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

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.


-0.50.00.51.00.5

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.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-71.72%
92.74%
CYH
THC

Key characteristics

Sharpe Ratio

CYH:

0.04

THC:

1.99

Sortino Ratio

CYH:

0.52

THC:

2.96

Omega Ratio

CYH:

1.07

THC:

1.36

Calmar Ratio

CYH:

0.03

THC:

1.18

Martin Ratio

CYH:

0.12

THC:

11.50

Ulcer Index

CYH:

21.87%

THC:

6.60%

Daily Std Dev

CYH:

68.05%

THC:

38.18%

Max Drawdown

CYH:

-96.57%

THC:

-98.28%

Current Drawdown

CYH:

-94.01%

THC:

-38.00%

Fundamentals

Market Cap

CYH:

$446.02M

THC:

$12.61B

EPS

CYH:

-$3.02

THC:

$31.57

PEG Ratio

CYH:

-1.64

THC:

0.62

Total Revenue (TTM)

CYH:

$12.55B

THC:

$20.97B

Gross Profit (TTM)

CYH:

$3.07B

THC:

$3.94B

EBITDA (TTM)

CYH:

$1.17B

THC:

$4.30B

Returns By Period

In the year-to-date period, CYH achieves a 0.96% return, which is significantly lower than THC's 71.31% return. Over the past 10 years, CYH has underperformed THC with an annualized return of -23.41%, while THC has yielded a comparatively higher 9.48% annualized return.


CYH

YTD

0.96%

1M

-17.49%

6M

0.96%

1Y

-1.86%

5Y*

1.39%

10Y*

-23.41%

THC

YTD

71.31%

1M

-12.48%

6M

-3.57%

1Y

70.90%

5Y*

27.56%

10Y*

9.48%

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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.


Sharpe ratio
The chart of Sharpe ratio for CYH, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.041.99
The chart of Sortino ratio for CYH, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.522.96
The chart of Omega ratio for CYH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.36
The chart of Calmar ratio for CYH, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.18
The chart of Martin ratio for CYH, currently valued at 0.12, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1211.50
CYH
THC

The current CYH Sharpe Ratio is 0.04, which is lower than the THC Sharpe Ratio of 1.99. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.99
CYH
THC

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.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-94.01%
-38.00%
CYH
THC

Volatility

CYH vs. THC - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 12.50% compared to Tenet Healthcare Corporation (THC) at 8.30%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.50%
8.30%
CYH
THC

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


Values in USD except per share items
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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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