GOLF vs. BAYRY

Last updated Apr 1, 2026

Compare and contrast key facts about Acushnet Holdings Corp. (GOLF) and Bayer AG PK (BAYRY).

Performance

GOLF vs. BAYRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acushnet Holdings Corp. (GOLF) and Bayer AG PK (BAYRY). The values are adjusted to include any dividend payments, if applicable.

GOLF vs. BAYRY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOLF Acushnet Holdings Corp.	17.42%	14.09%	13.96%	51.02%	-18.69%	32.71%	27.13%	57.63%	2.09%	9.84%
BAYRY Bayer AG PK	6.10%	122.78%	-46.92%	-25.35%	0.35%	-7.34%	-24.48%	19.20%	-41.53%	24.36%

Fundamentals

Market Cap GOLF : $5.60B BAYRY : $45.11B
EPS GOLF : -$573.44 BAYRY : -$0.91
PS Ratio GOLF : 0.00 BAYRY : 0.99
PB Ratio GOLF : 0.01 BAYRY : 1.74
Total Revenue (TTM) GOLF : $3.98T BAYRY : $45.47B
Gross Profit (TTM) GOLF : $1.91T BAYRY : $26.71B
EBITDA (TTM) GOLF : -$17.54B BAYRY : $6.45B

Returns By Period

In the year-to-date period, GOLF achieves a 17.42% return, which is significantly higher than BAYRY's 6.10% return.

GOLF

• 1D: 2.57%
• 1M: -8.41%
• YTD: 17.42%
• 6M: 19.75%
• 1Y: 38.21%
• 3Y*: 24.17%
• 5Y*: 19.01%
• 10Y*: —

BAYRY

• 1D: 3.42%
• 1M: -6.67%
• YTD: 6.10%
• 6M: 38.48%
• 1Y: 91.61%
• 3Y*: -8.90%
• 5Y*: -3.90%
• 10Y*: -6.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GOLF vs. BAYRY — Risk / Return Rank

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

GOLF

GOLF Risk / Return Rank: 78
GOLF Sharpe Ratio Rank: 79
GOLF Sortino Ratio Rank: 74
GOLF Omega Ratio Rank: 73
GOLF Calmar Ratio Rank: 80
GOLF Martin Ratio Rank: 82

BAYRY

BAYRY Risk / Return Rank: 90
BAYRY Sharpe Ratio Rank: 93
BAYRY Sortino Ratio Rank: 90
BAYRY Omega Ratio Rank: 89
BAYRY Calmar Ratio Rank: 88
BAYRY Martin Ratio Rank: 89

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.

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 ratio Return per unit of total volatility	1.21	2.25	-1.05
Sortino ratio Return per unit of downside risk	1.76	2.85	-1.09
Omega ratio Gain probability vs. loss probability	1.23	1.37	-0.14
Calmar ratio Return relative to maximum drawdown	2.27	3.33	-1.06
Martin ratio Return relative to average drawdown	6.75	10.07	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOLF vs. BAYRY - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.21, which is lower than the BAYRY Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GOLF and BAYRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GOLF	BAYRY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	2.25	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	-0.12	+0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	-0.02	+0.70

Correlation

The correlation between GOLF and BAYRY is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GOLF vs. BAYRY - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.29%, more than BAYRY's 0.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GOLF Acushnet Holdings Corp.	1.29%	1.49%	1.21%	1.23%	1.70%	1.24%	1.53%	1.72%	2.47%	2.28%	0.00%	0.00%
BAYRY Bayer AG PK	0.27%	0.29%	0.60%	6.85%	4.27%	4.48%	3.61%	2.71%	5.69%	4.20%	2.65%	2.03%

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.

Drawdown Indicators

	GOLF	BAYRY	Difference
Max Drawdown Largest peak-to-trough decline	-35.46%	-83.33%	+47.87%
Max Drawdown (1Y) Largest decline over 1 year	-17.90%	-26.39%	+8.49%
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 Drawdown Current decline from peak	-9.26%	-60.36%	+51.10%
Average Drawdown Average peak-to-trough decline	-9.37%	-34.06%	+24.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.07%	8.72%	-2.65%

Volatility

GOLF vs. BAYRY - Volatility Comparison

The current volatility for Acushnet Holdings Corp. (GOLF) is 7.98%, while Bayer AG PK (BAYRY) has a volatility of 12.72%. This indicates that GOLF experiences smaller price fluctuations and is considered to be less risky than BAYRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOLF	BAYRY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.98%	12.72%	-4.74%
Volatility (6M) Calculated over the trailing 6-month period	17.81%	30.47%	-12.66%
Volatility (1Y) Calculated over the trailing 1-year period	31.84%	40.92%	-9.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.12%	34.01%	-1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.32%	32.46%	-1.14%

Financials

GOLF vs. BAYRY - Profitability Comparison

The chart below illustrates the profitability comparison between Acushnet Holdings Corp. and Bayer AG PK over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GOLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported a gross profit of 1.91T and revenue of 3.98T. Therefore, the gross margin over that period was 48.0%.

BAYRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported a gross profit of 6.87B and revenue of 11.33B. Therefore, the gross margin over that period was 60.7%.

GOLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported an operating income of 523.30B and revenue of 3.98T, resulting in an operating margin of 13.2%.

BAYRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported an operating income of 1.69B and revenue of 11.33B, resulting in an operating margin of 14.9%.

GOLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Acushnet Holdings Corp. reported a net income of -34.90B and revenue of 3.98T, resulting in a net margin of -0.9%.

BAYRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Bayer AG PK reported a net income of -3.72B and revenue of 11.33B, resulting in a net margin of -32.9%.