BKD vs. SGRY
BKD (Brookdale Senior Living Inc.) and SGRY (Surgery Partners, Inc.) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 10 years, BKD returned -3.36%/yr vs -0.97%/yr for SGRY. At a 0.33 correlation, their price movements are largely independent.
Performance
BKD vs. SGRY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BKD achieves a 10.01% return, which is significantly higher than SGRY's -10.32% return. Over the past 10 years, BKD has underperformed SGRY with an annualized return of -3.36%, while SGRY has yielded a comparatively higher -0.97% annualized 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%
SGRY
- 1D
- 1.06%
- 1M
- -4.05%
- YTD
- -10.32%
- 6M
- -17.14%
- 1Y
- -40.25%
- 3Y*
- -29.08%
- 5Y*
- -26.19%
- 10Y*
- -0.97%
BKD vs. SGRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKD Brookdale Senior Living Inc. | 10.01% | 114.51% | -13.57% | 113.19% | -47.09% | 16.48% | -39.06% | 8.51% | -30.93% | -21.90% |
SGRY Surgery Partners, Inc. | -10.32% | -27.02% | -33.82% | 14.82% | -47.84% | 84.11% | 85.31% | 59.91% | -19.09% | -23.66% |
Correlation
The correlation between BKD and SGRY is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2015 | 0.33 |
Over the past year, the correlation between BKD and SGRY has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
BKD:
$2.83B
SGRY:
$1.78B
BKD:
-$0.87
SGRY:
-$0.60
BKD:
0.90
SGRY:
0.53
BKD:
$3.11B
SGRY:
$3.34B
BKD:
$419.88M
SGRY:
$763.30M
BKD:
$329.09M
SGRY:
$787.20M
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
BKD vs. SGRY — Risk / Return Rank
BKD
SGRY
BKD vs. SGRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookdale Senior Living Inc. (BKD) and Surgery Partners, Inc. (SGRY). 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.
| BKD | SGRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +3.75 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.85 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.78 | +3.45 |
| Martin ratioReturn relative to average drawdown | 7.41 | -1.33 | +8.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BKD | SGRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | -0.87 | +2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.48 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | -0.02 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | -0.04 | -0.01 |
Drawdowns
BKD vs. SGRY - Drawdown Comparison
The maximum BKD drawdown since its inception was -96.29%, which is greater than SGRY's maximum drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for BKD and SGRY.
Loading charts...
Drawdown Indicators
| BKD | SGRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.29% | -82.86% | -13.43% |
Max Drawdown (1Y)Largest decline over 1 year | -29.22% | -51.80% | +22.58% |
Max Drawdown (3Y)Largest decline over 3 years | -43.55% | -74.52% | +30.97% |
Max Drawdown (5Y)Largest decline over 5 years | -73.14% | -82.86% | +9.72% |
Max Drawdown (10Y)Largest decline over 10 years | -90.58% | -82.86% | -7.72% |
Current DrawdownCurrent decline from peak | -74.72% | -79.34% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -63.70% | -41.59% | -22.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.53% | 30.20% | -19.67% |
Volatility
BKD vs. SGRY - Volatility Comparison
Brookdale Senior Living Inc. (BKD) has a higher volatility of 11.01% compared to Surgery Partners, Inc. (SGRY) at 9.37%. This indicates that BKD's price experiences larger fluctuations and is considered to be riskier than SGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BKD | SGRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 9.37% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 27.76% | 28.79% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.31% | 46.54% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.40% | 54.64% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.96% | 64.76% | -4.80% |
Dividends
BKD vs. SGRY - Dividend Comparison
Neither BKD nor SGRY has paid dividends to shareholders.
Financials
BKD vs. SGRY - Financials Comparison
This section allows you to compare key financial metrics between Brookdale Senior Living Inc. and Surgery Partners, 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
BKD vs. SGRY - Profitability Comparison
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%.
SGRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Surgery Partners, Inc. reported a gross profit of 160.20M and revenue of 810.90M. Therefore, the gross margin over that period was 19.8%.
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%.
SGRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Surgery Partners, Inc. reported an operating income of 65.80M and revenue of 810.90M, resulting in an operating margin of 8.1%.
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%.
SGRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Surgery Partners, Inc. reported a net income of -35.90M and revenue of 810.90M, resulting in a net margin of -4.4%.
Frequently Asked Questions
BKD and SGRY have a correlation of 0.08, 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 SGRY (9.37%). In terms of maximum drawdown, BKD dropped -96.29% vs SGRY's -82.86%.
BKD currently has the higher Sharpe Ratio (2.04 vs -0.87), 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.
Find the right allocation for BKD and SGRY
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