PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CYH vs. UHS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CYH and UHS is 0.54, 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. UHS - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-30.62%
-22.64%
CYH
UHS

Key characteristics

Sharpe Ratio

CYH:

-0.20

UHS:

0.39

Sortino Ratio

CYH:

0.18

UHS:

0.74

Omega Ratio

CYH:

1.03

UHS:

1.10

Calmar Ratio

CYH:

-0.14

UHS:

0.42

Martin Ratio

CYH:

-0.50

UHS:

0.90

Ulcer Index

CYH:

26.13%

UHS:

12.50%

Daily Std Dev

CYH:

60.58%

UHS:

28.88%

Max Drawdown

CYH:

-96.57%

UHS:

-60.27%

Current Drawdown

CYH:

-93.34%

UHS:

-25.39%

Fundamentals

Market Cap

CYH:

$487.62M

UHS:

$11.88B

EPS

CYH:

-$3.90

UHS:

$15.03

PEG Ratio

CYH:

-1.64

UHS:

1.87

Total Revenue (TTM)

CYH:

$12.64B

UHS:

$11.71B

Gross Profit (TTM)

CYH:

$3.66B

UHS:

$4.40B

EBITDA (TTM)

CYH:

$1.06B

UHS:

$1.65B

Returns By Period

In the year-to-date period, CYH achieves a 17.39% return, which is significantly higher than UHS's 0.34% return. Over the past 10 years, CYH has underperformed UHS with an annualized return of -21.54%, while UHS has yielded a comparatively higher 5.64% annualized return.


CYH

YTD

17.39%

1M

5.09%

6M

-30.63%

1Y

32.95%

5Y*

-13.37%

10Y*

-21.54%

UHS

YTD

0.34%

1M

-3.74%

6M

-22.64%

1Y

9.90%

5Y*

5.27%

10Y*

5.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CYH vs. UHS — 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 3737
Overall Rank
The Sharpe Ratio Rank of CYH is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CYH is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CYH is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CYH is 3636
Martin Ratio Rank

UHS
The Risk-Adjusted Performance Rank of UHS is 5858
Overall Rank
The Sharpe Ratio Rank of UHS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of UHS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of UHS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of UHS is 6565
Calmar Ratio Rank
The Martin Ratio Rank of UHS is 5858
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. UHS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) and Universal Health Services, Inc. (UHS). 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 -0.20, compared to the broader market-2.000.002.00-0.200.39
The chart of Sortino ratio for CYH, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.180.74
The chart of Omega ratio for CYH, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.10
The chart of Calmar ratio for CYH, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.42
The chart of Martin ratio for CYH, currently valued at -0.50, compared to the broader market-10.000.0010.0020.0030.00-0.500.90
CYH
UHS

The current CYH Sharpe Ratio is -0.20, which is lower than the UHS Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CYH and UHS, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.20
0.39
CYH
UHS

Dividends

CYH vs. UHS - Dividend Comparison

CYH has not paid dividends to shareholders, while UHS's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
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%
UHS
Universal Health Services, Inc.
0.44%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%

Drawdowns

CYH vs. UHS - Drawdown Comparison

The maximum CYH drawdown since its inception was -96.57%, which is greater than UHS's maximum drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for CYH and UHS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-93.34%
-25.39%
CYH
UHS

Volatility

CYH vs. UHS - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 13.94% compared to Universal Health Services, Inc. (UHS) at 7.51%. This indicates that CYH's price experiences larger fluctuations and is considered to be riskier than UHS 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%SeptemberOctoberNovemberDecember2025February
13.94%
7.51%
CYH
UHS

Financials

CYH vs. UHS - Financials Comparison

This section allows you to compare key financial metrics between Community Health Systems, Inc. and Universal Health Services, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab