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BKD vs. EHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BKD vs. EHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookdale Senior Living Inc. (BKD) and Encompass Health Corporation (EHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKD achieves a 10.01% return, which is significantly higher than EHC's -4.38% return.


BKD

1D
-3.81%
1M
-8.55%
YTD
10.01%
6M
11.04%
1Y
77.69%
3Y*
42.52%
5Y*
10.21%
10Y*
-3.36%

EHC

1D
-2.79%
1M
-4.70%
YTD
-4.38%
6M
-9.31%
1Y
-16.25%
3Y*
17.87%
5Y*
10.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKD vs. EHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BKD
Brookdale Senior Living Inc.
10.01%114.51%-13.57%113.19%-47.09%16.48%-39.06%8.51%-30.93%
EHC
Encompass Health Corporation
-4.38%15.67%39.17%12.62%16.77%-19.90%21.42%14.26%26.89%

Correlation

The correlation between BKD and EHC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.27

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.36

The correlation between BKD and EHC shifts across timeframes, from 0.16 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BKD:

$2.83B

EHC:

$10.17B

EPS

BKD:

-$0.87

EHC:

$5.99

PS Ratio

BKD:

0.90

EHC:

1.70

Total Revenue (TTM)

BKD:

$3.11B

EHC:

$6.07B

Gross Profit (TTM)

BKD:

$419.88M

EHC:

$2.44B

EBITDA (TTM)

BKD:

$329.09M

EHC:

$1.42B

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Return for Risk

BKD vs. EHC — Risk / Return Rank

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

BKD
BKD Risk / Return Rank: 8585
Overall Rank
BKD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKD Sortino Ratio Rank: 8686
Sortino Ratio Rank
BKD Omega Ratio Rank: 8686
Omega Ratio Rank
BKD Calmar Ratio Rank: 8181
Calmar Ratio Rank
BKD Martin Ratio Rank: 8383
Martin Ratio Rank

EHC
EHC Risk / Return Rank: 1616
Overall Rank
EHC Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EHC Sortino Ratio Rank: 1616
Sortino Ratio Rank
EHC Omega Ratio Rank: 1616
Omega Ratio Rank
EHC Calmar Ratio Rank: 2020
Calmar Ratio Rank
EHC Martin Ratio Rank: 1616
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.

BKD vs. EHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookdale Senior Living Inc. (BKD) and Encompass Health Corporation (EHC). 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.


BKDEHCDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.36

0.90

+0.46

Calmar ratioReturn relative to maximum drawdown

2.67

-0.63

+3.30

Martin ratioReturn relative to average drawdown

7.41

-1.19

+8.60

BKD vs. EHC - Sharpe Ratio Comparison

The current BKD Sharpe Ratio is 2.04, which is higher than the EHC Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of BKD and EHC, 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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Sharpe Ratios by Period


BKDEHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

-0.61

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.39

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.47

-0.52

Drawdowns

BKD vs. EHC - Drawdown Comparison

The maximum BKD drawdown since its inception was -96.29%, which is greater than EHC's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for BKD and EHC.


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Drawdown Indicators


BKDEHCDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-39.54%

-56.75%

Max Drawdown (1Y)

Largest decline over 1 year

-29.22%

-26.09%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-43.55%

-26.09%

-17.46%

Max Drawdown (5Y)

Largest decline over 5 years

-73.14%

-35.10%

-38.04%

Max Drawdown (10Y)

Largest decline over 10 years

-90.58%

Current Drawdown

Current decline from peak

-74.72%

-20.20%

-54.52%

Average Drawdown

Average peak-to-trough decline

-63.70%

-12.09%

-51.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

13.68%

-3.15%

Volatility

BKD vs. EHC - Volatility Comparison

Brookdale Senior Living Inc. (BKD) has a higher volatility of 11.01% compared to Encompass Health Corporation (EHC) at 8.35%. This indicates that BKD's price experiences larger fluctuations and is considered to be riskier than EHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKDEHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

8.35%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

27.76%

20.76%

+7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

38.31%

26.93%

+11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.40%

26.06%

+27.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.96%

28.31%

+31.65%

Dividends

BKD vs. EHC - Dividend Comparison

BKD has not paid dividends to shareholders, while EHC's dividend yield for the trailing twelve months is around 0.73%.


PositionTTM202520242023202220212020201920182017
BKD
Brookdale Senior Living Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EHC
Encompass Health Corporation
0.73%0.66%0.51%0.90%20.45%1.72%1.35%1.59%1.69%0.51%

Financials

BKD vs. EHC - Financials Comparison

This section allows you to compare key financial metrics between Brookdale Senior Living Inc. and Encompass Health 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
764.86M
1.59B
(BKD) Total Revenue
(EHC) Total Revenue
Values in USD except per share items

BKD vs. EHC - Profitability Comparison

The chart below illustrates the profitability comparison between Brookdale Senior Living Inc. and Encompass Health Corporation 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%202220232024202520260
48.4%
Portfolio components
BKD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported a gross profit of 0.00 and revenue of 764.86M. Therefore, the gross margin over that period was 0.0%.

EHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Encompass Health Corporation reported a gross profit of 768.50M and revenue of 1.59B. Therefore, the gross margin over that period was 48.4%.

BKD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported an operating income of 51.78M and revenue of 764.86M, resulting in an operating margin of 6.8%.

EHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Encompass Health Corporation reported an operating income of 232.30M and revenue of 1.59B, resulting in an operating margin of 14.6%.

BKD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported a net income of -6.89M and revenue of 764.86M, resulting in a net margin of -0.9%.

EHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Encompass Health Corporation reported a net income of 194.50M and revenue of 1.59B, resulting in a net margin of 12.3%.


Frequently Asked Questions


BKD and EHC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKD has higher volatility (11.01%) compared to EHC (8.35%). In terms of maximum drawdown, BKD dropped -96.29% vs EHC's -39.54%.

BKD currently has the higher Sharpe Ratio (2.04 vs -0.61), 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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