CYH vs. BKD
CYH (Community Health Systems, Inc.) and BKD (Brookdale Senior Living Inc.) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 10 years, CYH returned -13.57%/yr vs -1.06%/yr for BKD. At a 0.38 correlation, their price movements are largely independent.
Performance
CYH vs. BKD - Performance Comparison
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Returns By Period
In the year-to-date period, CYH achieves a -2.88% return, which is significantly lower than BKD's 29.66% return. Over the past 10 years, CYH has underperformed BKD with an annualized return of -13.57%, while BKD has yielded a comparatively higher -1.06% annualized return.
CYH
- 1D
- 0.33%
- 1M
- 8.21%
- YTD
- -2.88%
- 6M
- -7.90%
- 1Y
- -8.46%
- 3Y*
- -7.02%
- 5Y*
- -28.36%
- 10Y*
- -13.57%
BKD
- 1D
- 2.49%
- 1M
- 5.19%
- YTD
- 29.66%
- 6M
- 30.02%
- 1Y
- 105.13%
- 3Y*
- 53.08%
- 5Y*
- 9.89%
- 10Y*
- -1.06%
CYH vs. BKD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYH Community Health Systems, Inc. | -2.88% | 4.35% | -4.47% | -27.55% | -67.54% | 79.14% | 156.21% | 2.84% | -33.80% | -23.79% |
BKD Brookdale Senior Living Inc. | 29.66% | 114.51% | -13.57% | 113.19% | -47.09% | 16.48% | -39.06% | 8.51% | -30.93% | -21.90% |
Correlation
The correlation between CYH and BKD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2005 | 0.38 |
Over the past year, the correlation between CYH and BKD has dropped to 0.17 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Fundamentals
CYH:
$406.02M
BKD:
$3.33B
CYH:
$3.44
BKD:
-$0.87
CYH:
0.03
BKD:
1.06
CYH:
$12.29B
BKD:
$3.11B
CYH:
$1.43B
BKD:
$419.88M
CYH:
$1.61B
BKD:
$329.09M
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Return for Risk
CYH vs. BKD — Risk / Return Rank
CYH
BKD
CYH vs. BKD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and Brookdale Senior Living Inc. (BKD). 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.
| CYH | BKD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.45 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.62 | -3.81 |
| Martin ratioReturn relative to average drawdown | -0.32 | 9.46 | -9.78 |
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Drawdowns
CYH vs. BKD - Drawdown Comparison
The maximum CYH drawdown since its inception was -97.17%, roughly equal to the maximum BKD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for CYH and BKD.
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Drawdown Indicators
| CYH | BKD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.17% | -96.29% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -43.54% | -29.22% | -14.32% |
Max Drawdown (3Y)Largest decline over 3 years | -61.58% | -43.55% | -18.03% |
Max Drawdown (5Y)Largest decline over 5 years | -87.26% | -72.74% | -14.52% |
Max Drawdown (10Y)Largest decline over 10 years | -87.69% | -90.58% | +2.89% |
Current DrawdownCurrent decline from peak | -95.27% | -70.21% | -25.06% |
Average DrawdownAverage peak-to-trough decline | -51.06% | -63.70% | +12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.73% | 11.15% | +15.58% |
Volatility
CYH vs. BKD - Volatility Comparison
The current volatility for Community Health Systems, Inc. (CYH) is 10.22%, while Brookdale Senior Living Inc. (BKD) has a volatility of 13.72%. This indicates that CYH experiences smaller price fluctuations and is considered to be less risky than BKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYH | BKD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 13.72% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 32.80% | 29.08% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.31% | 38.48% | +20.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.12% | 52.97% | +25.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.02% | 60.03% | +22.99% |
Dividends
CYH vs. BKD - Dividend Comparison
Neither CYH nor BKD has paid dividends to shareholders.
Financials
CYH vs. BKD - Financials Comparison
This section allows you to compare key financial metrics between Community Health Systems, Inc. and Brookdale Senior Living 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.
Total Revenue: Total amount of money received from sales and other business activities
CYH vs. BKD - Profitability Comparison
CYH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a gross profit of 1.64B and revenue of 2.97B. Therefore, the gross margin over that period was 55.4%.
BKD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported a gross profit of 0.00 and revenue of 764.86M. Therefore, the gross margin over that period was 0.0%.
CYH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported an operating income of 281.00M and revenue of 2.97B, resulting in an operating margin of 9.5%.
BKD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported an operating income of 51.78M and revenue of 764.86M, resulting in an operating margin of 6.8%.
CYH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a net income of -58.00M and revenue of 2.97B, resulting in a net margin of -2.0%.
BKD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookdale Senior Living Inc. reported a net income of -6.89M and revenue of 764.86M, resulting in a net margin of -0.9%.
Frequently Asked Questions
CYH and BKD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKD has higher volatility (13.72%) compared to CYH (10.22%). In terms of maximum drawdown, CYH dropped -97.17% vs BKD's -96.29%.
BKD currently has the higher Sharpe Ratio (2.75 vs -0.14), 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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