CLOV vs. LUMN
Compare and contrast key facts about Clover Health Investments, Corp. (CLOV) and Lumen Technologies, Inc. (LUMN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLOV or LUMN.
Key characteristics
| CLOV | LUMN | |
|---|---|---|
| YTD Return | 223.50% | 371.58% |
| 1Y Return | 201.96% | 525.36% |
| 3Y Return (Ann) | -25.93% | -12.69% |
| Sharpe Ratio | 2.42 | 4.24 |
| Sortino Ratio | 3.21 | 4.93 |
| Omega Ratio | 1.38 | 1.62 |
| Calmar Ratio | 2.11 | 5.92 |
| Martin Ratio | 12.53 | 25.00 |
| Ulcer Index | 16.36% | 22.55% |
| Daily Std Dev | 84.61% | 133.07% |
| Max Drawdown | -97.19% | -95.26% |
| Current Drawdown | -86.09% | -58.25% |
Fundamentals
| CLOV | LUMN | |
|---|---|---|
| Market Cap | $1.63B | $9.37B |
| EPS | -$0.19 | -$2.17 |
| Total Revenue (TTM) | $1.54B | $13.30B |
| Gross Profit (TTM) | $522.63M | $3.61B |
| EBITDA (TTM) | -$68.65M | $3.74B |
Correlation
The correlation between CLOV and LUMN is 0.21, 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
CLOV vs. LUMN - Performance Comparison
In the year-to-date period, CLOV achieves a 223.50% return, which is significantly lower than LUMN's 371.58% 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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Risk-Adjusted Performance
CLOV vs. LUMN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Clover Health Investments, Corp. (CLOV) and Lumen Technologies, Inc. (LUMN). 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.
Dividends
CLOV vs. LUMN - Dividend Comparison
Neither CLOV nor LUMN has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOV Clover Health Investments, Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% | 5.46% | 6.78% |
Drawdowns
CLOV vs. LUMN - Drawdown Comparison
The maximum CLOV drawdown since its inception was -97.19%, roughly equal to the maximum LUMN drawdown of -95.26%. Use the drawdown chart below to compare losses from any high point for CLOV and LUMN. For additional features, visit the drawdowns tool.
Volatility
CLOV vs. LUMN - Volatility Comparison
The current volatility for Clover Health Investments, Corp. (CLOV) is 20.62%, while Lumen Technologies, Inc. (LUMN) has a volatility of 27.14%. This indicates that CLOV experiences smaller price fluctuations and is considered to be less risky than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CLOV vs. LUMN - Financials Comparison
This section allows you to compare key financial metrics between Clover Health Investments, Corp. and Lumen Technologies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities