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

Correlation

The correlation between CYH and UHS is 0.41, 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. 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.

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Key characteristics

Sharpe Ratio

CYH:

0.12

UHS:

0.09

Sortino Ratio

CYH:

0.55

UHS:

0.54

Omega Ratio

CYH:

1.07

UHS:

1.07

Calmar Ratio

CYH:

0.04

UHS:

0.22

Martin Ratio

CYH:

0.11

UHS:

0.44

Ulcer Index

CYH:

36.27%

UHS:

17.31%

Daily Std Dev

CYH:

64.01%

UHS:

34.10%

Max Drawdown

CYH:

-96.57%

UHS:

-60.27%

Current Drawdown

CYH:

-93.36%

UHS:

-24.57%

Fundamentals

Market Cap

CYH:

$491.07M

UHS:

$11.98B

EPS

CYH:

-$3.68

UHS:

$17.80

PEG Ratio

CYH:

-1.64

UHS:

1.87

PS Ratio

CYH:

0.04

UHS:

0.74

PB Ratio

CYH:

0.00

UHS:

1.77

Total Revenue (TTM)

CYH:

$12.65B

UHS:

$16.08B

Gross Profit (TTM)

CYH:

$5.57B

UHS:

$8.17B

EBITDA (TTM)

CYH:

$1.09B

UHS:

$2.35B

Returns By Period

In the year-to-date period, CYH achieves a 17.06% return, which is significantly higher than UHS's 1.43% return. Over the past 10 years, CYH has underperformed UHS with an annualized return of -22.04%, while UHS has yielded a comparatively higher 4.70% annualized return.


CYH

YTD

17.06%

1M

38.34%

6M

-22.05%

1Y

8.36%

5Y*

3.35%

10Y*

-22.04%

UHS

YTD

1.43%

1M

1.99%

6M

-12.21%

1Y

2.48%

5Y*

13.62%

10Y*

4.70%

*Annualized

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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 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

UHS
The Risk-Adjusted Performance Rank of UHS is 5656
Overall Rank
The Sharpe Ratio Rank of UHS is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of UHS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of UHS is 5353
Omega Ratio Rank
The Calmar Ratio Rank of UHS is 6262
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.


The current CYH Sharpe Ratio is 0.12, which is comparable to the UHS Sharpe Ratio of 0.09. 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.


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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.


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Volatility

CYH vs. UHS - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 24.36% compared to Universal Health Services, Inc. (UHS) at 14.65%. 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.


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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


2.50B3.00B3.50B4.00B20212022202320242025
3.16B
4.10B
(CYH) Total Revenue
(UHS) Total Revenue
Values in USD except per share items

CYH vs. UHS - Profitability Comparison

The chart below illustrates the profitability comparison between Community Health Systems, Inc. and Universal Health Services, Inc. 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%100.0%20212022202320242025
84.5%
11.1%
(CYH) Gross Margin
(UHS) 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%.

UHS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported a gross profit of 454.83M and revenue of 4.10B. Therefore, the gross margin over that period was 11.1%.

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%.

UHS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported an operating income of 454.83M and revenue of 4.10B, resulting in an operating margin of 11.1%.

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%.

UHS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported a net income of 316.68M and revenue of 4.10B, resulting in a net margin of 7.7%.