Bausch Health Companies Inc

10-Year Study

BHC.US · Healthcare · US · Common Stock

Executive Summary: Bausch Health Companies Inc has compounded at -14.8% annually over the last 10 years, with a maximum drawdown of 86.4% and an annualized volatility of 82.1%.

1Y CAGR
+31.4%
3Y CAGR
-11.1%
5Y CAGR
-29.4%
10Y CAGR
-14.8%

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 →
86.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
59.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +62.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -77.3%
% 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.
2026-17.43.3-8.97.8————————-16.3%
2025-7.80.1-13.0-18.1-14.547.0-11.626.0-13.18.8-9.59.4-13.8%
2024-2.119.613.0-17.4-25.16.3-13.5-1.737.612.7-9.0-3.70.5%
202322.620.9-13.0-9.011.4-2.621.4-14.1-1.4-17.04.712.327.7%
2022-11.0-2.1-5.0-16.8-48.9-14.0-44.729.215.4-5.78.2-10.7-77.3%
202122.623.21.01.4-0.0-8.8-0.2-0.4-4.40.8-15.115.832.7%
2020-8.3-19.3-30.016.92.0-1.0-0.1-9.0-6.56.212.512.0-30.5%
201932.9-3.54.2-6.5-10.221.7-5.0-11.02.413.713.75.962.0%
2018-10.9-11.5-2.913.521.75.6-6.56.311.1-10.96.4-24.1-11.1%
2017-5.14.4-23.3-16.130.343.6-4.9-18.56.8-18.443.324.143.1%
2016———26.8-14.7-29.210.730.2-15.4-27.3-11.5-8.0-44.8%

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 82.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.7% of variance. Idiosyncratic stock-specific factors contribute 39.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112684.41064638783
2016-05-0110817.490494296579
2016-06-017657.794676806084
2016-07-018479.087452471484
2016-08-0111038.022813688212
2016-09-019334.600760456275
2016-10-016783.2699619771865
2016-11-016003.80228136882
2016-12-015520.912547528517
2017-01-015239.543726235742
2017-02-015467.680608365019
2017-03-014193.916349809886
2017-04-013517.110266159696
2017-05-014581.749049429658
2017-06-016577.946768060836
2017-07-016258.555133079848
2017-08-015102.661596958174
2017-09-015448.669201520913
2017-10-014444.866920152091
2017-11-016368.821292775665
2017-12-017901.140684410647
2018-01-017038.022813688212
2018-02-016231.939163498099
2018-03-016053.231939163498
2018-04-016870.722433460076
2018-05-018365.019011406843
2018-06-018836.501901140684
2018-07-018266.15969581749
2018-08-018787.072243346007
2018-09-019760.45627376426
2018-10-018699.619771863117
2018-11-019258.555133079848
2018-12-017022.8136882129265
2019-01-019334.600760456275
2019-02-019011.406844106463
2019-03-019391.634980988592
2019-04-018779.467680608364
2019-05-017882.12927756654
2019-06-019589.353612167299
2019-07-019114.068441064637
2019-08-018114.068441064638
2019-09-018307.984790874525
2019-10-019444.866920152092
2019-11-0110737.64258555133
2019-12-0111376.425855513307
2020-01-0110429.657794676805
2020-02-018414.448669201522
2020-03-015893.536121673003
2020-04-016889.733840304183
2020-05-017026.615969581749
2020-06-016954.372623574144
2020-07-016946.768060836501
2020-08-016319.391634980989
2020-09-015908.745247148288
2020-10-016273.764258555133
2020-11-017060.836501901141
2020-12-017908.745247148289
2021-01-019695.817490494297
2021-02-0111946.7680608365
2021-03-0112068.441064638782
2021-04-0112231.9391634981
2021-05-0112228.136882129276
2021-06-0111148.288973384031
2021-07-0111121.673003802282
2021-08-0111076.045627376425
2021-09-0110589.3536121673
2021-10-0110676.80608365019
2021-11-019064.638783269962
2021-12-0110498.09885931559
2022-01-019342.205323193915
2022-02-019148.28897338403
2022-03-018688.212927756655
2022-04-017228.136882129278
2022-05-013695.817490494297
2022-06-013178.7072243346006
2022-07-011756.6539923954372
2022-08-012269.9619771863117
2022-09-012619.771863117871
2022-10-012471.4828897338402
2022-11-012673.003802281369
2022-12-012387.832699619772
2023-01-012927.7566539923955
2023-02-013539.9239543726235
2023-03-013079.847908745247
2023-04-012802.2813688212927
2023-05-013121.6730038022815
2023-06-013041.825095057034
2023-07-013692.0152091254754
2023-08-013171.1026615969577
2023-09-013125.4752851711028
2023-10-012593.1558935361213
2023-11-012714.828897338403
2023-12-013049.4296577946766
2024-01-012984.790874524715
2024-02-013570.3422053231943
2024-03-014034.220532319391
2024-04-013330.7984790874525
2024-05-012494.296577946768
2024-06-012650.190114068441
2024-07-012292.7756653992396
2024-08-012254.752851711027
2024-09-013102.661596958175
2024-10-013498.098859315589
2024-11-013182.5095057034214
2024-12-013064.6387832699625
2025-01-012825.09505703422
2025-02-012828.897338403042
2025-03-012460.076045627376
2025-04-012015.209125475285
2025-05-011722.4334600760458
2025-06-012532.319391634981
2025-07-012239.5437262357414
2025-08-012821.2927756653994
2025-09-012452.4714828897336
2025-10-012669.2015209125475
2025-11-012414.4486692015207
2025-12-012642.5855513307984
2026-01-012182.5095057034223
2026-02-012254.752851711027
2026-03-012053.2319391634983
2026-04-012212.927756653992
Annual Return Matrix
YearAnnual Return
20170.4311294765840221
2018-0.11116458132820028
20190.6199242014076882
2020-0.3048128342245989
20210.327403846153846
2022-0.7725461789206809
20230.27707006369426734
20240.004987531172069959
2025-0.13771712158808935
2026-0.1625899280575539
Total Factor Risk
0.8213529440206836
VTI.US Exposure
-0.0023039832485142004
VEA.US Exposure
0.03966008647243032
VWO.US Exposure
-0.0015641980266686097
QQQ.US Exposure
0.03233057019035536
VTV.US Exposure
-0.003956749522837756
IJR.US Exposure
-0.0006038313351993018
QUAL.US Exposure
-0.01358687102953926
SHV.US Exposure
0.3968625492953801
TLT.US Exposure
-0.0001432954462046956
LQD.US Exposure
0.014229275504616404
HYG.US Exposure
0.004374238975142358
GLD.US Exposure
0.0018185597380358399
USO.US Exposure
0.002076347581430478
VNQ.US Exposure
0.05365375798999067
BTC-USD.CC Exposure
0.005130833503643234
CPER.US Exposure
0.011695619905625763
VIX.INDX Exposure
-0.008308990545805998
UUP.US Exposure
0.0063483623095030774
TIP.US Exposure
0.07228808957579023
Idiosyncratic Exposure
0.38999962811282596
Value Score
44.9
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
82.1%

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 →12.7x
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$2.0B
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 →
+4.6%
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 →
-9.4%
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 →
30.2% 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.US) has an annualized volatility of 82.1% and experienced a maximum drawdown of 86.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHC.US has generated a Compound Annual Growth Rate (CAGR) of -14.8%. 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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