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ISIN
US2036681086
CUSIP
203668108
IPO Date
Mar 7, 1991

Highlights

Market Cap
$393.42M
Enterprise Value
$1.02B
EPS (TTM)
$2.36
PE Ratio
1.18
PEG Ratio
0.00
Total Revenue (TTM)
$11.98B
Gross Profit (TTM)
$1.68B
EBITDA (TTM)
$5.35B
Year Range
$2.39 - $4.43
Target Price
$3.48
ROA (TTM)
2.62%
ROE (TTM)
-37.80%
Avg. Volume (1M)
2M
Avg. Volume Value (1M)
$7.75M

Share Price Chart


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Performance

CYH Performance Chart

Community Health Systems, Inc. (CYH) is down 10.6% since the beginning of the year. At $3 per share, CYH is trading 37.0% below its 52-week high of $4. Investors who bought $1,000 worth of CYH shares 5 years ago would now be looking at an investment worth $209.


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Benchmark

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Returns By Period

Community Health Systems, Inc. (CYH) has returned -10.58% so far this year and 14.34% over the past 12 months. Over the last ten years, CYH has returned -13.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


Community Health Systems, Inc.

1D
0.72%
1M
-28.46%
6M
-13.08%
YTD
-10.58%
1Y
14.34%
3Y*
-14.09%
5Y*
-26.85%
10Y*
-13.72%
ALL TIME*
-5.79%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH Monthly Returns History

Based on dividend-adjusted daily data since Jun 9, 2000, CYH's average daily return is +0.06%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jul 2020 with a return of +65.5%, while the worst month was Oct 2016 at -54.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CYH closed higher 49% of trading days. The best single day was Feb 16, 2023 with a return of +52.4%, while the worst single day was Oct 27, 2016 at -49.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.88%7.79%-15.03%-3.40%-4.23%22.79%-16.47%-10.58%
20257.02%-5.94%-10.30%1.11%42.12%-12.37%-23.53%6.15%16.30%20.87%-10.82%-9.83%4.35%
202417.25%-23.98%25.45%-5.71%20.00%-15.15%56.55%3.61%11.38%-33.28%-15.06%-13.08%-4.47%
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%

Benchmark Metrics

Community Health Systems, Inc. has an annualized alpha of 5.62%, beta of 1.05, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since June 09, 2000.

  • This stock participated in 128.45% of S&P 500 Index downside but only 73.65% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.10 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.62%
Beta
1.05
0.10
Upside Capture
73.65%
Downside Capture
128.45%

Return for Risk

Risk / Return Rank

CYH ranks 49 for risk / return — above 49% of stocks peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


CYH Risk / Return Rank: 4949
Overall Rank
CYH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CYH Sortino Ratio Rank: 4949
Sortino Ratio Rank
CYH Omega Ratio Rank: 4848
Omega Ratio Rank
CYH Calmar Ratio Rank: 4949
Calmar Ratio Rank
CYH Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CYHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.08

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.17

2.00

-1.83

Martin ratioReturn relative to average drawdown

0.29

8.49

-8.20

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.


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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 97.17%, occurring on Aug 27, 2019. The portfolio has not yet recovered.

The current Community Health Systems, Inc. drawdown is 95.64%.


Drawdown

Fall

Recovery

Underwater

Related event

-97.17%Aug 2019
4y 2mo
11y 1moJun 2015 - now
-73.63%Nov 2008
1y 4mo4y 3mo
5y 7moJul 2007 - Mar 2013
Financial crisis2007–2009
-53.82%Feb 2003
2y 1mo2y 2mo
4y 4moDec 2000 - May 2005
-31.18%Mar 2014
9mo 13d4mo 27d
1y 2moJun 2013 - Aug 2014
-25.19%Nov 2000
1mo 19d16d
2mo 5dOct 2000 - Dec 2000
Dot-com crash2000–2002

Drawdown Indicators


CYHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.17%

-56.78%

-40.39%

Max Drawdown (1Y)

Largest decline over 1 year

-43.54%

-9.10%

-34.44%

Max Drawdown (3Y)

Largest decline over 3 years

-61.58%

-18.90%

-42.68%

Max Drawdown (5Y)

Largest decline over 5 years

-86.28%

-25.43%

-60.85%

Max Drawdown (10Y)

Largest decline over 10 years

-87.69%

-33.92%

-53.77%

Current Drawdown

Current decline from peak

-95.64%

-1.58%

-94.06%

Average Drawdown

Average peak-to-trough decline

-51.24%

-10.70%

-40.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.91%

2.14%

+22.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

Valuation

The Valuation section provides an overview of how Community Health Systems, Inc. is priced in the market compared to other companies in the Medical Care Facilities industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for CYH, comparing it with other companies in the Medical Care Facilities industry. Currently, CYH has a P/E ratio of 1.2. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for CYH compared to other companies in the Medical Care Facilities industry. CYH currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CYH relative to other companies in the Medical Care Facilities industry. Currently, CYH has a P/S ratio of 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

Income Statement



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
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