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:
1.74
^SP500TR:
1.87
EHC:
2.53
^SP500TR:
2.52
EHC:
1.32
^SP500TR:
1.34
EHC:
0.85
^SP500TR:
2.83
EHC:
9.14
^SP500TR:
11.72
EHC:
4.03%
^SP500TR:
2.04%
EHC:
21.24%
^SP500TR:
12.76%
EHC:
-99.73%
^SP500TR:
-55.25%
EHC:
-22.62%
^SP500TR:
-0.42%
Returns By Period
In the year-to-date period, EHC achieves a 8.36% return, which is significantly higher than ^SP500TR's 4.20% return. Over the past 10 years, EHC has underperformed ^SP500TR with an annualized return of 9.82%, while ^SP500TR has yielded a comparatively higher 13.29% annualized return.
EHC
8.36%
4.28%
11.51%
35.01%
5.33%
9.82%
^SP500TR
4.20%
1.25%
10.54%
24.47%
14.71%
13.29%
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 6.88% compared to S&P 500 Total Return (^SP500TR) at 3.00%. 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.