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BTSG vs. CALX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BTSG vs. CALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrightSpring Health Services, Inc (BTSG) and Calix, Inc. (CALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTSG achieves a 59.44% return, which is significantly higher than CALX's -32.17% return.


BTSG

1D
-18.07%
1M
-13.50%
6M
52.05%
YTD
59.44%
1Y
204.02%
3Y*
5Y*
10Y*
ALL TIME*
89.48%

CALX

1D
2.05%
1M
-6.70%
6M
-19.63%
YTD
-32.17%
1Y
-35.96%
3Y*
-6.68%
5Y*
-5.16%
10Y*
16.84%
ALL TIME*
4.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$220.39M$311.69M$243.26M
$66.73M$55.05M$45.28M

BTSG vs. CALX - Yearly Performance Comparison


2026 (YTD)20252024
BTSG
BrightSpring Health Services, Inc
59.44%119.91%41.92%
CALX
Calix, Inc.
-32.17%51.79%-20.79%

Correlation

The correlation between BTSG and CALX is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.26

Fundamentals

Market Cap

BTSG:

$11.72B

CALX:

$2.26B

EPS

BTSG:

$1.67

CALX:

$0.77

PE Ratio

BTSG:

35.85

CALX:

46.65

PEG Ratio

BTSG:

0.20

CALX:

0.46

PS Ratio

BTSG:

0.91

CALX:

2.15

PB Ratio

BTSG:

6.45

CALX:

3.31

Total Revenue (TTM)

BTSG:

$14.37B

CALX:

$1.11B

Gross Profit (TTM)

BTSG:

$1.78B

CALX:

$628.73M

EBITDA (TTM)

BTSG:

$525.76M

CALX:

$84.29M

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Return for Risk

BTSG vs. CALX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTSG
BTSG Risk / Return Rank: 9898
Overall Rank
BTSG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BTSG Sortino Ratio Rank: 9797
Sortino Ratio Rank
BTSG Omega Ratio Rank: 9797
Omega Ratio Rank
BTSG Calmar Ratio Rank: 9999
Calmar Ratio Rank
BTSG Martin Ratio Rank: 100100
Martin Ratio Rank

CALX
CALX Risk / Return Rank: 1010
Overall Rank
CALX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CALX Sortino Ratio Rank: 99
Sortino Ratio Rank
CALX Omega Ratio Rank: 1010
Omega Ratio Rank
CALX Calmar Ratio Rank: 1515
Calmar Ratio Rank
CALX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTSG vs. CALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services, Inc (BTSG) and Calix, Inc. (CALX). 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.


BTSGCALXDifference
Sharpe ratioReturn per unit of total volatility

+5.28

Sortino ratioReturn per unit of downside risk

+5.09

Omega ratioGain probability vs. loss probability

1.60

0.85

+0.75

Calmar ratioReturn relative to maximum drawdown

10.52

-0.76

+11.27

Martin ratioReturn relative to average drawdown

59.98

-1.34

+61.32

BTSG vs. CALX - Sharpe Ratio Comparison

The current BTSG Sharpe Ratio is 4.36, which is higher than the CALX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of BTSG and CALX, 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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Drawdowns

BTSG vs. CALX - Drawdown Comparison

The maximum BTSG drawdown since its inception was -35.56%, smaller than the maximum CALX drawdown of -80.95%. Use the drawdown chart below to compare losses from any high point for BTSG and CALX.


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Drawdown Indicators


BTSGCALXDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-80.95%

+45.39%

Max Drawdown (1Y)

Largest decline over 1 year

-18.10%

-48.58%

+30.48%

Max Drawdown (3Y)

Largest decline over 3 years

-48.58%

Max Drawdown (5Y)

Largest decline over 5 years

-65.32%

Max Drawdown (10Y)

Largest decline over 10 years

-65.32%

Current Drawdown

Current decline from peak

-18.10%

-55.11%

+37.01%

Average Drawdown

Average peak-to-trough decline

-7.46%

-49.39%

+41.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

27.32%

-24.10%

Volatility

BTSG vs. CALX - Volatility Comparison

BrightSpring Health Services, Inc (BTSG) has a higher volatility of 23.06% compared to Calix, Inc. (CALX) at 11.05%. This indicates that BTSG's price experiences larger fluctuations and is considered to be riskier than CALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTSGCALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.06%

11.05%

+12.01%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

30.45%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

43.83%

40.02%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.18%

48.82%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.18%

51.33%

-6.15%

Dividends

BTSG vs. CALX - Dividend Comparison

Neither BTSG nor CALX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BTSG vs. CALX - Financials Comparison

This section allows you to compare key financial metrics between BrightSpring Health Services, Inc and Calix, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

BTSG vs. CALX - Profitability Comparison

The chart below illustrates the profitability comparison between BrightSpring Health Services, Inc and Calix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

BTSG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BrightSpring Health Services, Inc reported a gross profit of 492.75M and revenue of 3.87B. Therefore, the gross margin over that period was 12.7%.

CALX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Calix, Inc. reported a gross profit of 160.12M and revenue of 293.33M. Therefore, the gross margin over that period was 54.6%.

BTSG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BrightSpring Health Services, Inc reported an operating income of 130.39M and revenue of 3.87B, resulting in an operating margin of 3.4%.

CALX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Calix, Inc. reported an operating income of 21.85M and revenue of 293.33M, resulting in an operating margin of 7.5%.

BTSG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BrightSpring Health Services, Inc reported a net income of 84.29M and revenue of 3.87B, resulting in a net margin of 2.2%.

CALX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Calix, Inc. reported a net income of 17.11M and revenue of 293.33M, resulting in a net margin of 5.8%.


Frequently Asked Questions


BTSG and CALX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTSG has higher volatility (23.06%) compared to CALX (11.05%). In terms of maximum drawdown, BTSG dropped -35.56% vs CALX's -80.95%.

BTSG currently has the higher Sharpe Ratio (4.36 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for BTSG and CALX

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