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Humana Inc. (HUM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4448591028
CUSIP444859102
SectorHealthcare
IndustryHealthcare Plans

Highlights

Market Cap$41.80B
EPS$20.01
PE Ratio17.33
PEG Ratio1.44
Revenue (TTM)$106.37B
Gross Profit (TTM)$17.18B
EBITDA (TTM)$4.90B
Year Range$333.69 - $536.74
Target Price$408.44
Short %2.13%
Short Ratio1.73

Share Price Chart


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Humana Inc.

Popular comparisons: HUM vs. UNH, HUM vs. CI, HUM vs. ENSG, HUM vs. VOO, HUM vs. MNST, HUM vs. VTI, HUM vs. SCHD, HUM vs. ^SP500TR, HUM vs. IHI, HUM vs. V

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Humana 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%-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-37.39%
18.63%
HUM (Humana Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Humana Inc. had a return of -28.87% year-to-date (YTD) and -33.55% in the last 12 months. Over the past 10 years, Humana Inc. had an annualized return of 12.73%, outperforming the S&P 500 benchmark which had an annualized return of 10.37%.


PeriodReturnBenchmark
Year-To-Date-28.87%5.06%
1 month-7.38%-3.23%
6 months-37.58%17.14%
1 year-33.55%20.62%
5 years (annualized)6.95%11.54%
10 years (annualized)12.73%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-17.42%-7.34%-0.78%
20235.58%7.64%-7.41%-5.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HUM is 6, indicating that it is in the bottom 6% 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 HUM is 66
Humana Inc.(HUM)
The Sharpe Ratio Rank of HUM is 33Sharpe Ratio Rank
The Sortino Ratio Rank of HUM is 1010Sortino Ratio Rank
The Omega Ratio Rank of HUM is 66Omega Ratio Rank
The Calmar Ratio Rank of HUM is 77Calmar Ratio Rank
The Martin Ratio Rank of HUM is 22Martin 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 Humana Inc. (HUM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HUM
Sharpe ratio
The chart of Sharpe ratio for HUM, currently valued at -1.12, compared to the broader market-2.00-1.000.001.002.003.00-1.12
Sortino ratio
The chart of Sortino ratio for HUM, currently valued at -1.38, compared to the broader market-4.00-2.000.002.004.00-1.38
Omega ratio
The chart of Omega ratio for HUM, currently valued at 0.77, compared to the broader market0.501.001.500.77
Calmar ratio
The chart of Calmar ratio for HUM, currently valued at -0.80, compared to the broader market0.001.002.003.004.005.00-0.80
Martin ratio
The chart of Martin ratio for HUM, currently valued at -1.85, compared to the broader market0.0010.0020.0030.00-1.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
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 1.33, compared to the broader market0.001.002.003.004.005.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

Sharpe Ratio

The current Humana Inc. Sharpe ratio is -1.12. 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
-1.12
1.76
HUM (Humana Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Humana Inc. granted a 1.09% dividend yield in the last twelve months. The annual payout for that period amounted to $3.54 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.54$3.54$3.15$2.80$2.50$2.20$2.00$1.89$0.87$1.15$1.11$1.07

Dividend yield

1.09%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%

Monthly Dividends

The table displays the monthly dividend distributions for Humana Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.89
2023$0.00$0.00$0.89$0.00$0.00$0.89$0.00$0.00$0.89$0.00$0.00$0.89
2022$0.00$0.00$0.79$0.00$0.00$0.79$0.00$0.00$0.79$0.00$0.00$0.79
2021$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70
2020$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.63
2019$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55
2018$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50
2017$0.29$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40
2016$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.00$0.29$0.00$0.00
2015$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.29
2014$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28
2013$0.26$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.27

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.1%
Humana Inc. has a dividend yield of 1.09%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%13.6%
Humana Inc. has a payout ratio of 13.62%, which is below the market average. This means Humana Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-41.63%
-4.63%
HUM (Humana Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Humana 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 Humana Inc. was 85.10%, occurring on Jun 16, 2000. Recovery took 1149 trading sessions.

The current Humana Inc. drawdown is 41.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.1%Jul 2, 1998495Jun 16, 20001149Jan 13, 20051644
-78.42%Jan 15, 2008287Mar 5, 2009674Nov 3, 2011961
-46.23%Apr 18, 1991404Nov 18, 1992110Apr 28, 1993514
-45.65%Feb 14, 1996107Jul 17, 1996470May 28, 1998577
-45.31%Nov 4, 2022352Apr 2, 2024

Volatility

Volatility Chart

The current Humana Inc. volatility is 15.23%, 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%NovemberDecember2024FebruaryMarchApril
15.23%
3.27%
HUM (Humana Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Humana 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