Bausch Health Companies Inc

10-Year Study

BHC.TO · Healthcare · CA · Common Stock

Executive Summary: Bausch Health Companies Inc has compounded at -14.4% annually over the last 10 years, with a maximum drawdown of 85.9% and an annualized volatility of 81.8%.

1Y CAGR
+31.0%
3Y CAGR
-10.8%
5Y CAGR
-27.3%
10Y CAGR
-14.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
85.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +53.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -75.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.03.6-7.06.0————————-16.4%
2025-7.2-0.3-13.2-21.4-15.146.0-10.024.4-11.810.3-10.17.3-18.0%
2024-0.821.212.4-16.0-25.76.6-12.8-4.038.216.0-6.7-2.89.3%
202320.124.5-13.8-8.911.7-4.820.9-12.0-0.7-15.72.59.825.1%
2022-10.6-2.4-6.3-14.5-49.7-12.4-45.233.621.1-7.16.4-9.9-75.7%
202123.622.7-0.4-0.8-3.6-4.70.30.7-3.9-1.8-12.615.232.3%
2020-6.6-18.1-26.715.30.8-2.1-1.4-11.6-4.46.09.89.5-32.1%
201927.8-3.15.5-6.2-9.317.7-4.0-10.51.913.314.63.653.9%
2018-13.1-7.8-2.413.023.17.3-7.66.610.1-9.27.2-21.8-3.6%
2017-7.85.2-22.2-13.929.637.4-8.9-18.36.5-15.744.220.634.6%
2016———22.8-10.5-30.411.631.0-15.5-25.6-11.3-8.3-42.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 81.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 40.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112284.875183553599
2016-05-0110989.720998531573
2016-06-017650.513950073422
2016-07-018540.381791483114
2016-08-0111186.490455212925
2016-09-019453.74449339207
2016-10-017030.837004405287
2016-11-016237.885462555066
2016-12-015718.061674008811
2017-01-015274.59618208517
2017-02-015547.723935389134
2017-03-014314.24375917768
2017-04-013715.1248164464027
2017-05-014816.446402349487
2017-06-016619.676945668136
2017-07-016032.305433186491
2017-08-014930.983847283406
2017-09-015251.101321585904
2017-10-014425.844346549193
2017-11-016381.791483113069
2017-12-017694.566813509546
2018-01-016690.161527165933
2018-02-016170.337738619678
2018-03-016023.494860499267
2018-04-016807.635829662262
2018-05-018378.85462555066
2018-06-018986.784140969165
2018-07-018302.496328928048
2018-08-018851.688693098386
2018-09-019741.556534508078
2018-10-018845.81497797357
2018-11-019483.113069016154
2018-12-017415.565345080765
2019-01-019474.302496328928
2019-02-019180.616740088106
2019-03-019682.819383259912
2019-04-019086.637454936159
2019-05-018240.82216327236
2019-06-019703.37765507411
2019-07-019312.775061519136
2019-08-018331.865151023027
2019-09-018487.51824332754
2019-10-019615.272152266314
2019-11-0111019.089708594325
2019-12-0111415.565031390533
2020-01-0110663.73021242027
2020-02-018734.214323382721
2020-03-016405.286186767221
2020-04-017386.196657424456
2020-05-017447.870957518815
2020-06-017295.154229834917
2020-07-017192.364103118403
2020-08-016358.296510581579
2020-09-016079.295378249473
2020-10-016446.4025735505
2020-11-017080.763762217786
2020-12-017756.240777507229
2021-01-019582.966539828263
2021-02-0111762.114313380485
2021-03-0111709.250787631356
2021-04-0111621.14528482356
2021-05-0111207.04841333689
2021-06-0110684.288125731347
2021-07-0110719.530102790015
2021-08-0110795.887906470838
2021-09-0110372.980820800063
2021-10-0110187.958480678117
2021-11-018904.552039595954
2021-12-0110261.379919738323
2022-01-019177.679882525697
2022-02-018954.478640563339
2022-03-018387.665041392771
2022-04-017168.869265025583
2022-05-013609.397932996484
2022-06-013160.0588043705834
2022-07-011732.745989828908
2022-08-012314.2437927873475
2022-09-012801.7621033342225
2022-10-012602.055699464683
2022-11-012769.456770976735
2022-12-012496.32892804699
2023-01-012998.531582422019
2023-02-013732.745973024075
2023-03-013215.858974820892
2023-04-012928.0470681435568
2023-05-013271.6594253517633
2023-06-013113.069128184942
2023-07-013765.0513053815625
2023-08-013312.7752519739183
2023-09-013289.2804138810975
2023-10-012772.393415677915
2023-11-012842.8782100369403
2023-12-013121.879622449609
2024-01-013095.447859575045
2024-02-013750.367241633972
2024-03-014214.390714088026
2024-04-013538.9134187180216
2024-05-012628.4874623392475
2024-06-012801.7621033342225
2024-07-012443.465402297862
2024-08-012346.549125144835
2024-09-013242.2907376954563
2024-10-013762.114660680382
2024-11-013509.5447310617146
2024-12-013412.6284539086882
2025-01-013165.932373853507
2025-02-013157.12187958884
2025-03-012740.0880833204274
2025-04-012152.716570838783
2025-05-011826.725342200191
2025-06-012666.666644260222
2025-07-012399.4126508939635
2025-08-012983.8472385938653
2025-09-012631.424387120991
2025-10-012901.6153052689924
2025-11-012607.92954902817
2025-12-012798.8252569750366
2026-01-012293.6857562408227
2026-02-012375.9177679882528
2026-03-012208.516886930984
2026-04-012340.6754772393538
Annual Return Matrix
YearAnnual Return
20170.34565998972778633
2018-0.0362595419847328
20190.5394058982924659
2020-0.32055568373715115
20210.3229836739333689
2022-0.7567258061223164
20230.2505882487577551
20240.0931326209275618
2025-0.17986229829110922
2026-0.1636935991605456
Total Factor Risk
0.8181149095880121
VTI.US Exposure
-0.0020592993258825272
VEA.US Exposure
0.035398539365000814
VWO.US Exposure
-0.00044231172784629075
QQQ.US Exposure
0.02643692053570903
VTV.US Exposure
-0.004930327907014051
IJR.US Exposure
-0.0004625649466088414
QUAL.US Exposure
-0.006972920556285575
SHV.US Exposure
0.37446580797007367
TLT.US Exposure
0.000703871826021559
LQD.US Exposure
0.011096373681090885
HYG.US Exposure
0.005835115939689129
GLD.US Exposure
0.001126281839148085
USO.US Exposure
0.0014146962440295767
VNQ.US Exposure
0.04641522135406867
BTC-USD.CC Exposure
0.005020764481323337
CPER.US Exposure
0.009461724608964809
VIX.INDX Exposure
-0.0069332483260738055
UUP.US Exposure
0.020874668821019647
TIP.US Exposure
0.07842917333632762
Idiosyncratic Exposure
0.4051215127872443
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-10.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
30.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bausch Health Companies Inc a high-risk investment?

Bausch Health Companies Inc (BHC.TO) has an annualized volatility of 81.8% and experienced a maximum drawdown of 85.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BHC.TO?

Over the past 10 years, BHC.TO has generated a Compound Annual Growth Rate (CAGR) of -14.4%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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