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CYH vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CYH and SCHD is 0.37, 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.


-0.50.00.51.00.4

Performance

CYH vs. SCHD - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-78.47%
394.81%
CYH
SCHD

Key characteristics

Sharpe Ratio

CYH:

0.04

SCHD:

1.20

Sortino Ratio

CYH:

0.52

SCHD:

1.76

Omega Ratio

CYH:

1.07

SCHD:

1.21

Calmar Ratio

CYH:

0.03

SCHD:

1.69

Martin Ratio

CYH:

0.12

SCHD:

5.86

Ulcer Index

CYH:

21.87%

SCHD:

2.30%

Daily Std Dev

CYH:

68.05%

SCHD:

11.25%

Max Drawdown

CYH:

-96.57%

SCHD:

-33.37%

Current Drawdown

CYH:

-94.01%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, CYH achieves a 0.96% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, CYH has underperformed SCHD with an annualized return of -23.41%, while SCHD has yielded a comparatively higher 10.86% annualized return.


CYH

YTD

0.96%

1M

-17.49%

6M

0.96%

1Y

-1.86%

5Y*

1.39%

10Y*

-23.41%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

CYH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for CYH, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.041.20
The chart of Sortino ratio for CYH, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.521.76
The chart of Omega ratio for CYH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.21
The chart of Calmar ratio for CYH, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.69
The chart of Martin ratio for CYH, currently valued at 0.12, compared to the broader market-5.000.005.0010.0015.0020.0025.000.125.86
CYH
SCHD

The current CYH Sharpe Ratio is 0.04, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CYH and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.20
CYH
SCHD

Dividends

CYH vs. SCHD - Dividend Comparison

CYH has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.64%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CYH vs. SCHD - Drawdown Comparison

The maximum CYH drawdown since its inception was -96.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CYH and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.01%
-6.72%
CYH
SCHD

Volatility

CYH vs. SCHD - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 12.50% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.50%
3.88%
CYH
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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