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CYH vs. DVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CYH vs. DVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Community Health Systems, Inc. (CYH) and DaVita Inc. (DVA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CYH achieves a -2.88% return, which is significantly lower than DVA's 84.56% return. Over the past 10 years, CYH has underperformed DVA with an annualized return of -13.57%, while DVA has yielded a comparatively higher 10.73% annualized return.


CYH

1D
0.33%
1M
8.21%
YTD
-2.88%
6M
-7.90%
1Y
-8.46%
3Y*
-7.02%
5Y*
-28.36%
10Y*
-13.57%

DVA

1D
0.85%
1M
5.62%
YTD
84.56%
6M
79.97%
1Y
53.12%
3Y*
28.98%
5Y*
11.74%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH vs. DVA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYH
Community Health Systems, Inc.
-2.88%4.35%-4.47%-27.55%-67.54%79.14%156.21%2.84%-33.80%-23.79%
DVA
DaVita Inc.
84.56%-24.03%42.75%40.30%-34.36%-3.10%56.47%45.80%-28.78%12.54%

Correlation

The correlation between CYH and DVA is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2000

0.32

The correlation between CYH and DVA shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CYH:

$3.44

DVA:

$13.07

PE Ratio

CYH:

0.88

DVA:

16.05

PEG Ratio

CYH:

0.00

DVA:

2.50

PS Ratio

CYH:

0.03

DVA:

0.91

Total Revenue (TTM)

CYH:

$12.29B

DVA:

$13.84B

Gross Profit (TTM)

CYH:

$1.43B

DVA:

$3.23B

EBITDA (TTM)

CYH:

$1.61B

DVA:

$2.49B

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Return for Risk

CYH vs. DVA — Risk / Return Rank

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

CYH
CYH Risk / Return Rank: 3737
Overall Rank
CYH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CYH Sortino Ratio Rank: 3737
Sortino Ratio Rank
CYH Omega Ratio Rank: 3737
Omega Ratio Rank
CYH Calmar Ratio Rank: 3636
Calmar Ratio Rank
CYH Martin Ratio Rank: 3737
Martin Ratio Rank

DVA
DVA Risk / Return Rank: 7777
Overall Rank
DVA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DVA Sortino Ratio Rank: 8383
Sortino Ratio Rank
DVA Omega Ratio Rank: 8181
Omega Ratio Rank
DVA Calmar Ratio Rank: 7272
Calmar Ratio Rank
DVA Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CYH vs. DVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and DaVita Inc. (DVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CYHDVADifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.03

1.30

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.20

1.70

-1.90

Martin ratioReturn relative to average drawdown

-0.32

3.80

-4.12

CYH vs. DVA - Sharpe Ratio Comparison

The current CYH Sharpe Ratio is -0.14, which is lower than the DVA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CYH and DVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CYH vs. DVA - Drawdown Comparison

The maximum CYH drawdown since its inception was -97.17%, roughly equal to the maximum DVA drawdown of -92.91%. Use the drawdown chart below to compare losses from any high point for CYH and DVA.


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Drawdown Indicators


CYHDVADifference

Max Drawdown

Largest peak-to-trough decline

-97.17%

-92.91%

-4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-43.54%

-31.36%

-12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-61.58%

-41.43%

-20.15%

Max Drawdown (5Y)

Largest decline over 5 years

-87.26%

-51.10%

-36.16%

Max Drawdown (10Y)

Largest decline over 10 years

-87.69%

-51.10%

-36.59%

Current Drawdown

Current decline from peak

-95.27%

-0.43%

-94.84%

Average Drawdown

Average peak-to-trough decline

-51.06%

-20.04%

-31.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.73%

14.01%

+12.72%

Volatility

CYH vs. DVA - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 10.22% compared to DaVita Inc. (DVA) at 7.45%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than DVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYHDVADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.22%

7.45%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

32.80%

35.07%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

59.31%

43.08%

+16.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.12%

37.30%

+40.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.02%

34.76%

+48.26%

Dividends

CYH vs. DVA - Dividend Comparison

Neither CYH nor DVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CYH vs. DVA - Financials Comparison

This section allows you to compare key financial metrics between Community Health Systems, Inc. and DaVita 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.80B3.00B3.20B3.40B3.60B20222023202420252026
2.97B
3.42B
(CYH) Total Revenue
(DVA) Total Revenue
Values in USD except per share items

CYH vs. DVA - Profitability Comparison

The chart below illustrates the profitability comparison between Community Health Systems, Inc. and DaVita Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
55.4%
0
Portfolio components
CYH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a gross profit of 1.64B and revenue of 2.97B. Therefore, the gross margin over that period was 55.4%.

DVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a gross profit of 0.00 and revenue of 3.42B. Therefore, the gross margin over that period was 0.0%.

CYH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported an operating income of 281.00M and revenue of 2.97B, resulting in an operating margin of 9.5%.

DVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported an operating income of 481.89M and revenue of 3.42B, resulting in an operating margin of 14.1%.

CYH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a net income of -58.00M and revenue of 2.97B, resulting in a net margin of -2.0%.

DVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a net income of 197.53M and revenue of 3.42B, resulting in a net margin of 5.8%.


Frequently Asked Questions


CYH and DVA have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CYH has higher volatility (10.22%) compared to DVA (7.45%). In terms of maximum drawdown, CYH dropped -97.17% vs DVA's -92.91%.

DVA currently has the higher Sharpe Ratio (1.24 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CYH and DVA

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