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RHHBY vs. BAYRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RHHBY vs. BAYRY - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.68%
-32.49%
RHHBY
BAYRY

Returns By Period

In the year-to-date period, RHHBY achieves a 1.54% return, which is significantly higher than BAYRY's -44.97% return. Over the past 10 years, RHHBY has outperformed BAYRY with an annualized return of 2.80%, while BAYRY has yielded a comparatively lower -14.54% annualized return.


RHHBY

YTD

1.54%

1M

-9.95%

6M

11.01%

1Y

10.31%

5Y (annualized)

1.83%

10Y (annualized)

2.80%

BAYRY

YTD

-44.97%

1M

-27.49%

6M

-31.95%

1Y

-42.67%

5Y (annualized)

-20.63%

10Y (annualized)

-14.54%

Fundamentals


RHHBYBAYRY
Market Cap$227.86B$21.00B
EPS$1.87-$0.34
PEG Ratio1.0737.01

Key characteristics


RHHBYBAYRY
Sharpe Ratio0.43-1.32
Sortino Ratio0.74-1.98
Omega Ratio1.090.75
Calmar Ratio0.23-0.55
Martin Ratio1.07-2.00
Ulcer Index8.96%22.46%
Daily Std Dev22.22%34.17%
Max Drawdown-50.12%-81.73%
Current Drawdown-28.61%-81.73%

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Correlation

-0.50.00.51.00.4

The correlation between RHHBY and BAYRY is 0.35, 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.

Risk-Adjusted Performance

RHHBY vs. BAYRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) 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.


Sharpe ratio
The chart of Sharpe ratio for RHHBY, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43-1.32
The chart of Sortino ratio for RHHBY, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74-1.98
The chart of Omega ratio for RHHBY, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.75
The chart of Calmar ratio for RHHBY, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.55
The chart of Martin ratio for RHHBY, currently valued at 1.07, compared to the broader market0.0010.0020.0030.001.07-2.00
RHHBY
BAYRY

The current RHHBY Sharpe Ratio is 0.43, which is higher than the BAYRY Sharpe Ratio of -1.32. The chart below compares the historical Sharpe Ratios of RHHBY 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.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.43
-1.32
RHHBY
BAYRY

Dividends

RHHBY vs. BAYRY - Dividend Comparison

RHHBY's dividend yield for the trailing twelve months is around 3.95%, more than BAYRY's 0.59% yield.


TTM20232022202120202019201820172016201520142013
RHHBY
Roche Holding AG
3.95%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%2.88%
BAYRY
Bayer AG PK
0.59%6.81%4.26%4.45%5.22%3.86%7.10%2.33%2.74%10.30%2.14%1.78%

Drawdowns

RHHBY vs. BAYRY - Drawdown Comparison

The maximum RHHBY drawdown since its inception was -50.12%, smaller than the maximum BAYRY drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for RHHBY and BAYRY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-28.61%
-81.73%
RHHBY
BAYRY

Volatility

RHHBY vs. BAYRY - Volatility Comparison

The current volatility for Roche Holding AG (RHHBY) is 4.89%, while Bayer AG PK (BAYRY) has a volatility of 16.10%. This indicates that RHHBY 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
4.89%
16.10%
RHHBY
BAYRY

Financials

RHHBY vs. BAYRY - Financials Comparison

This section allows you to compare key financial metrics between Roche Holding AG 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.


Quarterly
Annual

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


Values in USD except per share items