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DVA vs. BKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DVA vs. BKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DaVita Inc. (DVA) and Brookdale Senior Living Inc. (BKD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVA achieves a 69.07% return, which is significantly higher than BKD's 10.01% return. Over the past 10 years, DVA has outperformed BKD with an annualized return of 9.70%, while BKD has yielded a comparatively lower -3.36% annualized return.


DVA

1D
-0.04%
1M
-3.31%
YTD
69.07%
6M
64.10%
1Y
39.29%
3Y*
25.37%
5Y*
9.78%
10Y*
9.70%

BKD

1D
-3.81%
1M
-8.55%
YTD
10.01%
6M
11.04%
1Y
77.69%
3Y*
42.52%
5Y*
10.21%
10Y*
-3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVA vs. BKD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVA
DaVita Inc.
69.07%-24.03%42.75%40.30%-34.36%-3.10%56.47%45.80%-28.78%12.54%
BKD
Brookdale Senior Living Inc.
10.01%114.51%-13.57%113.19%-47.09%16.48%-39.06%8.51%-30.93%-21.90%

Correlation

The correlation between DVA and BKD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2005

0.31

Over the past year, the correlation between DVA and BKD has dropped to 0.11 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

EPS

DVA:

$13.07

BKD:

-$0.87

PS Ratio

DVA:

0.83

BKD:

0.90

Total Revenue (TTM)

DVA:

$13.84B

BKD:

$3.11B

Gross Profit (TTM)

DVA:

$3.23B

BKD:

$419.88M

EBITDA (TTM)

DVA:

$2.49B

BKD:

$329.09M

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Return for Risk

DVA vs. BKD — Risk / Return Rank

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

DVA
DVA Risk / Return Rank: 7171
Overall Rank
DVA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DVA Sortino Ratio Rank: 7676
Sortino Ratio Rank
DVA Omega Ratio Rank: 7474
Omega Ratio Rank
DVA Calmar Ratio Rank: 6767
Calmar Ratio Rank
DVA Martin Ratio Rank: 6767
Martin Ratio Rank

BKD
BKD Risk / Return Rank: 8585
Overall Rank
BKD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKD Sortino Ratio Rank: 8686
Sortino Ratio Rank
BKD Omega Ratio Rank: 8686
Omega Ratio Rank
BKD Calmar Ratio Rank: 8181
Calmar Ratio Rank
BKD Martin Ratio Rank: 8383
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.

DVA vs. BKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DaVita Inc. (DVA) 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.


DVABKDDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.26

2.67

-1.41

Martin ratioReturn relative to average drawdown

2.81

7.41

-4.59

DVA vs. BKD - Sharpe Ratio Comparison

The current DVA Sharpe Ratio is 0.92, which is lower than the BKD Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DVA and BKD, 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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Sharpe Ratios by Period


DVABKDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.04

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.19

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

-0.06

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.05

+0.38

Drawdowns

DVA vs. BKD - Drawdown Comparison

The maximum DVA drawdown since its inception was -92.91%, roughly equal to the maximum BKD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for DVA and BKD.


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Drawdown Indicators


DVABKDDifference

Max Drawdown

Largest peak-to-trough decline

-92.91%

-96.29%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-31.36%

-29.22%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-41.43%

-43.55%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-51.10%

-73.14%

+22.04%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-90.58%

+39.48%

Current Drawdown

Current decline from peak

-4.22%

-74.72%

+70.50%

Average Drawdown

Average peak-to-trough decline

-20.07%

-63.70%

+43.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.02%

10.53%

+3.49%

Volatility

DVA vs. BKD - Volatility Comparison

The current volatility for DaVita Inc. (DVA) is 8.03%, while Brookdale Senior Living Inc. (BKD) has a volatility of 11.01%. This indicates that DVA 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


DVABKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

11.01%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

34.95%

27.76%

+7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

42.88%

38.31%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.26%

53.40%

-16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.73%

59.96%

-25.23%

Dividends

DVA vs. BKD - Dividend Comparison

Neither DVA nor BKD has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DVA vs. BKD - Financials Comparison

This section allows you to compare key financial metrics between DaVita 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
3.42B
764.86M
(DVA) Total Revenue
(BKD) Total Revenue
Values in USD except per share items

DVA vs. BKD - Profitability Comparison

The chart below illustrates the profitability comparison between DaVita Inc. and Brookdale Senior Living Inc. 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%10.0%20.0%30.0%2022202320242025202600
Portfolio components
DVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a gross profit of 0.00 and revenue of 3.42B. Therefore, the gross margin over that period was 0.0%.

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%.

DVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported an operating income of 481.89M and revenue of 3.42B, resulting in an operating margin of 14.1%.

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%.

DVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a net income of 197.53M and revenue of 3.42B, resulting in a net margin of 5.8%.

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


DVA and BKD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKD has higher volatility (11.01%) compared to DVA (8.03%). In terms of maximum drawdown, DVA dropped -92.91% vs BKD's -96.29%.

BKD currently has the higher Sharpe Ratio (2.04 vs 0.92), 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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