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BTSG vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTSG vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrightSpring Health Services, Inc (BTSG) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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 82.00% return, which is significantly higher than DTCR's 31.00% return.


BTSG

1D
-0.15%
1M
6.27%
6M
72.12%
YTD
82.00%
1Y
239.78%
3Y*
5Y*
10Y*

DTCR

1D
-2.75%
1M
-12.08%
6M
17.67%
YTD
31.00%
1Y
45.57%
3Y*
27.73%
5Y*
11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTSG vs. DTCR - Yearly Performance Comparison


2026 (YTD)20252024
BTSG
BrightSpring Health Services, Inc
82.00%119.91%41.92%
DTCR
Global X Data Center & Digital Infrastructure ETF
31.00%28.99%14.60%

Correlation

The correlation between BTSG and DTCR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.28

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Return for Risk

BTSG vs. DTCR — Risk / Return Rank

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

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

DTCR
DTCR Risk / Return Rank: 7070
Overall Rank
DTCR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTCR Omega Ratio Rank: 6666
Omega Ratio Rank
DTCR Calmar Ratio Rank: 7575
Calmar Ratio Rank
DTCR Martin Ratio Rank: 6666
Martin Ratio Rank
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.

BTSG vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services, Inc (BTSG) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.


BTSGDTCRDifference
Sharpe ratioReturn per unit of total volatility

+4.20

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.73

1.32

+0.42

Calmar ratioReturn relative to maximum drawdown

26.01

3.08

+22.93

Martin ratioReturn relative to average drawdown

77.11

9.35

+67.76

BTSG vs. DTCR - Sharpe Ratio Comparison

The current BTSG Sharpe Ratio is 6.11, which is higher than the DTCR Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BTSG and DTCR, 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. DTCR - Drawdown Comparison

The maximum BTSG drawdown since its inception was -35.56%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for BTSG and DTCR.


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Drawdown Indicators


BTSGDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-38.98%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-14.84%

+5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

-4.78%

-14.84%

+10.06%

Average Drawdown

Average peak-to-trough decline

-7.53%

-12.25%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.89%

-1.77%

Volatility

BTSG vs. DTCR - Volatility Comparison

The current volatility for BrightSpring Health Services, Inc (BTSG) is 6.57%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 7.85%. This indicates that BTSG experiences smaller price fluctuations and is considered to be less risky than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTSGDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

7.85%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

28.51%

19.30%

+9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

24.04%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.59%

22.36%

+21.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.59%

22.18%

+21.41%

Dividends

BTSG vs. DTCR - Dividend Comparison

BTSG has not paid dividends to shareholders, while DTCR's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM202520242023202220212020
BTSG
BrightSpring Health Services, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.90%1.10%1.72%1.18%2.57%1.27%0.30%

Frequently Asked Questions


BTSG and DTCR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (7.85%) compared to BTSG (6.57%). In terms of maximum drawdown, BTSG dropped -35.56% vs DTCR's -38.98%.

BTSG currently has the higher Sharpe Ratio (6.11 vs 1.91), 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 DTCR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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