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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
IPO DateMar 7, 1991

Highlights

Market Cap$586.36M
EPS (TTM)-$3.02
PEG Ratio-1.64
Total Revenue (TTM)$12.55B
Gross Profit (TTM)$3.07B
EBITDA (TTM)$1.03B
Year Range$2.31 - $6.29
Target Price$5.22
Short %5.69%
Short Ratio6.05

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%JuneJulyAugustSeptemberOctoberNovember
11.94%
12.73%
CYH (Community Health Systems, Inc.)
Benchmark (^GSPC)

Returns By Period

Community Health Systems, Inc. had a return of 34.82% year-to-date (YTD) and 72.95% in the last 12 months. Over the past 10 years, Community Health Systems, Inc. had an annualized return of -19.59%, while the S&P 500 had an annualized return of 11.39%, indicating that Community Health Systems, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date34.82%25.45%
1 month-22.28%2.91%
6 months12.83%14.05%
1 year72.95%35.64%
5 years (annualized)8.04%14.13%
10 years (annualized)-19.59%11.39%

Monthly Returns

The table below presents the monthly returns of CYH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202417.25%-23.98%25.45%-5.71%20.00%-15.15%56.55%3.61%11.38%-33.28%34.82%
202320.83%16.09%-19.14%29.39%-48.42%34.56%-0.23%-23.01%-14.20%-26.21%20.09%21.79%-27.55%
2022-4.66%-17.18%12.94%-35.38%-31.68%-28.44%-20.53%-10.74%-19.17%33.49%19.51%25.95%-67.54%
202125.44%-8.15%57.94%-17.53%27.98%8.20%-13.73%-7.58%-4.96%11.97%-8.17%10.64%79.14%
202047.93%14.92%-32.25%-9.28%3.96%-4.44%65.45%3.82%-18.38%47.87%31.09%-9.17%156.21%
201939.72%25.63%-24.65%-7.77%-22.67%0.38%-23.22%21.46%44.58%-1.67%-9.60%-9.38%2.84%
201832.63%-9.38%-22.66%-4.55%8.20%-18.83%0.60%16.17%-10.82%-8.67%50.32%-40.63%-33.80%
201714.49%52.34%-9.03%-2.93%2.79%12.54%-28.21%6.85%0.52%-23.18%-22.88%-6.37%-23.79%
2016-19.03%-29.61%22.42%3.08%-14.42%-10.34%5.98%-16.37%8.05%-54.25%3.03%2.76%-74.40%
2015-12.70%3.08%7.75%2.68%3.04%13.85%-7.08%-8.22%-20.35%-34.44%3.21%-8.33%-50.80%
20145.45%0.24%-5.64%-3.27%10.24%8.62%5.14%13.79%0.94%0.33%-14.35%14.53%37.31%
201324.69%10.25%12.14%-3.84%5.71%-2.68%-1.75%-14.76%5.71%5.13%-5.45%-4.80%27.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CYH is 69, suggesting that the investment has average results relative to other stocks 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 6969
Combined Rank
The Sharpe Ratio Rank of CYH is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 6565Sortino Ratio Rank
The Omega Ratio Rank of CYH is 6868Omega Ratio Rank
The Calmar Ratio Rank of CYH is 6969Calmar Ratio Rank
The Martin Ratio Rank of CYH is 7373Martin 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 1.10, compared to the broader market-4.00-2.000.002.004.001.10
Sortino ratio
The chart of Sortino ratio for CYH, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.006.001.64
Omega ratio
The chart of Omega ratio for CYH, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for CYH, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for CYH, currently valued at 4.68, compared to the broader market0.0010.0020.0030.004.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.002.004.006.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0018.72

Sharpe Ratio

The current Community Health Systems, Inc. Sharpe ratio is 1.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Community Health Systems, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.10
2.90
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-91.99%
-0.29%
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 91.99%.


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 31.36%, 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%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
31.36%
3.86%
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

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Community Health Systems, Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items