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CYH vs. THC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CYH and THC is 0.36, 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

CYH vs. THC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CYH:

0.12

THC:

0.39

Sortino Ratio

CYH:

0.55

THC:

0.97

Omega Ratio

CYH:

1.07

THC:

1.12

Calmar Ratio

CYH:

0.04

THC:

0.42

Martin Ratio

CYH:

0.11

THC:

1.31

Ulcer Index

CYH:

36.27%

THC:

15.19%

Daily Std Dev

CYH:

64.01%

THC:

43.39%

Max Drawdown

CYH:

-96.57%

THC:

-98.28%

Current Drawdown

CYH:

-93.36%

THC:

-28.72%

Fundamentals

Market Cap

CYH:

$491.07M

THC:

$13.82B

EPS

CYH:

-$3.68

THC:

$15.60

PEG Ratio

CYH:

-1.64

THC:

0.85

PS Ratio

CYH:

0.04

THC:

0.67

PB Ratio

CYH:

0.00

THC:

3.31

Total Revenue (TTM)

CYH:

$12.65B

THC:

$20.52B

Gross Profit (TTM)

CYH:

$5.57B

THC:

$9.71B

EBITDA (TTM)

CYH:

$1.09B

THC:

$4.44B

Returns By Period

The year-to-date returns for both investments are quite close, with CYH having a 17.06% return and THC slightly higher at 17.90%. Over the past 10 years, CYH has underperformed THC with an annualized return of -22.04%, while THC has yielded a comparatively higher 11.98% annualized return.


CYH

YTD

17.06%

1M

38.34%

6M

-22.05%

1Y

8.36%

5Y*

3.35%

10Y*

-22.04%

THC

YTD

17.90%

1M

16.71%

6M

-9.91%

1Y

17.07%

5Y*

51.60%

10Y*

11.98%

*Annualized

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Risk-Adjusted Performance

CYH vs. THC — Risk-Adjusted Performance Rank

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

CYH
The Risk-Adjusted Performance Rank of CYH is 5454
Overall Rank
The Sharpe Ratio Rank of CYH is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CYH is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CYH is 5353
Calmar Ratio Rank
The Martin Ratio Rank of CYH is 5353
Martin Ratio Rank

THC
The Risk-Adjusted Performance Rank of THC is 6767
Overall Rank
The Sharpe Ratio Rank of THC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of THC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of THC is 6767
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.

CYH vs. THC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and Tenet Healthcare Corporation (THC). 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 CYH Sharpe Ratio is 0.12, which is lower than the THC Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CYH and THC, 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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Dividends

CYH vs. THC - Dividend Comparison

Neither CYH nor THC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CYH vs. THC - Drawdown Comparison

The maximum CYH drawdown since its inception was -96.57%, roughly equal to the maximum THC drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for CYH and THC. For additional features, visit the drawdowns tool.


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Volatility

CYH vs. THC - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 24.36% compared to Tenet Healthcare Corporation (THC) at 18.33%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than THC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CYH vs. THC - Financials Comparison

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


Quarterly
Annual

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


2.50B3.00B3.50B4.00B4.50B5.00B20212022202320242025
3.16B
5.22B
(CYH) Total Revenue
(THC) Total Revenue
Values in USD except per share items

CYH vs. THC - Profitability Comparison

The chart below illustrates the profitability comparison between Community Health Systems, Inc. and Tenet Healthcare Corporation 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%20212022202320242025
84.5%
59.4%
(CYH) Gross Margin
(THC) Gross Margin
CYH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported a gross profit of 2.67B and revenue of 3.16B. Therefore, the gross margin over that period was 84.5%.

THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a gross profit of 3.10B and revenue of 5.22B. Therefore, the gross margin over that period was 59.4%.

CYH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported an operating income of 284.00M and revenue of 3.16B, resulting in an operating margin of 9.0%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported an operating income of 943.00M and revenue of 5.22B, resulting in an operating margin of 18.1%.

CYH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported a net income of -13.00M and revenue of 3.16B, resulting in a net margin of -0.4%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a net income of 406.00M and revenue of 5.22B, resulting in a net margin of 7.8%.