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Community Health Systems, Inc. (CYH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS2036681086
CUSIP203668108
SectorHealthcare
IndustryMedical Care Facilities

Highlights

Market Cap$478.58M
EPS-$1.02
PE Ratio2.21
PEG Ratio-1.64
Revenue (TTM)$12.49B
Gross Profit (TTM)$4.91B
EBITDA (TTM)$1.30B
Year Range$2.01 - $6.53
Target Price$4.37
Short %7.18%
Short Ratio2.57

Share Price Chart


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Compare to other instruments

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Community Health Systems, Inc.

Popular comparisons: CYH vs. THC, CYH vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Community Health Systems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
9.82%
17.40%
CYH (Community Health Systems, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Community Health Systems, Inc. had a return of -7.03% year-to-date (YTD) and -42.03% in the last 12 months. Over the past 10 years, Community Health Systems, Inc. had an annualized return of -20.67%, while the S&P 500 had an annualized return of 10.43%, indicating that Community Health Systems, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.03%5.29%
1 month-1.36%-2.47%
6 months7.78%16.40%
1 year-42.03%20.88%
5 years (annualized)-2.25%11.60%
10 years (annualized)-20.67%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202417.25%-23.98%25.45%
2023-14.20%-26.21%20.09%21.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CYH is 29, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CYH is 2929
Community Health Systems, Inc.(CYH)
The Sharpe Ratio Rank of CYH is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 3131Sortino Ratio Rank
The Omega Ratio Rank of CYH is 3030Omega Ratio Rank
The Calmar Ratio Rank of CYH is 2424Calmar Ratio Rank
The Martin Ratio Rank of CYH is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CYH
Sharpe ratio
The chart of Sharpe ratio for CYH, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00-0.51
Sortino ratio
The chart of Sortino ratio for CYH, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29
Omega ratio
The chart of Omega ratio for CYH, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for CYH, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00-0.45
Martin ratio
The chart of Martin ratio for CYH, currently valued at -0.90, compared to the broader market0.0010.0020.0030.00-0.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Community Health Systems, Inc. Sharpe ratio is -0.51. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.51
1.79
CYH (Community Health Systems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Community Health Systems, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-94.48%
-4.42%
CYH (Community Health Systems, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Community Health Systems, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Community Health Systems, Inc. was 96.57%, occurring on Aug 27, 2019. The portfolio has not yet recovered.

The current Community Health Systems, Inc. drawdown is 94.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.57%Jun 29, 20151049Aug 27, 2019
-73.63%Jul 19, 2007342Nov 21, 20081078Mar 8, 20131420
-53.82%Dec 29, 2000531Feb 13, 2003557May 2, 20051088
-31.18%Jun 14, 2013195Mar 24, 2014102Aug 18, 2014297
-25.19%Oct 4, 200036Nov 22, 200011Dec 8, 200047

Volatility

Volatility Chart

The current Community Health Systems, Inc. volatility is 18.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
18.89%
3.35%
CYH (Community Health Systems, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Community Health Systems, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items