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

Performance

THRY vs. BHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thryv Holdings, Inc. (THRY) 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, THRY achieves a -44.30% return, which is significantly lower than BHC's -32.81% return.


THRY

1D
-3.71%
1M
-15.11%
YTD
-44.30%
6M
-43.55%
1Y
-73.17%
3Y*
-48.25%
5Y*
-37.25%
10Y*

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)

THRY vs. BHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
THRY
Thryv Holdings, Inc.
-44.30%-59.12%-27.27%7.11%-53.81%204.67%-3.57%
BHC
Bausch Health Companies Inc.
-32.81%-13.77%0.50%27.71%-77.25%32.74%33.85%

Correlation

The correlation between THRY and BHC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.23

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

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2020

0.25

Fundamentals

EPS

THRY:

$0.33

BHC:

-$4.32

PS Ratio

THRY:

0.19

BHC:

0.12

Total Revenue (TTM)

THRY:

$771.33M

BHC:

$10.55B

Gross Profit (TTM)

THRY:

$522.68M

BHC:

$7.97B

EBITDA (TTM)

THRY:

$81.86M

BHC:

$1.41B

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Return for Risk

THRY vs. BHC — Risk / Return Rank

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

THRY
THRY Risk / Return Rank: 88
Overall Rank
THRY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
THRY Sortino Ratio Rank: 88
Sortino Ratio Rank
THRY Omega Ratio Rank: 66
Omega Ratio Rank
THRY Calmar Ratio Rank: 88
Calmar Ratio Rank
THRY Martin Ratio Rank: 1111
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.

THRY vs. BHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thryv Holdings, Inc. (THRY) 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.


THRYBHCDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.81

0.94

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.56

-0.31

Martin ratioReturn relative to average drawdown

-1.32

-0.96

-0.36

THRY vs. BHC - Sharpe Ratio Comparison

The current THRY Sharpe Ratio is -0.87, which is lower than the BHC Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of THRY 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

THRY vs. BHC - Drawdown Comparison

The maximum THRY drawdown since its inception was -94.96%, roughly equal to the maximum BHC drawdown of -98.35%. Use the drawdown chart below to compare losses from any high point for THRY and BHC.


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Drawdown Indicators


THRYBHCDifference

Max Drawdown

Largest peak-to-trough decline

-94.96%

-98.35%

+3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-84.84%

-44.00%

-40.84%

Max Drawdown (3Y)

Largest decline over 3 years

-91.69%

-59.28%

-32.41%

Max Drawdown (5Y)

Largest decline over 5 years

-94.96%

-85.63%

-9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-87.43%

Current Drawdown

Current decline from peak

-91.92%

-98.22%

+6.30%

Average Drawdown

Average peak-to-trough decline

-47.69%

-60.93%

+13.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.42%

25.59%

+29.83%

Volatility

THRY vs. BHC - Volatility Comparison

Thryv Holdings, Inc. (THRY) has a higher volatility of 19.49% compared to Bausch Health Companies Inc. (BHC) at 11.32%. This indicates that THRY'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


THRYBHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.49%

11.32%

+8.17%

Volatility (6M)

Calculated over the trailing 6-month period

81.34%

29.09%

+52.25%

Volatility (1Y)

Calculated over the trailing 1-year period

84.81%

48.22%

+36.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.55%

60.60%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.26%

59.82%

+1.44%

Dividends

THRY vs. BHC - Dividend Comparison

Neither THRY nor BHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

THRY vs. BHC - Financials Comparison

This section allows you to compare key financial metrics between Thryv Holdings, Inc. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
167.68M
2.50B
(THRY) Total Revenue
(BHC) Total Revenue
Values in USD except per share items

THRY vs. BHC - Profitability Comparison

The chart below illustrates the profitability comparison between Thryv Holdings, Inc. and Bausch Health Companies Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
65.2%
99.3%
Portfolio components
THRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thryv Holdings, Inc. reported a gross profit of 109.26M and revenue of 167.68M. Therefore, the gross margin over that period was 65.2%.

BHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported a gross profit of 2.48B and revenue of 2.50B. Therefore, the gross margin over that period was 99.3%.

THRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thryv Holdings, Inc. reported an operating income of 4.06M and revenue of 167.68M, resulting in an operating margin of 2.4%.

BHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported an operating income of -950.00M and revenue of 2.50B, resulting in an operating margin of -38.0%.

THRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thryv Holdings, Inc. reported a net income of 4.54M and revenue of 167.68M, resulting in a net margin of 2.7%.

BHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bausch Health Companies Inc. reported a net income of -1.42B and revenue of 2.50B, resulting in a net margin of -56.9%.


Frequently Asked Questions


THRY and BHC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THRY has higher volatility (19.49%) compared to BHC (11.32%). In terms of maximum drawdown, THRY dropped -94.96% vs BHC's -98.35%.

BHC currently has the higher Sharpe Ratio (-0.51 vs -0.87), 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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