CYH vs. EHC
CYH (Community Health Systems, Inc.) and EHC (Encompass Health Corporation) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 5 years, CYH returned -26.85%/yr vs 11.97%/yr for EHC. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
CYH vs. EHC - Performance Comparison
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Returns By Period
In the year-to-date period, CYH achieves a -10.58% return, which is significantly lower than EHC's 5.24% return.
CYH
- 1D
- 0.72%
- 1M
- -28.46%
- 6M
- -13.08%
- YTD
- -10.58%
- 1Y
- 14.34%
- 3Y*
- -14.09%
- 5Y*
- -26.85%
- 10Y*
- -13.72%
- ALL TIME*
- -5.79%
EHC
- 1D
- 0.16%
- 1M
- 4.33%
- 6M
- 17.95%
- YTD
- 5.24%
- 1Y
- 3.07%
- 3Y*
- 19.84%
- 5Y*
- 11.97%
- 10Y*
- —
- ALL TIME*
- 14.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.96M | $7.75M | $5.42M | |
| $77.59M | $97.99M | $100.51M |
CYH vs. EHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYH Community Health Systems, Inc. | -10.58% | 4.35% | -4.47% | -27.55% | -67.54% | 79.14% | 156.21% | 2.84% | -33.80% | 0.71% |
EHC Encompass Health Corporation | 5.24% | 15.67% | 39.17% | 12.62% | 16.77% | -19.90% | 21.42% | 14.26% | 26.89% | 0.20% |
Correlation
The correlation between CYH and EHC is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017 | 0.43 |
Fundamentals
CYH:
$393.42M
EHC:
$11.02B
CYH:
$2.36
EHC:
$5.99
CYH:
1.18
EHC:
18.53
CYH:
0.00
EHC:
1.55
CYH:
0.03
EHC:
1.86
CYH:
$11.98B
EHC:
$6.07B
CYH:
$1.68B
EHC:
$2.44B
CYH:
$5.35B
EHC:
$1.42B
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Return for Risk
CYH vs. EHC — Risk / Return Rank
CYH
EHC
CYH vs. EHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and Encompass Health Corporation (EHC). 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.
| CYH | EHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.04 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.06 | +0.11 |
| Martin ratioReturn relative to average drawdown | 0.29 | 0.11 | +0.19 |
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Drawdowns
CYH vs. EHC - Drawdown Comparison
The maximum CYH drawdown since its inception was -97.17%, which is greater than EHC's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for CYH and EHC.
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Drawdown Indicators
| CYH | EHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.17% | -39.54% | -57.63% |
Max Drawdown (1Y)Largest decline over 1 year | -43.54% | -26.09% | -17.45% |
Max Drawdown (3Y)Largest decline over 3 years | -61.58% | -26.09% | -35.49% |
Max Drawdown (5Y)Largest decline over 5 years | -86.28% | -34.45% | -51.83% |
Max Drawdown (10Y)Largest decline over 10 years | -87.69% | — | — |
Current DrawdownCurrent decline from peak | -95.64% | -12.17% | -83.47% |
Average DrawdownAverage peak-to-trough decline | -51.24% | -12.15% | -39.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.91% | 14.76% | +10.15% |
Volatility
CYH vs. EHC - Volatility Comparison
Community Health Systems, Inc. (CYH) has a higher volatility of 24.62% compared to Encompass Health Corporation (EHC) at 7.92%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than EHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYH | EHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.62% | 7.92% | +16.70% |
Volatility (6M)Calculated over the trailing 6-month period | 40.01% | 21.62% | +18.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.41% | 26.25% | +31.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.49% | 26.22% | +52.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.25% | 28.27% | +54.98% |
Dividends
CYH vs. EHC - Dividend Comparison
CYH has not paid dividends to shareholders, while EHC's dividend yield for the trailing twelve months is around 0.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CYH Community Health Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHC Encompass Health Corporation | 0.68% | 0.66% | 0.51% | 0.90% | 20.45% | 1.72% | 1.35% | 1.59% | 1.69% | 0.51% |
Financials
CYH vs. EHC - Financials Comparison
This section allows you to compare key financial metrics between Community Health Systems, Inc. and Encompass Health Corporation. 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
Frequently Asked Questions
CYH and EHC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CYH has higher volatility (24.62%) compared to EHC (7.92%). In terms of maximum drawdown, CYH dropped -97.17% vs EHC's -39.54%.
CYH currently has the higher Sharpe Ratio (0.13 vs 0.06), 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.
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