CYH vs. THC
Compare and contrast key facts about Community Health Systems, Inc. (CYH) and Tenet Healthcare Corporation (THC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CYH or THC.
Key characteristics
| CYH | THC | |
|---|---|---|
| YTD Return | 29.07% | 115.60% |
| 1Y Return | 54.79% | 178.70% |
| 3Y Return (Ann) | -35.18% | 27.30% |
| 5Y Return (Ann) | 5.19% | 39.91% |
| 10Y Return (Ann) | -19.93% | 13.39% |
| Sharpe Ratio | 0.91 | 4.98 |
| Sortino Ratio | 1.48 | 5.78 |
| Omega Ratio | 1.21 | 1.73 |
| Calmar Ratio | 0.69 | 2.73 |
| Martin Ratio | 3.86 | 50.44 |
| Ulcer Index | 16.98% | 3.90% |
| Daily Std Dev | 71.92% | 39.54% |
| Max Drawdown | -96.57% | -98.28% |
| Current Drawdown | -92.34% | -21.97% |
Fundamentals
| CYH | THC | |
|---|---|---|
| Market Cap | $586.36M | $15.62B |
| EPS | -$3.02 | $31.57 |
| PEG Ratio | -1.64 | 0.77 |
| Total Revenue (TTM) | $12.55B | $20.97B |
| Gross Profit (TTM) | $3.07B | $3.94B |
| EBITDA (TTM) | $1.03B | $3.23B |
Correlation
The correlation between CYH and THC is 0.55, 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
CYH vs. THC - Performance Comparison
In the year-to-date period, CYH achieves a 29.07% return, which is significantly lower than THC's 115.60% return. Over the past 10 years, CYH has underperformed THC with an annualized return of -19.93%, while THC has yielded a comparatively higher 13.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CYH vs. THC - Dividend Comparison
Neither CYH nor THC has paid dividends to shareholders.
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.
Volatility
CYH vs. THC - Volatility Comparison
Community Health Systems, Inc. (CYH) has a higher volatility of 31.43% compared to Tenet Healthcare Corporation (THC) at 20.97%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities