EHC vs. ^SP500TR
EHC (Encompass Health Corporation) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 5 years, EHC returned 10.55%/yr vs 13.16%/yr for ^SP500TR. At a 0.42 correlation, their price movements are largely independent.
Performance
EHC vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, EHC achieves a -5.52% return, which is significantly lower than ^SP500TR's 8.22% return.
EHC
- 1D
- 1.24%
- 1M
- -4.82%
- YTD
- -5.52%
- 6M
- -6.49%
- 1Y
- -16.35%
- 3Y*
- 16.23%
- 5Y*
- 10.55%
- 10Y*
- —
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
EHC vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHC Encompass Health Corporation | -5.52% | 15.67% | 39.17% | 12.62% | 16.77% | -19.90% | 21.42% | 14.26% | 26.89% | 0.20% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | -0.51% |
Correlation
The correlation between EHC and ^SP500TR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017 | 0.42 |
Over the past year, the correlation between EHC and ^SP500TR has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
EHC vs. ^SP500TR — Risk / Return Rank
EHC
^SP500TR
EHC vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) and S&P 500 Total Return (^SP500TR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EHC | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.34 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.68 | -3.31 |
| Martin ratioReturn relative to average drawdown | -1.15 | 12.05 | -13.19 |
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Drawdowns
EHC vs. ^SP500TR - Drawdown Comparison
The maximum EHC drawdown since its inception was -39.54%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EHC and ^SP500TR.
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Drawdown Indicators
| EHC | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -55.25% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -26.09% | -8.89% | -17.20% |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | -18.75% | -7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -24.49% | -10.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -21.15% | -3.13% | -18.02% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -8.16% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 1.97% | +12.32% |
Volatility
EHC vs. ^SP500TR - Volatility Comparison
Encompass Health Corporation (EHC) has a higher volatility of 8.64% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that EHC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHC | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 4.90% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 20.87% | 9.93% | +10.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 12.57% | +14.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.08% | 17.00% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 18.08% | +10.20% |
Frequently Asked Questions
EHC and ^SP500TR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EHC has higher volatility (8.64%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, EHC dropped -39.54% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.90 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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