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:
1.39
^SP500TR:
0.32
EHC:
2.01
^SP500TR:
0.57
EHC:
1.26
^SP500TR:
1.08
EHC:
1.43
^SP500TR:
0.32
EHC:
7.01
^SP500TR:
1.43
EHC:
4.30%
^SP500TR:
4.19%
EHC:
21.70%
^SP500TR:
18.99%
EHC:
-99.73%
^SP500TR:
-55.25%
EHC:
-0.05%
^SP500TR:
-13.83%
Returns By Period
In the year-to-date period, EHC achieves a 12.31% return, which is significantly higher than ^SP500TR's -9.83% return. Over the past 10 years, EHC has outperformed ^SP500TR with an annualized return of 12.91%, while ^SP500TR has yielded a comparatively lower 11.70% annualized return.
EHC
12.31%
4.19%
6.71%
32.38%
14.14%
12.91%
^SP500TR
-9.83%
-6.83%
-9.33%
6.85%
14.73%
11.70%
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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
The current volatility for Encompass Health Corporation (EHC) is 8.24%, while S&P 500 Total Return (^SP500TR) has a volatility of 13.59%. This indicates that EHC experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.