EHC vs. ^SP500TR
Compare and contrast key facts about Encompass Health Corporation (EHC) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EHC or ^SP500TR.
Correlation
The correlation between EHC and ^SP500TR is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EHC vs. ^SP500TR - Performance Comparison
Key characteristics
EHC:
1.53
^SP500TR:
1.75
EHC:
2.27
^SP500TR:
2.36
EHC:
1.29
^SP500TR:
1.32
EHC:
0.76
^SP500TR:
2.66
EHC:
8.09
^SP500TR:
11.02
EHC:
4.05%
^SP500TR:
2.04%
EHC:
21.38%
^SP500TR:
12.89%
EHC:
-99.73%
^SP500TR:
-55.25%
EHC:
-24.44%
^SP500TR:
-2.12%
Returns By Period
In the year-to-date period, EHC achieves a 5.80% return, which is significantly higher than ^SP500TR's 2.42% return. Over the past 10 years, EHC has underperformed ^SP500TR with an annualized return of 9.54%, while ^SP500TR has yielded a comparatively higher 13.06% annualized return.
EHC
5.80%
3.20%
7.00%
32.47%
4.82%
9.54%
^SP500TR
2.42%
-1.08%
7.42%
19.81%
14.30%
13.06%
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
EHC vs. ^SP500TR — Risk-Adjusted Performance Rank
EHC
^SP500TR
EHC vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
EHC vs. ^SP500TR - Drawdown Comparison
The maximum EHC drawdown since its inception was -99.73%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EHC and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
EHC vs. ^SP500TR - Volatility Comparison
Encompass Health Corporation (EHC) has a higher volatility of 7.19% compared to S&P 500 Total Return (^SP500TR) at 3.43%. 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.