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

Correlation

The correlation between EHC and THC is 0.32, 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.


-0.50.00.51.00.3

Performance

EHC vs. THC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.92%
-0.38%
EHC
THC

Key characteristics

Sharpe Ratio

EHC:

1.80

THC:

1.69

Sortino Ratio

EHC:

2.69

THC:

2.62

Omega Ratio

EHC:

1.34

THC:

1.32

Calmar Ratio

EHC:

0.79

THC:

1.03

Martin Ratio

EHC:

11.06

THC:

7.68

Ulcer Index

EHC:

3.39%

THC:

8.35%

Daily Std Dev

EHC:

20.81%

THC:

37.96%

Max Drawdown

EHC:

-99.73%

THC:

-98.28%

Current Drawdown

EHC:

-28.08%

THC:

-37.64%

Fundamentals

Market Cap

EHC:

$9.35B

THC:

$12.00B

EPS

EHC:

$4.25

THC:

$31.57

PE Ratio

EHC:

21.84

THC:

4.00

Total Revenue (TTM)

EHC:

$3.97B

THC:

$15.59B

Gross Profit (TTM)

EHC:

$925.90M

THC:

$3.22B

EBITDA (TTM)

EHC:

$863.40M

THC:

$3.25B

Returns By Period

In the year-to-date period, EHC achieves a 0.72% return, which is significantly lower than THC's 3.15% return. Over the past 10 years, EHC has outperformed THC with an annualized return of 10.51%, while THC has yielded a comparatively lower 9.71% annualized return.


EHC

YTD

0.72%

1M

-8.50%

6M

9.92%

1Y

37.00%

5Y*

6.75%

10Y*

10.51%

THC

YTD

3.15%

1M

-7.66%

6M

-0.37%

1Y

64.08%

5Y*

29.30%

10Y*

9.71%

*Annualized

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Risk-Adjusted Performance

EHC vs. THC — 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 8888
Overall Rank
The Sharpe Ratio Rank of EHC is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EHC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EHC is 8888
Omega Ratio Rank
The Calmar Ratio Rank of EHC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EHC is 9393
Martin Ratio Rank

THC
The Risk-Adjusted Performance Rank of THC is 8787
Overall Rank
The Sharpe Ratio Rank of THC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 8989
Sortino Ratio Rank
The Omega Ratio Rank of THC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of THC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of THC is 8989
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. THC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) and Tenet Healthcare Corporation (THC). 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.


Sharpe ratio
The chart of Sharpe ratio for EHC, currently valued at 1.80, compared to the broader market-4.00-2.000.002.001.801.69
The chart of Sortino ratio for EHC, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.692.62
The chart of Omega ratio for EHC, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.32
The chart of Calmar ratio for EHC, currently valued at 0.79, compared to the broader market0.002.004.006.000.791.03
The chart of Martin ratio for EHC, currently valued at 11.06, compared to the broader market-10.000.0010.0020.0011.067.68
EHC
THC

The current EHC Sharpe Ratio is 1.80, which is comparable to the THC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EHC and THC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
1.80
1.69
EHC
THC

Dividends

EHC vs. THC - Dividend Comparison

EHC's dividend yield for the trailing twelve months is around 0.69%, while THC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EHC
Encompass Health Corporation
0.69%0.51%0.90%1.34%1.37%1.08%1.26%1.34%1.58%1.81%2.67%1.61%
THC
Tenet Healthcare Corporation
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. THC - Drawdown Comparison

The maximum EHC drawdown since its inception was -99.73%, roughly equal to the maximum THC drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for EHC and THC. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-28.08%
-37.64%
EHC
THC

Volatility

EHC vs. THC - Volatility Comparison

The current volatility for Encompass Health Corporation (EHC) is 4.50%, while Tenet Healthcare Corporation (THC) has a volatility of 8.65%. This indicates that EHC experiences smaller price fluctuations and is considered to be less risky than THC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.50%
8.65%
EHC
THC

Financials

EHC vs. THC - Financials Comparison

This section allows you to compare key financial metrics between Encompass Health Corporation and Tenet Healthcare Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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