PortfoliosLab logoPortfoliosLab logo
BTSG vs. INNV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BTSG vs. INNV - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with BTSG having a 78.48% return and INNV slightly higher at 79.58%.


BTSG

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

INNV

1D
1.19%
1M
29.44%
YTD
79.58%
6M
63.22%
1Y
134.76%
3Y*
8.04%
5Y*
-15.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTSG vs. INNV - Yearly Performance Comparison


2026 (YTD)20252024
BTSG
BrightSpring Health Services, Inc
78.48%119.91%41.92%
INNV
InnovAge Holding Corp.
79.58%32.06%-33.28%

Correlation

The correlation between BTSG and INNV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.24

Fundamentals

Market Cap

BTSG:

$14.79B

INNV:

$1.26B

EPS

BTSG:

$1.42

INNV:

-$0.16

PS Ratio

BTSG:

1.07

INNV:

1.34

PB Ratio

BTSG:

7.47

INNV:

5.43

Total Revenue (TTM)

BTSG:

$13.65B

INNV:

$945.90M

Gross Profit (TTM)

BTSG:

$1.66B

INNV:

$140.05M

EBITDA (TTM)

BTSG:

$572.07M

INNV:

$5.26M

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. INNV — 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

INNV
INNV Risk / Return Rank: 8585
Overall Rank
INNV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
INNV Sortino Ratio Rank: 8484
Sortino Ratio Rank
INNV Omega Ratio Rank: 8181
Omega Ratio Rank
INNV Calmar Ratio Rank: 8989
Calmar Ratio Rank
INNV Martin Ratio Rank: 8585
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. INNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services, Inc (BTSG) and InnovAge Holding Corp. (INNV). 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.


BTSGINNVDifference
Sharpe ratioReturn per unit of total volatility

+3.24

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.62

1.30

+0.32

Calmar ratioReturn relative to maximum drawdown

10.86

4.08

+6.78

Martin ratioReturn relative to average drawdown

36.86

8.00

+28.85

BTSG vs. INNV - Sharpe Ratio Comparison

The current BTSG Sharpe Ratio is 4.86, which is higher than the INNV Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of BTSG and INNV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BTSG vs. INNV - Drawdown Comparison

The maximum BTSG drawdown since its inception was -35.56%, smaller than the maximum INNV drawdown of -89.92%. Use the drawdown chart below to compare losses from any high point for BTSG and INNV.


Loading charts...

Drawdown Indicators


BTSGINNVDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-89.92%

+54.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-33.21%

+15.28%

Max Drawdown (3Y)

Largest decline over 3 years

-65.42%

Max Drawdown (5Y)

Largest decline over 5 years

-88.24%

Current Drawdown

Current decline from peak

-0.54%

-64.21%

+63.67%

Average Drawdown

Average peak-to-trough decline

-7.70%

-72.30%

+64.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

16.91%

-11.63%

Volatility

BTSG vs. INNV - Volatility Comparison

The current volatility for BrightSpring Health Services, Inc (BTSG) is 10.26%, while InnovAge Holding Corp. (INNV) has a volatility of 14.48%. This indicates that BTSG experiences smaller price fluctuations and is considered to be less risky than INNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTSGINNVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

14.48%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

29.18%

50.66%

-21.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.15%

83.66%

-43.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.00%

74.66%

-30.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

73.19%

-29.19%

Dividends

BTSG vs. INNV - Dividend Comparison

Neither BTSG nor INNV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BTSG vs. INNV - Financials Comparison

This section allows you to compare key financial metrics between BrightSpring Health Services, Inc and InnovAge Holding Corp.. 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
251.94M
(BTSG) Total Revenue
(INNV) Total Revenue
Values in USD except per share items

BTSG vs. INNV - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%20222023202420252026
13.3%
0
Portfolio components
BTSG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BrightSpring Health Services, Inc reported a gross profit of 482.22M and revenue of 3.61B. Therefore, the gross margin over that period was 13.3%.

INNV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported a gross profit of 0.00 and revenue of 251.94M. Therefore, the gross margin over that period was 0.0%.

BTSG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BrightSpring Health Services, Inc reported an operating income of 121.45M and revenue of 3.61B, resulting in an operating margin of 3.4%.

INNV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported an operating income of 0.00 and revenue of 251.94M, resulting in an operating margin of 0.0%.

BTSG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BrightSpring Health Services, Inc reported a net income of 148.77M and revenue of 3.61B, resulting in a net margin of 4.1%.

INNV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported a net income of -29.46M and revenue of 251.94M, resulting in a net margin of -11.7%.


Frequently Asked Questions


BTSG and INNV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INNV has higher volatility (14.48%) compared to BTSG (10.26%). In terms of maximum drawdown, BTSG dropped -35.56% vs INNV's -89.92%.

BTSG currently has the higher Sharpe Ratio (4.86 vs 1.62), 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 INNV

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