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EHC vs. DVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EHC and DVA 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. DVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Encompass Health Corporation (EHC) and DaVita Inc. (DVA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EHC:

1.73

DVA:

-0.16

Sortino Ratio

EHC:

2.43

DVA:

0.34

Omega Ratio

EHC:

1.34

DVA:

1.05

Calmar Ratio

EHC:

2.62

DVA:

0.13

Martin Ratio

EHC:

9.90

DVA:

0.31

Ulcer Index

EHC:

4.28%

DVA:

10.71%

Daily Std Dev

EHC:

25.76%

DVA:

31.28%

Max Drawdown

EHC:

-99.73%

DVA:

-92.91%

Current Drawdown

EHC:

-1.82%

DVA:

-22.94%

Fundamentals

Market Cap

EHC:

$12.20B

DVA:

$10.57B

EPS

EHC:

$4.95

DVA:

$10.20

PE Ratio

EHC:

24.45

DVA:

13.71

PS Ratio

EHC:

2.21

DVA:

0.82

PB Ratio

EHC:

5.55

DVA:

21.63

Total Revenue (TTM)

EHC:

$5.51B

DVA:

$12.97B

Gross Profit (TTM)

EHC:

$2.01B

DVA:

$4.21B

EBITDA (TTM)

EHC:

$1.25B

DVA:

$2.66B

Returns By Period

In the year-to-date period, EHC achieves a 29.88% return, which is significantly higher than DVA's -8.62% return. Over the past 10 years, EHC has outperformed DVA with an annualized return of 15.23%, while DVA has yielded a comparatively lower 5.01% annualized return.


EHC

YTD

29.88%

1M

3.64%

6M

16.63%

1Y

44.20%

3Y*

33.37%

5Y*

16.88%

10Y*

15.23%

DVA

YTD

-8.62%

1M

-2.73%

6M

-17.49%

1Y

-4.88%

3Y*

11.81%

5Y*

11.04%

10Y*

5.01%

*Annualized

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Encompass Health Corporation

DaVita Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EHC vs. DVA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EHC
The Risk-Adjusted Performance Rank of EHC is 9292
Overall Rank
The Sharpe Ratio Rank of EHC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EHC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EHC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of EHC is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EHC is 9494
Martin Ratio Rank

DVA
The Risk-Adjusted Performance Rank of DVA is 4949
Overall Rank
The Sharpe Ratio Rank of DVA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DVA is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DVA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DVA is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DVA is 5555
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.

EHC vs. DVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) and DaVita Inc. (DVA). 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 EHC Sharpe Ratio is 1.73, which is higher than the DVA Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of EHC and DVA, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EHC vs. DVA - Dividend Comparison

EHC's dividend yield for the trailing twelve months is around 0.55%, while DVA has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EHC
Encompass Health Corporation
0.55%0.51%0.90%1.34%1.72%1.35%1.59%1.69%1.98%2.28%3.36%2.03%
DVA
DaVita 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%

Drawdowns

EHC vs. DVA - Drawdown Comparison

The maximum EHC drawdown since its inception was -99.73%, which is greater than DVA's maximum drawdown of -92.91%. Use the drawdown chart below to compare losses from any high point for EHC and DVA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EHC vs. DVA - Volatility Comparison

The current volatility for Encompass Health Corporation (EHC) is 4.13%, while DaVita Inc. (DVA) has a volatility of 6.61%. This indicates that EHC experiences smaller price fluctuations and is considered to be less risky than DVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

EHC vs. DVA - Financials Comparison

This section allows you to compare key financial metrics between Encompass Health Corporation and DaVita 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


1.00B1.50B2.00B2.50B3.00B20212022202320242025
1.46B
3.22B
(EHC) Total Revenue
(DVA) Total Revenue
Values in USD except per share items

EHC vs. DVA - Profitability Comparison

The chart below illustrates the profitability comparison between Encompass Health Corporation and DaVita Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
47.6%
30.5%
(EHC) Gross Margin
(DVA) Gross Margin
EHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Encompass Health Corporation reported a gross profit of 693.10M and revenue of 1.46B. Therefore, the gross margin over that period was 47.6%.

DVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DaVita Inc. reported a gross profit of 983.87M and revenue of 3.22B. Therefore, the gross margin over that period was 30.5%.

EHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Encompass Health Corporation reported an operating income of 267.00M and revenue of 1.46B, resulting in an operating margin of 18.4%.

DVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DaVita Inc. reported an operating income of 438.94M and revenue of 3.22B, resulting in an operating margin of 13.6%.

EHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Encompass Health Corporation reported a net income of 151.50M and revenue of 1.46B, resulting in a net margin of 10.4%.

DVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DaVita Inc. reported a net income of 162.92M and revenue of 3.22B, resulting in a net margin of 5.1%.