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 -13.72%/yr vs -1.92%/yr for BKD. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
CYH vs. BKD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CYH achieves a -10.58% return, which is significantly lower than BKD's 35.31% return. Over the past 10 years, CYH has underperformed BKD with an annualized return of -13.72%, while BKD has yielded a comparatively higher -1.92% annualized return.
CYH
- 1D
- 0.72%
- 1M
- -28.46%
- 6M
- -13.08%
- YTD
- -10.58%
- 1Y
- 14.34%
- 3Y*
- -14.09%
- 5Y*
- -26.85%
- 10Y*
- -13.72%
- ALL TIME*
- -5.79%
BKD
- 1D
- -0.14%
- 1M
- -8.00%
- 6M
- -2.67%
- YTD
- 35.31%
- 1Y
- 91.85%
- 3Y*
- 57.32%
- 5Y*
- 14.19%
- 10Y*
- -1.92%
- ALL TIME*
- -1.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.46M | $74.60M | $65.88M | |
| $7.96M | $7.75M | $5.42M |
CYH vs. BKD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYH Community Health Systems, Inc. | -10.58% | 4.35% | -4.47% | -27.55% | -67.54% | 79.14% | 156.21% | 2.84% | -33.80% | -23.79% |
BKD Brookdale Senior Living Inc. | 35.31% | 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 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2005 | 0.38 |
The correlation between CYH and BKD shifts across timeframes, from 0.19 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CYH:
$393.42M
BKD:
$3.49B
CYH:
$2.36
BKD:
-$0.87
CYH:
0.03
BKD:
1.11
CYH:
$11.98B
BKD:
$3.11B
CYH:
$1.68B
BKD:
$419.88M
CYH:
$5.35B
BKD:
$329.09M
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
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 | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.38 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.04 | -2.87 |
| Martin ratioReturn relative to average drawdown | 0.29 | 7.63 | -7.33 |
Loading charts...
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.
Loading charts...
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 | -86.28% | -68.96% | -17.32% |
Max Drawdown (10Y)Largest decline over 10 years | -87.69% | -90.44% | +2.75% |
Current DrawdownCurrent decline from peak | -95.64% | -68.91% | -26.73% |
Average DrawdownAverage peak-to-trough decline | -51.24% | -63.72% | +12.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.91% | 11.63% | +13.28% |
Volatility
CYH vs. BKD - Volatility Comparison
Community Health Systems, Inc. (CYH) has a higher volatility of 24.62% compared to Brookdale Senior Living Inc. (BKD) at 12.56%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than BKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CYH | BKD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.62% | 12.56% | +12.06% |
Volatility (6M)Calculated over the trailing 6-month period | 40.01% | 29.16% | +10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.41% | 39.71% | +17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.49% | 53.07% | +25.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.25% | 60.04% | +23.21% |
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
Frequently Asked Questions
CYH and BKD 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.
CYH has higher volatility (24.62%) compared to BKD (12.56%). In terms of maximum drawdown, CYH dropped -97.17% vs BKD's -96.29%.
BKD currently has the higher Sharpe Ratio (2.24 vs 0.13), 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.
Find the right allocation for CYH and BKD
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