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:
1.80
^SP500TR:
2.05
EHC:
2.69
^SP500TR:
2.74
EHC:
1.34
^SP500TR:
1.38
EHC:
0.79
^SP500TR:
3.07
EHC:
11.06
^SP500TR:
13.20
EHC:
3.39%
^SP500TR:
1.97%
EHC:
20.81%
^SP500TR:
12.66%
EHC:
-99.73%
^SP500TR:
-55.25%
EHC:
-28.08%
^SP500TR:
-2.72%
Returns By Period
In the year-to-date period, EHC achieves a 0.72% return, which is significantly higher than ^SP500TR's 0.65% return. Over the past 10 years, EHC has underperformed ^SP500TR with an annualized return of 10.51%, while ^SP500TR has yielded a comparatively higher 13.27% annualized return.
EHC
0.72%
-8.50%
9.92%
37.00%
6.75%
10.51%
^SP500TR
0.65%
-2.13%
5.74%
26.13%
14.46%
13.27%
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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) and S&P 500 Total Return (^SP500TR) have volatilities of 4.50% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.