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

Key characteristics


CBREUNH
YTD Return-1.12%-0.60%
1Y Return22.15%9.17%
3Y Return (Ann)2.03%10.00%
5Y Return (Ann)14.27%18.44%
10Y Return (Ann)12.13%22.95%
Sharpe Ratio0.920.47
Daily Std Dev27.23%21.78%
Max Drawdown-94.31%-82.68%
Current Drawdown-16.55%-5.04%

Fundamentals


CBREUNH
Market Cap$27.68B$471.98B
EPS$3.19$16.36
PE Ratio28.2831.35
PEG Ratio1.181.24
Revenue (TTM)$32.47B$379.49B
Gross Profit (TTM)$6.62B$79.62B
EBITDA (TTM)$1.94B$35.00B

Correlation

-0.50.00.51.00.3

The correlation between CBRE and UNH is 0.32, 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

CBRE vs. UNH - Performance Comparison

In the year-to-date period, CBRE achieves a -1.12% return, which is significantly lower than UNH's -0.60% return. Over the past 10 years, CBRE has underperformed UNH with an annualized return of 12.13%, while UNH has yielded a comparatively higher 22.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%December2024FebruaryMarchAprilMay
1,404.90%
1,926.14%
CBRE
UNH

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CBRE Group, Inc.

UnitedHealth Group Incorporated

Risk-Adjusted Performance

CBRE vs. UNH - Risk-Adjusted Performance Comparison

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


CBRE
Sharpe ratio
The chart of Sharpe ratio for CBRE, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.004.000.92
Sortino ratio
The chart of Sortino ratio for CBRE, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.006.001.49
Omega ratio
The chart of Omega ratio for CBRE, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for CBRE, currently valued at 0.62, compared to the broader market0.002.004.006.000.62
Martin ratio
The chart of Martin ratio for CBRE, currently valued at 2.55, compared to the broader market-10.000.0010.0020.0030.002.55
UNH
Sharpe ratio
The chart of Sharpe ratio for UNH, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for UNH, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.006.000.80
Omega ratio
The chart of Omega ratio for UNH, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for UNH, currently valued at 0.52, compared to the broader market0.002.004.006.000.52
Martin ratio
The chart of Martin ratio for UNH, currently valued at 1.53, compared to the broader market-10.000.0010.0020.0030.001.53

CBRE vs. UNH - Sharpe Ratio Comparison

The current CBRE Sharpe Ratio is 0.92, which is higher than the UNH Sharpe Ratio of 0.47. The chart below compares the 12-month rolling Sharpe Ratio of CBRE and UNH.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.92
0.47
CBRE
UNH

Dividends

CBRE vs. UNH - Dividend Comparison

CBRE has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.44%.


TTM20232022202120202019201820172016201520142013
CBRE
CBRE Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.44%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

CBRE vs. UNH - Drawdown Comparison

The maximum CBRE drawdown since its inception was -94.31%, which is greater than UNH's maximum drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for CBRE and UNH. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-16.55%
-5.04%
CBRE
UNH

Volatility

CBRE vs. UNH - Volatility Comparison

CBRE Group, Inc. (CBRE) has a higher volatility of 6.16% compared to UnitedHealth Group Incorporated (UNH) at 5.23%. This indicates that CBRE'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.16%
5.23%
CBRE
UNH

Financials

CBRE vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between CBRE Group, 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