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

Performance

BHC vs. THM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bausch Health Companies Inc. (BHC) and International Tower Hill Mines Ltd. (THM). 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 -0.86% return, which is significantly higher than THM's -5.91% return. Over the past 10 years, BHC has underperformed THM with an annualized return of -10.62%, while THM has yielded a comparatively higher 3.76% annualized return.


BHC

1D
14.26%
1M
40.61%
6M
20.03%
YTD
-0.86%
1Y
20.67%
3Y*
-10.06%
5Y*
-25.11%
10Y*
-10.62%
ALL TIME*
-4.87%

THM

1D
-8.38%
1M
-24.57%
6M
-32.95%
YTD
-5.91%
1Y
54.87%
3Y*
60.91%
5Y*
11.62%
10Y*
3.76%
ALL TIME*
-1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.14M$20.89M$15.02M
$1.35M$1.82M$2.21M

BHC vs. THM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHC
Bausch Health Companies Inc.
-0.86%-13.77%0.50%27.71%-77.25%32.74%-30.48%61.99%-11.12%43.11%
THM
International Tower Hill Mines Ltd.
-5.91%308.43%-22.15%37.58%-42.13%-46.76%155.56%3.95%20.81%-21.10%

Correlation

The correlation between BHC and THM is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (10Y)
Provides a long-term view across more market conditions.

0.04

Correlation (All Time)
Calculated using the full available price history since May 1, 2007

0.06

Fundamentals

Market Cap

BHC:

$2.57B

THM:

$457.86M

EPS

BHC:

-$3.87

THM:

-$0.01

Total Revenue (TTM)

BHC:

$10.80B

THM:

$0.00

Gross Profit (TTM)

BHC:

$7.78B

THM:

-$135.77K

EBITDA (TTM)

BHC:

$1.78B

THM:

-$4.04M

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Return for Risk

BHC vs. THM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BHC
BHC Risk / Return Rank: 5656
Overall Rank
BHC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BHC Sortino Ratio Rank: 5959
Sortino Ratio Rank
BHC Omega Ratio Rank: 5656
Omega Ratio Rank
BHC Calmar Ratio Rank: 5555
Calmar Ratio Rank
BHC Martin Ratio Rank: 5353
Martin Ratio Rank

THM
THM Risk / Return Rank: 6666
Overall Rank
THM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
THM Sortino Ratio Rank: 7070
Sortino Ratio Rank
THM Omega Ratio Rank: 6565
Omega Ratio Rank
THM Calmar Ratio Rank: 6767
Calmar Ratio Rank
THM Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BHC vs. THM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bausch Health Companies Inc. (BHC) and International Tower Hill Mines Ltd. (THM). 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.


BHCTHMDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.11

1.17

-0.06

Calmar ratioReturn relative to maximum drawdown

0.36

1.04

-0.68

Martin ratioReturn relative to average drawdown

0.59

1.85

-1.26

BHC vs. THM - Sharpe Ratio Comparison

The current BHC Sharpe Ratio is 0.29, which is lower than the THM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BHC and THM, 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. THM - Drawdown Comparison

The maximum BHC drawdown since its inception was -98.35%, roughly equal to the maximum THM drawdown of -98.18%. Use the drawdown chart below to compare losses from any high point for BHC and THM.


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Drawdown Indicators


BHCTHMDifference

Max Drawdown

Largest peak-to-trough decline

-98.35%

-98.18%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-46.88%

-51.52%

+4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-59.28%

-51.52%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-85.34%

-70.71%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-87.43%

-84.16%

-3.27%

Current Drawdown

Current decline from peak

-97.38%

-83.14%

-14.24%

Average Drawdown

Average peak-to-trough decline

-61.09%

-74.77%

+13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.88%

29.00%

-0.12%

Volatility

BHC vs. THM - Volatility Comparison

Bausch Health Companies Inc. (BHC) has a higher volatility of 29.65% compared to International Tower Hill Mines Ltd. (THM) at 25.00%. This indicates that BHC's price experiences larger fluctuations and is considered to be riskier than THM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHCTHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.65%

25.00%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

41.03%

63.31%

-22.28%

Volatility (1Y)

Calculated over the trailing 1-year period

58.81%

97.66%

-38.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.52%

82.98%

-20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.32%

79.79%

-19.47%

Dividends

BHC vs. THM - Dividend Comparison

Neither BHC nor THM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BHC vs. THM - Financials Comparison

This section allows you to compare key financial metrics between Bausch Health Companies Inc. and International Tower Hill Mines Ltd.. 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

Frequently Asked Questions


BHC and THM have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHC has higher volatility (29.65%) compared to THM (25.00%). In terms of maximum drawdown, BHC dropped -98.35% vs THM's -98.18%.

THM currently has the higher Sharpe Ratio (0.55 vs 0.29), 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 THM

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