BLK vs. UNH
Compare and contrast key facts about BlackRock, Inc. (BLK) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLK or UNH.
|5Y Return (Ann)||6.81%||16.64%|
|10Y Return (Ann)||11.73%||24.70%|
|Daily Std Dev||33.54%||23.11%|
|Gross Profit (TTM)||$8.79B||$79.62B|
The correlation between BLK and UNH is 0.31, 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.
BLK vs. UNH - Performance Comparison
In the year-to-date period, BLK achieves a -6.54% return, which is significantly lower than UNH's -7.77% return. Over the past 10 years, BLK has underperformed UNH with an annualized return of 11.73%, while UNH has yielded a comparatively higher 24.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BLK vs. UNH - Dividend Comparison
BLK's dividend yield for the trailing twelve months is around 3.73%, more than UNH's 1.65% yield.
|UnitedHealth Group Incorporated||1.65%||1.21%||1.13%||1.42%||1.48%||1.48%||1.41%||1.63%||1.78%||1.58%||1.61%||1.73%|
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.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|UnitedHealth Group Incorporated||-0.11|
BLK vs. UNH - Drawdown Comparison
The maximum BLK drawdown for the period was -32.97%, lower than the maximum UNH drawdown of -16.53%. The drawdown chart below compares losses from any high point along the way for BLK and UNH
BLK vs. UNH - Volatility Comparison
BlackRock, Inc. (BLK) has a higher volatility of 7.20% compared to UnitedHealth Group Incorporated (UNH) at 3.75%. 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.