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

Correlation

The correlation between CVS and UNH is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CVS vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CVS Health Corporation (CVS) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CVS:

0.40

UNH:

-0.93

Sortino Ratio

CVS:

0.75

UNH:

-1.17

Omega Ratio

CVS:

1.09

UNH:

0.80

Calmar Ratio

CVS:

0.21

UNH:

-0.76

Martin Ratio

CVS:

0.92

UNH:

-2.46

Ulcer Index

CVS:

12.71%

UNH:

17.27%

Daily Std Dev

CVS:

38.78%

UNH:

44.59%

Max Drawdown

CVS:

-64.07%

UNH:

-82.68%

Current Drawdown

CVS:

-38.06%

UNH:

-52.44%

Fundamentals

Market Cap

CVS:

$76.95B

UNH:

$268.12B

EPS

CVS:

$4.19

UNH:

$23.88

PE Ratio

CVS:

14.52

UNH:

12.38

PEG Ratio

CVS:

0.64

UNH:

0.78

PS Ratio

CVS:

0.20

UNH:

0.65

PB Ratio

CVS:

1.00

UNH:

2.82

Total Revenue (TTM)

CVS:

$378.96B

UNH:

$407.42B

Gross Profit (TTM)

CVS:

$53.24B

UNH:

$87.53B

EBITDA (TTM)

CVS:

$14.82B

UNH:

$32.14B

Returns By Period

In the year-to-date period, CVS achieves a 39.81% return, which is significantly higher than UNH's -41.43% return. Over the past 10 years, CVS has underperformed UNH with an annualized return of -2.24%, while UNH has yielded a comparatively higher 11.08% annualized return.


CVS

YTD

39.81%

1M

-6.09%

6M

6.35%

1Y

15.55%

3Y*

-11.35%

5Y*

1.56%

10Y*

-2.24%

UNH

YTD

-41.43%

1M

-29.53%

6M

-50.99%

1Y

-41.02%

3Y*

-15.28%

5Y*

0.87%

10Y*

11.08%

*Annualized

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CVS Health Corporation

UnitedHealth Group Incorporated

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CVS vs. UNH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVS
The Risk-Adjusted Performance Rank of CVS is 6262
Overall Rank
The Sharpe Ratio Rank of CVS is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CVS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of CVS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CVS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CVS is 6464
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 66
Overall Rank
The Sharpe Ratio Rank of UNH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 1010
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 66
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 77
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVS vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) 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.


The current CVS Sharpe Ratio is 0.40, which is higher than the UNH Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CVS and UNH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CVS vs. UNH - Dividend Comparison

CVS's dividend yield for the trailing twelve months is around 4.34%, more than UNH's 2.85% yield.


TTM20242023202220212020201920182017201620152014
CVS
CVS Health Corporation
4.34%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
UNH
UnitedHealth Group Incorporated
2.85%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

CVS vs. UNH - Drawdown Comparison

The maximum CVS drawdown since its inception was -64.07%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for CVS and UNH.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CVS vs. UNH - Volatility Comparison

The current volatility for CVS Health Corporation (CVS) is 11.57%, while UnitedHealth Group Incorporated (UNH) has a volatility of 25.75%. This indicates that CVS experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CVS vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between CVS Health Corporation 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


60.00B70.00B80.00B90.00B100.00B110.00B20212022202320242025
94.59B
109.58B
(CVS) Total Revenue
(UNH) Total Revenue
Values in USD except per share items

CVS vs. UNH - Profitability Comparison

The chart below illustrates the profitability comparison between CVS Health Corporation and UnitedHealth Group Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%20212022202320242025
15.2%
21.7%
(CVS) Gross Margin
(UNH) Gross Margin
CVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported a gross profit of 14.40B and revenue of 94.59B. Therefore, the gross margin over that period was 15.2%.

UNH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported a gross profit of 23.77B and revenue of 109.58B. Therefore, the gross margin over that period was 21.7%.

CVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported an operating income of 3.37B and revenue of 94.59B, resulting in an operating margin of 3.6%.

UNH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported an operating income of 9.12B and revenue of 109.58B, resulting in an operating margin of 8.3%.

CVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported a net income of 1.78B and revenue of 94.59B, resulting in a net margin of 1.9%.

UNH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported a net income of 6.29B and revenue of 109.58B, resulting in a net margin of 5.7%.