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BTSGU vs. HQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BTSGU vs. HQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrightSpring Health Services Inc. Tangible Equity Unit (BTSGU) and HealthEquity, Inc. (HQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTSGU achieves a 78.43% return, which is significantly higher than HQY's -7.64% return.


BTSGU

1D
1.75%
1M
14.66%
YTD
78.43%
6M
77.32%
1Y
193.56%
3Y*
5Y*
10Y*

HQY

1D
-0.70%
1M
-3.97%
YTD
-7.64%
6M
-9.78%
1Y
-16.48%
3Y*
12.21%
5Y*
0.21%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTSGU vs. HQY - Yearly Performance Comparison


2026 (YTD)20252024
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit
78.43%111.13%40.70%
HQY
HealthEquity, Inc.
-7.64%-4.52%24.09%

Correlation

The correlation between BTSGU and HQY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

Fundamentals

Market Cap

BTSGU:

$49.25B

HQY:

$7.19B

EPS

BTSGU:

$1.42

HQY:

$2.66

PE Ratio

BTSGU:

156.90

HQY:

31.83

PEG Ratio

BTSGU:

0.86

HQY:

0.23

PS Ratio

BTSGU:

3.56

HQY:

5.49

PB Ratio

BTSGU:

24.88

HQY:

3.51

Total Revenue (TTM)

BTSGU:

$13.65B

HQY:

$1.34B

Gross Profit (TTM)

BTSGU:

$1.66B

HQY:

$972.12M

EBITDA (TTM)

BTSGU:

$572.07M

HQY:

$300.86M

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Return for Risk

BTSGU vs. HQY — Risk / Return Rank

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

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

HQY
HQY Risk / Return Rank: 2121
Overall Rank
HQY Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HQY Sortino Ratio Rank: 2121
Sortino Ratio Rank
HQY Omega Ratio Rank: 2121
Omega Ratio Rank
HQY Calmar Ratio Rank: 2222
Calmar Ratio Rank
HQY Martin Ratio Rank: 2121
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.

BTSGU vs. HQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrightSpring Health Services Inc. Tangible Equity Unit (BTSGU) and HealthEquity, Inc. (HQY). 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.


BTSGUHQYDifference
Sharpe ratioReturn per unit of total volatility

+5.59

Sortino ratioReturn per unit of downside risk

+5.54

Omega ratioGain probability vs. loss probability

1.68

0.94

+0.74

Calmar ratioReturn relative to maximum drawdown

12.44

-0.54

+12.98

Martin ratioReturn relative to average drawdown

40.81

-1.01

+41.82

BTSGU vs. HQY - Sharpe Ratio Comparison

The current BTSGU Sharpe Ratio is 5.12, which is higher than the HQY Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BTSGU and HQY, 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

BTSGU vs. HQY - Drawdown Comparison

The maximum BTSGU drawdown since its inception was -32.46%, smaller than the maximum HQY drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for BTSGU and HQY.


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Drawdown Indicators


BTSGUHQYDifference

Max Drawdown

Largest peak-to-trough decline

-32.46%

-60.65%

+28.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-30.57%

+14.91%

Max Drawdown (3Y)

Largest decline over 3 years

-36.07%

Max Drawdown (5Y)

Largest decline over 5 years

-52.58%

Max Drawdown (10Y)

Largest decline over 10 years

-60.65%

Current Drawdown

Current decline from peak

0.00%

-26.11%

+26.11%

Average Drawdown

Average peak-to-trough decline

-6.12%

-23.01%

+16.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

16.41%

-11.65%

Volatility

BTSGU vs. HQY - Volatility Comparison

BrightSpring Health Services Inc. Tangible Equity Unit (BTSGU) has a higher volatility of 11.42% compared to HealthEquity, Inc. (HQY) at 9.47%. This indicates that BTSGU's price experiences larger fluctuations and is considered to be riskier than HQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTSGUHQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

9.47%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

28.57%

26.47%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

38.13%

35.03%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.51%

39.71%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.51%

44.49%

-5.98%

Dividends

BTSGU vs. HQY - Dividend Comparison

BTSGU's dividend yield for the trailing twelve months is around 1.52%, while HQY has not paid dividends to shareholders.


PositionTTM20252024
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit
1.52%2.67%2.70%
HQY
HealthEquity, Inc.
0.00%0.00%0.00%

Financials

BTSGU vs. HQY - Financials Comparison

This section allows you to compare key financial metrics between BrightSpring Health Services Inc. Tangible Equity Unit and HealthEquity, 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
354.64M
(BTSGU) Total Revenue
(HQY) Total Revenue
Values in USD except per share items

BTSGU vs. HQY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
13.3%
72.3%
Portfolio components
BTSGU - Gross Margin

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

HQY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HealthEquity, Inc. reported a gross profit of 256.31M and revenue of 354.64M. Therefore, the gross margin over that period was 72.3%.

BTSGU - Operating Margin

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

HQY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HealthEquity, Inc. reported an operating income of 102.95M and revenue of 354.64M, resulting in an operating margin of 29.0%.

BTSGU - Net Margin

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

HQY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HealthEquity, Inc. reported a net income of 69.42M and revenue of 354.64M, resulting in a net margin of 19.6%.


Frequently Asked Questions


BTSGU and HQY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTSGU has higher volatility (11.42%) compared to HQY (9.47%). In terms of maximum drawdown, BTSGU dropped -32.46% vs HQY's -60.65%.

BTSGU currently has the higher Sharpe Ratio (5.12 vs -0.47), 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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