BLCO vs. SPY

In the year-to-date period, BLCO achieves a -36.49% return, which is significantly lower than SPY's 0.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Bausch + Lomb Corp (BLCO) and SPDR S&P 500 ETF (SPY). 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.

The current BLCO Sharpe Ratio is -0.54, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BLCO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BLCO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum BLCO drawdown since its inception was -48.07%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BLCO and SPY.

Bausch + Lomb Corp (BLCO) has a higher volatility of 12.32% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that BLCO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.