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AMGN vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMGNUNH
YTD Return0.18%-5.97%
1Y Return24.09%5.95%
3Y Return (Ann)7.63%10.97%
5Y Return (Ann)11.95%16.58%
10Y Return (Ann)12.12%21.59%
Sharpe Ratio1.170.19
Daily Std Dev21.32%20.89%
Max Drawdown-78.03%-82.68%
Current Drawdown-11.10%-10.17%

Fundamentals


AMGNUNH
Market Cap$148.00B$451.81B
EPS$12.48$23.87
PE Ratio22.1320.53
PEG Ratio2.461.38
Revenue (TTM)$28.19B$371.62B
Gross Profit (TTM)$19.92B$79.62B
EBITDA (TTM)$12.23B$35.13B

Correlation

0.25
-1.001.00

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.


380,000.00%400,000.00%420,000.00%440,000.00%460,000.00%480,000.00%500,000.00%OctoberNovemberDecember2024FebruaryMarch
424,677.45%
445,338.12%
AMGN
UNH

Compare stocks, funds, or ETFs


Amgen Inc.

UnitedHealth Group Incorporated

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMGN
Amgen Inc.
1.17
UNH
UnitedHealth Group Incorporated
0.19

AMGN vs. UNH - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.17, which is higher than the UNH Sharpe Ratio of 0.19. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and UNH.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.17
0.19
AMGN
UNH

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.


TTM20232022202120202019201820172016201520142013
AMGN
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%
UNH
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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.10%
-10.17%
AMGN
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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.88%
5.58%
AMGN
UNH