GOLF vs. BAYRY
GOLF (Acushnet Holdings Corp.) and BAYRY (Bayer AG PK) are both stocks. GOLF operates in Leisure (Consumer Cyclical), while BAYRY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, GOLF returned 12.78%/yr vs -7.55%/yr for BAYRY. At a 0.26 correlation, their price movements are largely independent.
Performance
GOLF vs. BAYRY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GOLF achieves a 10.26% return, which is significantly higher than BAYRY's -7.86% return.
GOLF
- 1D
- -0.82%
- 1M
- -6.06%
- YTD
- 10.26%
- 6M
- 5.34%
- 1Y
- 28.07%
- 3Y*
- 24.38%
- 5Y*
- 12.78%
- 10Y*
- —
BAYRY
- 1D
- 0.61%
- 1M
- -8.22%
- YTD
- -7.86%
- 6M
- 0.09%
- 1Y
- 40.02%
- 3Y*
- -10.63%
- 5Y*
- -7.55%
- 10Y*
- -6.51%
GOLF vs. BAYRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 10.26% | 14.09% | 13.96% | 51.02% | -18.69% | 32.71% | 27.13% | 57.63% | 2.09% | 9.84% |
BAYRY Bayer AG PK | -7.86% | 122.78% | -46.92% | -25.35% | 0.35% | -7.34% | -24.48% | 19.20% | -41.53% | 24.36% |
Correlation
The correlation between GOLF and BAYRY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2016 | 0.26 |
Fundamentals
GOLF:
$5.27B
BAYRY:
$39.06B
GOLF:
$2.83
BAYRY:
-$0.53
GOLF:
2.03
BAYRY:
0.86
GOLF:
6.38
BAYRY:
1.35
GOLF:
$2.61B
BAYRY:
$45.36B
GOLF:
$1.24B
BAYRY:
$26.91B
GOLF:
$321.92M
BAYRY:
$7.30B
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
GOLF vs. BAYRY — Risk / Return Rank
GOLF
BAYRY
GOLF vs. BAYRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) and Bayer AG PK (BAYRY). 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.
| GOLF | BAYRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.29 | +0.28 |
| Martin ratioReturn relative to average drawdown | 4.08 | 3.16 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GOLF | BAYRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.02 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.22 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | -0.04 | +0.68 |
Drawdowns
GOLF vs. BAYRY - Drawdown Comparison
The maximum GOLF drawdown since its inception was -35.46%, smaller than the maximum BAYRY drawdown of -83.33%. Use the drawdown chart below to compare losses from any high point for GOLF and BAYRY.
Loading charts...
Drawdown Indicators
| GOLF | BAYRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -83.33% | +47.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -31.19% | +13.26% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -66.65% | +41.16% |
Max Drawdown (5Y)Largest decline over 5 years | -33.37% | -71.71% | +38.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.02% | — |
Current DrawdownCurrent decline from peak | -14.79% | -65.58% | +50.79% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -34.32% | +24.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 12.71% | -5.82% |
Volatility
GOLF vs. BAYRY - Volatility Comparison
Acushnet Holdings Corp. (GOLF) has a higher volatility of 12.28% compared to Bayer AG PK (BAYRY) at 9.06%. This indicates that GOLF's price experiences larger fluctuations and is considered to be riskier than BAYRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GOLF | BAYRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.28% | 9.06% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 29.54% | -9.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.44% | 39.45% | -12.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.16% | 34.23% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.36% | 32.49% | -1.13% |
Dividends
GOLF vs. BAYRY - Dividend Comparison
GOLF's dividend yield for the trailing twelve months is around 1.38%, more than BAYRY's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAYRY Bayer AG PK | 0.32% | 0.29% | 0.60% | 6.85% | 4.27% | 4.48% | 3.61% | 2.71% | 5.69% | 4.20% | 2.65% | 2.03% |
GOLF Acushnet Holdings Corp. | 1.38% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% | 0.00% | 0.00% |
Financials
GOLF vs. BAYRY - Financials Comparison
This section allows you to compare key financial metrics between Acushnet Holdings Corp. and Bayer AG PK. 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
GOLF vs. BAYRY - Profitability Comparison
GOLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported a gross profit of 355.26M and revenue of 752.98M. Therefore, the gross margin over that period was 47.2%.
BAYRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a gross profit of 8.31B and revenue of 13.63B. Therefore, the gross margin over that period was 61.0%.
GOLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported an operating income of 120.15M and revenue of 752.98M, resulting in an operating margin of 16.0%.
BAYRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported an operating income of 3.16B and revenue of 13.63B, resulting in an operating margin of 23.2%.
GOLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acushnet Holdings Corp. reported a net income of 81.42M and revenue of 752.98M, resulting in a net margin of 10.8%.
BAYRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a net income of 2.81B and revenue of 13.63B, resulting in a net margin of 20.6%.
Frequently Asked Questions
GOLF and BAYRY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLF has higher volatility (12.28%) compared to BAYRY (9.06%). In terms of maximum drawdown, GOLF dropped -35.46% vs BAYRY's -83.33%.
GOLF currently has the higher Sharpe Ratio (1.03 vs 1.02), 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 GOLF and BAYRY
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