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BLK vs. UNH

Last updated Jun 1, 2023

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.

Key characteristics


BLKUNH
YTD Return-6.54%-7.77%
1Y Return1.13%-0.60%
5Y Return (Ann)6.81%16.64%
10Y Return (Ann)11.73%24.70%
Sharpe Ratio0.05-0.11
Daily Std Dev33.54%23.11%
Max Drawdown-60.36%-82.67%

Fundamentals


BLKUNH
Market Cap$100.69B$448.31B
EPS$32.27$21.86
PE Ratio20.8322.03
PEG Ratio13.911.66
Revenue (TTM)$17.42B$335.94B
Gross Profit (TTM)$8.79B$79.62B
EBITDA (TTM)$6.58B$32.15B

Correlation

0.31
-1.001.00

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.


-10.00%-5.00%0.00%5.00%2023FebruaryMarchAprilMay
-7.66%
-8.65%
BLK
UNH

Compare stocks, funds, or ETFs


BlackRock, Inc.

UnitedHealth Group Incorporated

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.


TTM20222021202020192018201720162015201420132012
BLK
BlackRock, Inc.
3.73%2.77%1.87%2.13%2.84%3.42%2.23%2.82%3.08%2.66%2.68%3.76%
UNH
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLK
BlackRock, Inc.
0.05
UNH
UnitedHealth Group Incorporated
-0.11

BLK vs. UNH - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 0.05, which is higher than the UNH Sharpe Ratio of -0.11. The chart below compares the 12-month rolling Sharpe Ratio of BLK and UNH.


-0.500.000.501.002023FebruaryMarchAprilMay
0.05
-0.11
BLK
UNH

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMay
-29.56%
-11.65%
BLK
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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%2023FebruaryMarchAprilMay
7.20%
3.75%
BLK
UNH