BTSG vs. AOK
BTSG (BrightSpring Health Services, Inc) is a stock, while AOK (iShares Core 30/70 Conservative Allocation ETF) is Diversified Portfolio fund tracking the S&P Target Risk Conservative Index. Over the past year, BTSG returned 239.78% vs 10.17% for AOK. At a 0.31 correlation, their price movements are largely independent.
Performance
BTSG vs. AOK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTSG achieves a 82.00% return, which is significantly higher than AOK's 4.16% return.
BTSG
- 1D
- -0.15%
- 1M
- 6.27%
- 6M
- 72.12%
- YTD
- 82.00%
- 1Y
- 239.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AOK
- 1D
- -0.18%
- 1M
- -0.45%
- 6M
- 2.71%
- YTD
- 4.16%
- 1Y
- 10.17%
- 3Y*
- 8.68%
- 5Y*
- 3.55%
- 10Y*
- 4.97%
BTSG vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTSG BrightSpring Health Services, Inc | 82.00% | 119.91% | 41.92% |
AOK iShares Core 30/70 Conservative Allocation ETF | 4.16% | 11.26% | 7.08% |
Correlation
The correlation between BTSG and AOK is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.31 |
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
BTSG vs. AOK — Risk / Return Rank
BTSG
AOK
BTSG vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services, Inc (BTSG) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.
| BTSG | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.32 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 26.01 | 2.27 | +23.74 |
| Martin ratioReturn relative to average drawdown | 77.11 | 9.55 | +67.56 |
Loading charts...
Drawdowns
BTSG vs. AOK - Drawdown Comparison
The maximum BTSG drawdown since its inception was -35.56%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for BTSG and AOK.
Loading charts...
Drawdown Indicators
| BTSG | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.56% | -18.94% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -4.50% | -4.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.94% | — |
Current DrawdownCurrent decline from peak | -4.78% | -0.56% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -2.36% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.07% | +2.05% |
Volatility
BTSG vs. AOK - Volatility Comparison
BrightSpring Health Services, Inc (BTSG) has a higher volatility of 6.57% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 1.65%. This indicates that BTSG's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTSG | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 1.65% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 28.51% | 4.89% | +23.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.53% | 5.95% | +33.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.59% | 7.16% | +36.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.59% | 6.72% | +36.87% |
Dividends
BTSG vs. AOK - Dividend Comparison
BTSG has not paid dividends to shareholders, while AOK's dividend yield for the trailing twelve months is around 3.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.36% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
BTSG BrightSpring Health Services, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BTSG and AOK have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTSG has higher volatility (6.57%) compared to AOK (1.65%). In terms of maximum drawdown, BTSG dropped -35.56% vs AOK's -18.94%.
BTSG currently has the higher Sharpe Ratio (6.11 vs 1.72), 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 BTSG and AOK
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