BLCO vs. TEM

Last updated Apr 2, 2026

Compare and contrast key facts about Bausch + Lomb Corp (BLCO) and Tempus AI, Inc (TEM).

Performance

BLCO vs. TEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bausch + Lomb Corp (BLCO) and Tempus AI, Inc (TEM). The values are adjusted to include any dividend payments, if applicable.

BLCO vs. TEM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BLCO Bausch + Lomb Corp	-2.34%	-5.43%	19.68%
TEM Tempus AI, Inc	-20.36%	74.91%	-16.12%

Fundamentals

Market Cap BLCO : $5.90B TEM : $8.20B
EPS BLCO : -$1.02 TEM : -$1.41
PS Ratio BLCO : 1.16 TEM : 6.44
PB Ratio BLCO : 0.92 TEM : 16.68
Total Revenue (TTM) BLCO : $5.08B TEM : $1.27B
Gross Profit (TTM) BLCO : $5.08B TEM : $885.69M
EBITDA (TTM) BLCO : $113.00M TEM : $105.31M

Returns By Period

In the year-to-date period, BLCO achieves a -2.34% return, which is significantly higher than TEM's -20.36% return.

BLCO

• 1D: 4.91%
• 1M: -9.40%
• YTD: -2.34%
• 6M: 13.70%
• 1Y: 18.30%
• 3Y*: -1.42%
• 5Y*: —
• 10Y*: —

TEM

• 1D: 4.00%
• 1M: -11.78%
• YTD: -20.36%
• 6M: -46.55%
• 1Y: -0.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BLCO vs. TEM — Risk / Return Rank

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

BLCO

BLCO Risk / Return Rank: 54
BLCO Sharpe Ratio Rank: 56
BLCO Sortino Ratio Rank: 50
BLCO Omega Ratio Rank: 52
BLCO Calmar Ratio Rank: 54
BLCO Martin Ratio Rank: 56

TEM

TEM Risk / Return Rank: 40
TEM Sharpe Ratio Rank: 39
TEM Sortino Ratio Rank: 43
TEM Omega Ratio Rank: 40
TEM Calmar Ratio Rank: 39
TEM Martin Ratio Rank: 39

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.

BLCO vs. TEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bausch + Lomb Corp (BLCO) and Tempus AI, Inc (TEM). 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.

	BLCO	TEM	Difference
Sharpe ratio Return per unit of total volatility	0.42	-0.01	+0.43
Sortino ratio Return per unit of downside risk	0.85	0.56	+0.29
Omega ratio Gain probability vs. loss probability	1.12	1.06	+0.06
Calmar ratio Return relative to maximum drawdown	0.63	-0.04	+0.67
Martin ratio Return relative to average drawdown	1.56	-0.09	+1.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BLCO vs. TEM - Sharpe Ratio Comparison

The current BLCO Sharpe Ratio is 0.42, which is higher than the TEM Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BLCO and TEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BLCO	TEM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	-0.01	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.09	-0.20

Correlation

The correlation between BLCO and TEM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BLCO vs. TEM - Dividend Comparison

Neither BLCO nor TEM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BLCO vs. TEM - Drawdown Comparison

The maximum BLCO drawdown since its inception was -48.07%, smaller than the maximum TEM drawdown of -58.99%. Use the drawdown chart below to compare losses from any high point for BLCO and TEM.

Drawdown Indicators

	BLCO	TEM	Difference
Max Drawdown Largest peak-to-trough decline	-48.07%	-58.99%	+10.92%
Max Drawdown (1Y) Largest decline over 1 year	-24.04%	-58.96%	+34.92%
Current Drawdown Current decline from peak	-20.53%	-54.45%	+33.92%
Average Drawdown Average peak-to-trough decline	-21.63%	-29.84%	+8.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.65%	27.58%	-17.93%

Volatility

BLCO vs. TEM - Volatility Comparison

The current volatility for Bausch + Lomb Corp (BLCO) is 12.24%, while Tempus AI, Inc (TEM) has a volatility of 16.28%. This indicates that BLCO experiences smaller price fluctuations and is considered to be less risky than TEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLCO	TEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.24%	16.28%	-4.04%
Volatility (6M) Calculated over the trailing 6-month period	22.51%	42.63%	-20.12%
Volatility (1Y) Calculated over the trailing 1-year period	43.86%	74.68%	-30.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.51%	100.64%	-60.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.51%	100.64%	-60.13%

Financials