility for Bausch Health Companies Inc. (BHC) is 11.32%, while Optimum Communications, Inc (OPTU) has a volatility of 62.06%. This indicates that BHC experiences smaller price fluctuations and is considered to be less risky than OPTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BHCOPTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.32%

62.06%

-50.74%

Volatility (6M)

Calculated over the trailing 6-month period

29.09%

76.64%

-47.55%

Volatility (1Y)

Calculated over the trailing 1-year period

48.22%

103.10%

-54.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.60%

81.74%

-21.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.82%

66.16%

-6.34%

Dividends

BHC vs. OPTU - Dividend Comparison

Neither BHC nor OPTU has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BHC
Bausch Health Companies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPTU
Optimum Communications, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%24.64%

Financials

BHC vs. OPTU - Financials Comparison

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


2.00B2.20B2.40B2.60B2.80B20222023202420252026
2.50B
2.07B
(BHC) Total Revenue
(OPTU) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BHC and OPTU have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPTU has higher volatility (62.06%) compared to BHC (11.32%). In terms of maximum drawdown, BHC dropped -98.35% vs OPTU's -98.40%.

OPTU currently has the higher Sharpe Ratio (-0.36 vs -0.51), 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.

Portfolio Optimizer

Find the right allocation for BHC and OPTU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer