BKD vs. CYH
BKD (Brookdale Senior Living Inc.) and CYH (Community Health Systems, Inc.) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 10 years, BKD returned -1.92%/yr vs -13.72%/yr for CYH. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
BKD vs. CYH - Performance Comparison
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Returns By Period
In the year-to-date period, BKD achieves a 35.31% return, which is significantly higher than CYH's -10.58% return. Over the past 10 years, BKD has outperformed CYH with an annualized return of -1.92%, while CYH has yielded a comparatively lower -13.72% annualized return.
BKD
- 1D
- -0.14%
- 1M
- -8.00%
- 6M
- -2.67%
- YTD
- 35.31%
- 1Y
- 91.85%
- 3Y*
- 57.32%
- 5Y*
- 14.19%
- 10Y*
- -1.92%
- ALL TIME*
- -1.53%
CYH
- 1D
- 0.72%
- 1M
- -28.46%
- 6M
- -13.08%
- YTD
- -10.58%
- 1Y
- 14.34%
- 3Y*
- -14.09%
- 5Y*
- -26.85%
- 10Y*
- -13.72%
- ALL TIME*
- -5.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.46M | $74.60M | $65.88M | |
| $7.96M | $7.75M | $5.42M |
BKD vs. CYH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKD Brookdale Senior Living Inc. | 35.31% | 114.51% | -13.57% | 113.19% | -47.09% | 16.48% | -39.06% | 8.51% | -30.93% | -21.90% |
CYH Community Health Systems, Inc. | -10.58% | 4.35% | -4.47% | -27.55% | -67.54% | 79.14% | 156.21% | 2.84% | -33.80% | -23.79% |
Correlation
The correlation between BKD and CYH is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2005 | 0.38 |
The correlation between BKD and CYH shifts across timeframes, from 0.19 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BKD:
$3.49B
CYH:
$393.42M
BKD:
-$0.87
CYH:
$2.36
BKD:
1.11
CYH:
0.03
BKD:
$3.11B
CYH:
$11.98B
BKD:
$419.88M
CYH:
$1.68B
BKD:
$329.09M
CYH:
$5.35B
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Return for Risk
BKD vs. CYH — Risk / Return Rank
BKD
CYH
BKD vs. CYH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookdale Senior Living Inc. (BKD) and Community Health Systems, Inc. (CYH). 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.
| BKD | CYH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.08 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 0.17 | +2.87 |
| Martin ratioReturn relative to average drawdown | 7.63 | 0.29 | +7.33 |
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Drawdowns
BKD vs. CYH - Drawdown Comparison
The maximum BKD drawdown since its inception was -96.29%, roughly equal to the maximum CYH drawdown of -97.17%. Use the drawdown chart below to compare losses from any high point for BKD and CYH.
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Drawdown Indicators
| BKD | CYH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.29% | -97.17% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -29.22% | -43.54% | +14.32% |
Max Drawdown (3Y)Largest decline over 3 years | -43.55% | -61.58% | +18.03% |
Max Drawdown (5Y)Largest decline over 5 years | -68.96% | -86.28% | +17.32% |
Max Drawdown (10Y)Largest decline over 10 years | -90.44% | -87.69% | -2.75% |
Current DrawdownCurrent decline from peak | -68.91% | -95.64% | +26.73% |
Average DrawdownAverage peak-to-trough decline | -63.72% | -51.24% | -12.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.63% | 24.91% | -13.28% |
Volatility
BKD vs. CYH - Volatility Comparison
The current volatility for Brookdale Senior Living Inc. (BKD) is 12.56%, while Community Health Systems, Inc. (CYH) has a volatility of 24.62%. This indicates that BKD experiences smaller price fluctuations and is considered to be less risky than CYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKD | CYH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.56% | 24.62% | -12.06% |
Volatility (6M)Calculated over the trailing 6-month period | 29.16% | 40.01% | -10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.71% | 57.41% | -17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.07% | 78.49% | -25.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.04% | 83.25% | -23.21% |
Dividends
BKD vs. CYH - Dividend Comparison
Neither BKD nor CYH has paid dividends to shareholders.
Financials
BKD vs. CYH - Financials Comparison
This section allows you to compare key financial metrics between Brookdale Senior Living Inc. and Community Health Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BKD and CYH 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.
CYH has higher volatility (24.62%) compared to BKD (12.56%). In terms of maximum drawdown, BKD dropped -96.29% vs CYH's -97.17%.
BKD currently has the higher Sharpe Ratio (2.24 vs 0.13), 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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