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

Performance

BTSG vs. ESLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrightSpring Health Services, Inc (BTSG) and Estrella Immunopharma Inc. (ESLA). 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 78.48% return, which is significantly higher than ESLA's -35.90% return.


BTSG

1D
-0.54%
1M
14.26%
YTD
78.48%
6M
76.92%
1Y
193.54%
3Y*
5Y*
10Y*

ESLA

1D
7.05%
1M
-13.79%
YTD
-35.90%
6M
-34.21%
1Y
8.70%
3Y*
-54.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTSG vs. ESLA - Yearly Performance Comparison


2026 (YTD)20252024
BTSG
BrightSpring Health Services, Inc
78.48%119.91%41.92%
ESLA
Estrella Immunopharma Inc.
-35.90%30.00%-0.83%

Correlation

The correlation between BTSG and ESLA is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.07

Fundamentals

Market Cap

BTSG:

$14.79B

ESLA:

$42.12M

EPS

BTSG:

$1.42

ESLA:

-$0.35

Total Revenue (TTM)

BTSG:

$13.65B

ESLA:

$0.00

Gross Profit (TTM)

BTSG:

$1.66B

ESLA:

$0.00

EBITDA (TTM)

BTSG:

$572.07M

ESLA:

-$13.25M

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Return for Risk

BTSG vs. ESLA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 9696
Omega Ratio Rank
BTSG Calmar Ratio Rank: 9898
Calmar Ratio Rank
BTSG Martin Ratio Rank: 9999
Martin Ratio Rank

ESLA
ESLA Risk / Return Rank: 4949
Overall Rank
ESLA Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ESLA Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESLA Omega Ratio Rank: 5454
Omega Ratio Rank
ESLA Calmar Ratio Rank: 4646
Calmar Ratio Rank
ESLA Martin Ratio Rank: 4545
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. ESLA - Risk-Adjusted Trends Comparison

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


BTSGESLADifference
Sharpe ratioReturn per unit of total volatility

+4.78

Sortino ratioReturn per unit of downside risk

+3.68

Omega ratioGain probability vs. loss probability

1.62

1.12

+0.50

Calmar ratioReturn relative to maximum drawdown

10.86

0.12

+10.74

Martin ratioReturn relative to average drawdown

36.86

0.20

+36.66

BTSG vs. ESLA - Sharpe Ratio Comparison

The current BTSG Sharpe Ratio is 4.86, which is higher than the ESLA Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BTSG and ESLA, 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. ESLA - Drawdown Comparison

The maximum BTSG drawdown since its inception was -35.56%, smaller than the maximum ESLA drawdown of -96.58%. Use the drawdown chart below to compare losses from any high point for BTSG and ESLA.


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Drawdown Indicators


BTSGESLADifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-96.58%

+61.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-70.13%

+52.20%

Max Drawdown (3Y)

Largest decline over 3 years

-96.58%

Current Drawdown

Current decline from peak

-0.54%

-95.29%

+94.75%

Average Drawdown

Average peak-to-trough decline

-7.70%

-55.78%

+48.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

44.10%

-38.82%

Volatility

BTSG vs. ESLA - Volatility Comparison

The current volatility for BrightSpring Health Services, Inc (BTSG) is 10.26%, while Estrella Immunopharma Inc. (ESLA) has a volatility of 18.90%. This indicates that BTSG experiences smaller price fluctuations and is considered to be less risky than ESLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTSGESLADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

18.90%

-8.64%

Volatility (6M)

Calculated over the trailing 6-month period

29.18%

72.06%

-42.88%

Volatility (1Y)

Calculated over the trailing 1-year period

40.15%

111.74%

-71.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.00%

134.35%

-90.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

134.35%

-90.35%

Dividends

BTSG vs. ESLA - Dividend Comparison

Neither BTSG nor ESLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BTSG vs. ESLA - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20222023202420252026
3.61B
0
(BTSG) Total Revenue
(ESLA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BTSG and ESLA have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLA has higher volatility (18.90%) compared to BTSG (10.26%). In terms of maximum drawdown, BTSG dropped -35.56% vs ESLA's -96.58%.

BTSG currently has the higher Sharpe Ratio (4.86 vs 0.08), 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

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