Correlation
The correlation between EHC and SPY is 0.38, 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.
EHC vs. SPY
Compare and contrast key facts about Encompass Health Corporation (EHC) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EHC or SPY.
Performance
EHC vs. SPY - Performance Comparison
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Key characteristics
EHC:
1.73
SPY:
0.61
EHC:
2.43
SPY:
1.05
EHC:
1.34
SPY:
1.15
EHC:
2.62
SPY:
0.70
EHC:
9.90
SPY:
2.68
EHC:
4.28%
SPY:
4.92%
EHC:
25.76%
SPY:
20.44%
EHC:
-99.73%
SPY:
-55.19%
EHC:
-1.82%
SPY:
-3.82%
Returns By Period
In the year-to-date period, EHC achieves a 29.88% return, which is significantly higher than SPY's 0.58% return. Over the past 10 years, EHC has outperformed SPY with an annualized return of 15.23%, while SPY has yielded a comparatively lower 12.71% annualized return.
EHC
29.88%
3.64%
16.63%
44.20%
33.37%
16.88%
15.23%
SPY
0.58%
6.70%
-1.23%
12.34%
13.93%
15.74%
12.71%
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Risk-Adjusted Performance
EHC vs. SPY — Risk-Adjusted Performance Rank
EHC
SPY
EHC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
EHC vs. SPY - Dividend Comparison
EHC's dividend yield for the trailing twelve months is around 0.55%, less than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EHC vs. SPY - Drawdown Comparison
The maximum EHC drawdown since its inception was -99.73%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EHC and SPY.
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Volatility
EHC vs. SPY - Volatility Comparison
The current volatility for Encompass Health Corporation (EHC) is 4.13%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that EHC experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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