AMGN vs. UNH
Compare and contrast key facts about Amgen Inc. (AMGN) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMGN or UNH.
Key characteristics
AMGN | UNH | |
---|---|---|
YTD Return | 0.18% | -5.97% |
1Y Return | 24.09% | 5.95% |
3Y Return (Ann) | 7.63% | 10.97% |
5Y Return (Ann) | 11.95% | 16.58% |
10Y Return (Ann) | 12.12% | 21.59% |
Sharpe Ratio | 1.17 | 0.19 |
Daily Std Dev | 21.32% | 20.89% |
Max Drawdown | -78.03% | -82.68% |
Current Drawdown | -11.10% | -10.17% |
Fundamentals
AMGN | UNH | |
---|---|---|
Market Cap | $148.00B | $451.81B |
EPS | $12.48 | $23.87 |
PE Ratio | 22.13 | 20.53 |
PEG Ratio | 2.46 | 1.38 |
Revenue (TTM) | $28.19B | $371.62B |
Gross Profit (TTM) | $19.92B | $79.62B |
EBITDA (TTM) | $12.23B | $35.13B |
Correlation
The correlation between AMGN and UNH is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AMGN vs. UNH - Performance Comparison
In the year-to-date period, AMGN achieves a 0.18% return, which is significantly higher than UNH's -5.97% return. Over the past 10 years, AMGN has underperformed UNH with an annualized return of 12.12%, while UNH has yielded a comparatively higher 21.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AMGN vs. UNH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and UnitedHealth Group Incorporated (UNH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Amgen Inc. | 1.17 | ||||
UnitedHealth Group Incorporated | 0.19 |
Dividends
AMGN vs. UNH - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 3.02%, more than UNH's 1.53% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Amgen Inc. | 3.02% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
UnitedHealth Group Incorporated | 1.53% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
AMGN vs. UNH - Drawdown Comparison
The maximum AMGN drawdown since its inception was -78.03%, smaller than the maximum UNH drawdown of -82.68%. The drawdown chart below compares losses from any high point along the way for AMGN and UNH
Volatility
AMGN vs. UNH - Volatility Comparison
The current volatility for Amgen Inc. (AMGN) is 4.88%, while UnitedHealth Group Incorporated (UNH) has a volatility of 5.58%. This indicates that AMGN experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.