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BLK vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BLKUNH
YTD Return12.35%13.81%
1Y Return31.65%24.33%
3Y Return (Ann)2.89%14.46%
5Y Return (Ann)18.31%22.27%
10Y Return (Ann)13.25%23.03%
Sharpe Ratio1.521.14
Daily Std Dev19.66%22.23%
Max Drawdown-60.36%-82.68%
Current Drawdown-0.21%-1.63%

Fundamentals


BLKUNH
Market Cap$131.20B$548.81B
EPS$40.30$15.10
PE Ratio21.9839.36
PEG Ratio2.321.50
Total Revenue (TTM)$19.29B$381.26B
Gross Profit (TTM)$15.70B$86.27B
EBITDA (TTM)$7.29B$31.84B

Correlation

-0.50.00.51.00.3

The correlation between BLK and UNH is 0.30, 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

BLK vs. UNH - Performance Comparison

In the year-to-date period, BLK achieves a 12.35% return, which is significantly lower than UNH's 13.81% return. Over the past 10 years, BLK has underperformed UNH with an annualized return of 13.25%, while UNH has yielded a comparatively higher 23.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


8,000.00%9,000.00%10,000.00%11,000.00%12,000.00%13,000.00%AprilMayJuneJulyAugustSeptember
10,262.56%
12,882.37%
BLK
UNH

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Risk-Adjusted Performance

BLK vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) 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.


BLK
Sharpe ratio
The chart of Sharpe ratio for BLK, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.52
Sortino ratio
The chart of Sortino ratio for BLK, currently valued at 2.21, compared to the broader market-6.00-4.00-2.000.002.004.002.21
Omega ratio
The chart of Omega ratio for BLK, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for BLK, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.000.85
Martin ratio
The chart of Martin ratio for BLK, currently valued at 5.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.41
UNH
Sharpe ratio
The chart of Sharpe ratio for UNH, currently valued at 1.09, compared to the broader market-4.00-2.000.002.001.09
Sortino ratio
The chart of Sortino ratio for UNH, currently valued at 1.65, compared to the broader market-6.00-4.00-2.000.002.004.001.65
Omega ratio
The chart of Omega ratio for UNH, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for UNH, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.001.22
Martin ratio
The chart of Martin ratio for UNH, currently valued at 3.31, compared to the broader market-10.00-5.000.005.0010.0015.0020.003.31

BLK vs. UNH - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 1.52, which is higher than the UNH Sharpe Ratio of 1.14. The chart below compares the 12-month rolling Sharpe Ratio of BLK and UNH.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.52
1.09
BLK
UNH

Dividends

BLK vs. UNH - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 2.27%, more than UNH's 0.99% yield.


TTM20232022202120202019201820172016201520142013
BLK
BlackRock, Inc.
2.27%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
UNH
UnitedHealth Group Incorporated
0.99%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

BLK vs. UNH - Drawdown Comparison

The maximum BLK drawdown since its inception was -60.36%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for BLK and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.21%
-1.63%
BLK
UNH

Volatility

BLK vs. UNH - Volatility Comparison

BlackRock, Inc. (BLK) has a higher volatility of 4.35% compared to UnitedHealth Group Incorporated (UNH) at 3.42%. This indicates that BLK's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.35%
3.42%
BLK
UNH

Financials

BLK vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between BlackRock, Inc. and UnitedHealth Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items