BTSG vs. RSP
BTSG (BrightSpring Health Services, Inc) is a stock, while RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index. Over the past year, BTSG returned 239.78% vs 19.62% for RSP. At a 0.39 correlation, their price movements are largely independent.
Performance
BTSG vs. RSP - Performance Comparison
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Returns By Period
In the year-to-date period, BTSG achieves a 82.00% return, which is significantly higher than RSP's 13.18% return.
BTSG
- 1D
- -0.15%
- 1M
- 6.27%
- 6M
- 72.12%
- YTD
- 82.00%
- 1Y
- 239.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RSP
- 1D
- 0.98%
- 1M
- 1.75%
- 6M
- 8.65%
- YTD
- 13.18%
- 1Y
- 19.62%
- 3Y*
- 14.03%
- 5Y*
- 9.38%
- 10Y*
- 11.84%
BTSG vs. RSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTSG BrightSpring Health Services, Inc | 82.00% | 119.91% | 41.92% |
RSP Invesco S&P 500 Equal Weight ETF | 13.18% | 11.21% | 13.02% |
Correlation
The correlation between BTSG and RSP is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.39 |
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Return for Risk
BTSG vs. RSP — Risk / Return Rank
BTSG
RSP
BTSG vs. RSP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services, Inc (BTSG) and Invesco S&P 500 Equal Weight ETF (RSP). 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 | RSP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.30 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 26.01 | 2.51 | +23.50 |
| Martin ratioReturn relative to average drawdown | 77.11 | 9.51 | +67.60 |
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Drawdowns
BTSG vs. RSP - Drawdown Comparison
The maximum BTSG drawdown since its inception was -35.56%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for BTSG and RSP.
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Drawdown Indicators
| BTSG | RSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.56% | -59.92% | +24.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -7.85% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.04% | — |
Current DrawdownCurrent decline from peak | -4.78% | 0.00% | -4.78% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.62% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.07% | +1.05% |
Volatility
BTSG vs. RSP - Volatility Comparison
BrightSpring Health Services, Inc (BTSG) has a higher volatility of 6.57% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 3.14%. This indicates that BTSG's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTSG | RSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 3.14% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 28.51% | 8.68% | +19.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.53% | 11.75% | +27.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.59% | 16.20% | +27.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.59% | 18.28% | +25.31% |
Dividends
BTSG vs. RSP - Dividend Comparison
BTSG has not paid dividends to shareholders, while RSP's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSP Invesco S&P 500 Equal Weight ETF | 1.49% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Frequently Asked Questions
BTSG and RSP have a correlation of 0.40, 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 RSP (3.14%). In terms of maximum drawdown, BTSG dropped -35.56% vs RSP's -59.92%.
BTSG currently has the higher Sharpe Ratio (6.11 vs 1.68), 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.
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