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eHealth, Inc. (EHTH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS28238P1093
CUSIP28238P109
SectorFinancial Services
IndustryInsurance Brokers

Highlights

Market Cap$174.50M
EPS-$2.37
PE Ratio28.92
PEG Ratio0.72
Revenue (TTM)$452.87M
Gross Profit (TTM)$403.71M
EBITDA (TTM)-$26.53M
Year Range$4.81 - $10.31
Target Price$8.33
Short %4.25%
Short Ratio5.65

Share Price Chart


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eHealth, Inc.

Performance

Performance Chart

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


-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-47.40%
17.40%
EHTH (eHealth, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

eHealth, Inc. had a return of -50.23% year-to-date (YTD) and -50.85% in the last 12 months. Over the past 10 years, eHealth, Inc. had an annualized return of -21.05%, while the S&P 500 had an annualized return of 10.43%, indicating that eHealth, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-50.23%5.29%
1 month-20.37%-2.47%
6 months-48.94%16.40%
1 year-50.85%20.88%
5 years (annualized)-39.84%11.60%
10 years (annualized)-21.05%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-22.02%-2.94%-8.64%
2023-5.37%15.95%-13.40%17.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EHTH is 16, indicating that it is in the bottom 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EHTH is 1616
eHealth, Inc.(EHTH)
The Sharpe Ratio Rank of EHTH is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of EHTH is 2020Sortino Ratio Rank
The Omega Ratio Rank of EHTH is 2121Omega Ratio Rank
The Calmar Ratio Rank of EHTH is 2020Calmar Ratio Rank
The Martin Ratio Rank of EHTH is 11Martin 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 eHealth, Inc. (EHTH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EHTH
Sharpe ratio
The chart of Sharpe ratio for EHTH, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00-0.66
Sortino ratio
The chart of Sortino ratio for EHTH, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78
Omega ratio
The chart of Omega ratio for EHTH, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for EHTH, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00-0.52
Martin ratio
The chart of Martin ratio for EHTH, currently valued at -1.92, compared to the broader market0.0010.0020.0030.00-1.92
^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 eHealth, Inc. Sharpe ratio is -0.66. 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
-0.66
1.79
EHTH (eHealth, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


eHealth, 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
-97.03%
-4.42%
EHTH (eHealth, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the eHealth, 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 eHealth, Inc. was 98.17%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current eHealth, Inc. drawdown is 97.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.17%Mar 5, 2020671Oct 31, 2022
-88%Jan 17, 2014702Oct 28, 2016568Feb 4, 20191270
-75.55%Nov 19, 2007255Nov 20, 20081232Oct 15, 20131487
-51.85%Aug 9, 201946Oct 14, 201970Jan 24, 2020116
-33.99%Nov 16, 2006139Jun 8, 200777Sep 27, 2007216

Volatility

Volatility Chart

The current eHealth, Inc. volatility is 19.91%, 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
19.91%
3.35%
EHTH (eHealth, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of eHealth, 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
Annual
Quarterly

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

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

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