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THM vs. BHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

THM vs. BHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Tower Hill Mines Ltd. (THM) and Bausch Health Companies Inc. (BHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THM achieves a 19.35% return, which is significantly higher than BHC's -32.81% return. Over the past 10 years, THM has outperformed BHC with an annualized return of 13.30%, while BHC has yielded a comparatively lower -13.65% annualized return.


THM

1D
0.45%
1M
-7.11%
YTD
19.35%
6M
12.12%
1Y
163.78%
3Y*
72.50%
5Y*
16.15%
10Y*
13.30%

BHC

1D
-2.10%
1M
-14.63%
YTD
-32.81%
6M
-33.19%
1Y
-24.43%
3Y*
-13.40%
5Y*
-30.63%
10Y*
-13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THM vs. BHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THM
International Tower Hill Mines Ltd.
19.35%308.43%-22.15%37.58%-42.13%-46.76%155.56%3.95%20.81%-21.10%
BHC
Bausch Health Companies Inc.
-32.81%-13.77%0.50%27.71%-77.25%32.74%-30.48%61.99%-11.12%43.11%

Correlation

The correlation between THM and BHC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.07

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

0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 1, 2007

0.06

Fundamentals

EPS

THM:

-$0.01

BHC:

-$4.32

Total Revenue (TTM)

THM:

$0.00

BHC:

$10.55B

Gross Profit (TTM)

THM:

-$135.77K

BHC:

$7.97B

EBITDA (TTM)

THM:

-$4.04M

BHC:

$1.41B

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Return for Risk

THM vs. BHC — Risk / Return Rank

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

THM
THM Risk / Return Rank: 8383
Overall Rank
THM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
THM Sortino Ratio Rank: 8383
Sortino Ratio Rank
THM Omega Ratio Rank: 8080
Omega Ratio Rank
THM Calmar Ratio Rank: 8686
Calmar Ratio Rank
THM Martin Ratio Rank: 8181
Martin Ratio Rank

BHC
BHC Risk / Return Rank: 2121
Overall Rank
BHC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BHC Sortino Ratio Rank: 1919
Sortino Ratio Rank
BHC Omega Ratio Rank: 2121
Omega Ratio Rank
BHC Calmar Ratio Rank: 2222
Calmar Ratio Rank
BHC Martin Ratio Rank: 2222
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.

THM vs. BHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Tower Hill Mines Ltd. (THM) and Bausch Health Companies Inc. (BHC). 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.


THMBHCDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.29

0.94

+0.35

Calmar ratioReturn relative to maximum drawdown

3.46

-0.56

+4.02

Martin ratioReturn relative to average drawdown

6.52

-0.96

+7.48

THM vs. BHC - Sharpe Ratio Comparison

The current THM Sharpe Ratio is 1.71, which is higher than the BHC Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of THM and BHC, 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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Drawdowns

THM vs. BHC - Drawdown Comparison

The maximum THM drawdown since its inception was -98.18%, roughly equal to the maximum BHC drawdown of -98.35%. Use the drawdown chart below to compare losses from any high point for THM and BHC.


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Drawdown Indicators


THMBHCDifference

Max Drawdown

Largest peak-to-trough decline

-98.18%

-98.35%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-47.65%

-44.00%

-3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

-59.28%

+10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-70.71%

-85.63%

+14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-84.16%

-87.43%

+3.27%

Current Drawdown

Current decline from peak

-78.61%

-98.22%

+19.61%

Average Drawdown

Average peak-to-trough decline

-74.74%

-60.93%

-13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.23%

25.59%

-0.36%

Volatility

THM vs. BHC - Volatility Comparison

International Tower Hill Mines Ltd. (THM) has a higher volatility of 26.18% compared to Bausch Health Companies Inc. (BHC) at 11.32%. This indicates that THM's price experiences larger fluctuations and is considered to be riskier than BHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THMBHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.18%

11.32%

+14.86%

Volatility (6M)

Calculated over the trailing 6-month period

63.20%

29.09%

+34.11%

Volatility (1Y)

Calculated over the trailing 1-year period

96.45%

48.22%

+48.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.07%

60.60%

+21.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.96%

59.82%

+21.14%

Dividends

THM vs. BHC - Dividend Comparison

Neither THM nor BHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

THM vs. BHC - Financials Comparison

This section allows you to compare key financial metrics between International Tower Hill Mines Ltd. and Bausch Health Companies 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B202220232024202520260
2.50B
(THM) Total Revenue
(BHC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


THM and BHC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THM has higher volatility (26.18%) compared to BHC (11.32%). In terms of maximum drawdown, THM dropped -98.18% vs BHC's -98.35%.

THM currently has the higher Sharpe Ratio (1.71 vs -0.51), 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.

Portfolio Optimizer

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