Bausch + Lomb Corp

10-Year Study

BLCO.US · Healthcare · US · Common Stock

Executive Summary: Bausch + Lomb Corp has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 43.4% and an annualized volatility of 73.3%.

1Y CAGR
+49.5%
3Y CAGR
-2.5%
5Y CAGR
-0.6%
10Y CAGR
-0.6%

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 →
43.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +10.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -5.4%
% 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.
2026-2.29.6-13.14.3————————-2.9%
2025-3.9-7.8-9.4-20.3-0.813.44.87.33.0-0.98.45.5-5.4%
2024-17.917.84.8-16.05.5-5.318.6-4.617.45.1-2.3-8.95.9%
202311.21.2-0.20.32.312.4-1.0-9.8-5.5-4.8-4.510.710.0%
2022—————-10.4-5.63.43.1-7.06.12.5-8.8%

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 73.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.8% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-05-0110000
2022-06-018959.435626102293
2022-07-018459.729570840682
2022-08-018747.79541446208
2022-09-019018.224573780128
2022-10-018383.303938859493
2022-11-018894.767783656673
2022-12-019118.16578483245
2023-01-0110135.214579659021
2023-02-0110252.792475014698
2023-03-0110235.155790711346
2023-04-0110264.550264550266
2023-05-0110499.706055261611
2023-06-0111798.941798941798
2023-07-0111681.363903586127
2023-08-0110540.858318636096
2023-09-019964.726631393298
2023-10-019488.53615520282
2023-11-019059.376837154614
2023-12-0110029.394473838918
2024-01-018236.331569664902
2024-02-019700.176366843032
2024-03-0110170.487948265725
2024-04-018547.912992357436
2024-05-019018.224573780128
2024-06-018536.155202821868
2024-07-0110123.456790123455
2024-08-019659.024103468546
2024-09-0111340.388007054671
2024-10-0111922.398589065255
2024-11-0111651.969429747207
2024-12-0110617.283950617282
2025-01-0110199.882422104645
2025-02-019406.23162845385
2025-03-018524.3974132863
2025-04-016796.002351557907
2025-05-016743.092298647854
2025-06-017648.442092886536
2025-07-018012.933568489123
2025-08-018600.823045267489
2025-09-018859.49441504997
2025-10-018783.068783068782
2025-11-019517.930629041739
2025-12-0110041.152263374484
2026-01-019817.754262198705
2026-02-0110758.377425044093
2026-03-019347.442680776014
2026-04-019753.086419753085
Annual Return Matrix
YearAnnual Return
20230.09993552546744033
20240.05861664712778425
2025-0.054263565891472854
2026-0.0286885245901638
Total Factor Risk
0.732683821618232
VTI.US Exposure
0.04922442535995432
VEA.US Exposure
0.004300748881477899
VWO.US Exposure
0.023825841081534224
QQQ.US Exposure
-0.014667551911691125
VTV.US Exposure
-0.010281727801191748
IJR.US Exposure
0.014079259948629824
QUAL.US Exposure
0.0010334183029925355
SHV.US Exposure
0.7984529390460269
TLT.US Exposure
0.008715939509173765
LQD.US Exposure
0.005204995871075145
HYG.US Exposure
-0.0018878233674596602
GLD.US Exposure
-0.0017127548818392116
USO.US Exposure
0.00548815833449884
VNQ.US Exposure
0.009806131591385393
BTC-USD.CC Exposure
0.001680635408379815
CPER.US Exposure
0.0007780688571160589
VIX.INDX Exposure
-0.0035135292896421515
UUP.US Exposure
0.002470347994188947
TIP.US Exposure
0.013377717582307882
Idiosyncratic Exposure
0.09362475948308245
Value Score
50
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
73.3%

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 →N/A
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$5.8B
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 →
-1.7%
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 →
+5.1%
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 →
10.8% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bausch + Lomb Corp a high-risk investment?

Bausch + Lomb Corp (BLCO.US) has an annualized volatility of 73.3% and experienced a maximum drawdown of 43.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLCO.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. 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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