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ELV vs. DFS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ELV and DFS is 0.35, 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

ELV vs. DFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elevance Health Inc (ELV) and Discover Financial Services (DFS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-22.41%
33.27%
ELV
DFS

Key characteristics

Sharpe Ratio

ELV:

-0.76

DFS:

1.97

Sortino Ratio

ELV:

-0.90

DFS:

3.02

Omega Ratio

ELV:

0.87

DFS:

1.39

Calmar Ratio

ELV:

-0.52

DFS:

3.14

Martin Ratio

ELV:

-1.20

DFS:

15.81

Ulcer Index

ELV:

15.04%

DFS:

4.79%

Daily Std Dev

ELV:

23.72%

DFS:

38.34%

Max Drawdown

ELV:

-67.19%

DFS:

-81.74%

Current Drawdown

ELV:

-30.99%

DFS:

-0.19%

Fundamentals

Market Cap

ELV:

$89.36B

DFS:

$47.04B

EPS

ELV:

$27.47

DFS:

$14.82

PE Ratio

ELV:

14.03

DFS:

12.63

PEG Ratio

ELV:

0.72

DFS:

4.45

Total Revenue (TTM)

ELV:

$131.37B

DFS:

$15.42B

Gross Profit (TTM)

ELV:

$37.30B

DFS:

$15.42B

EBITDA (TTM)

ELV:

$9.14B

DFS:

$3.94B

Returns By Period

In the year-to-date period, ELV achieves a 4.44% return, which is significantly lower than DFS's 8.05% return. Over the past 10 years, ELV has underperformed DFS with an annualized return of 12.43%, while DFS has yielded a comparatively higher 14.41% annualized return.


ELV

YTD

4.44%

1M

5.20%

6M

-22.41%

1Y

-16.80%

5Y*

6.08%

10Y*

12.43%

DFS

YTD

8.05%

1M

11.24%

6M

33.27%

1Y

96.98%

5Y*

20.11%

10Y*

14.41%

*Annualized

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

ELV vs. DFS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELV
The Risk-Adjusted Performance Rank of ELV is 1313
Overall Rank
The Sharpe Ratio Rank of ELV is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ELV is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ELV is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ELV is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ELV is 1616
Martin Ratio Rank

DFS
The Risk-Adjusted Performance Rank of DFS is 9393
Overall Rank
The Sharpe Ratio Rank of DFS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DFS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DFS is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DFS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DFS is 9696
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.

ELV vs. DFS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) and Discover Financial Services (DFS). 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 ELV, currently valued at -0.76, compared to the broader market-2.000.002.004.00-0.761.97
The chart of Sortino ratio for ELV, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.903.02
The chart of Omega ratio for ELV, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.39
The chart of Calmar ratio for ELV, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.523.14
The chart of Martin ratio for ELV, currently valued at -1.20, compared to the broader market-10.000.0010.0020.00-1.2015.81
ELV
DFS

The current ELV Sharpe Ratio is -0.76, which is lower than the DFS Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ELV and DFS, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.76
1.97
ELV
DFS

Dividends

ELV vs. DFS - Dividend Comparison

ELV's dividend yield for the trailing twelve months is around 1.69%, more than DFS's 1.50% yield.


TTM20242023202220212020201920182017201620152014
ELV
Elevance Health Inc
1.69%1.77%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%
DFS
Discover Financial Services
1.50%1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%

Drawdowns

ELV vs. DFS - Drawdown Comparison

The maximum ELV drawdown since its inception was -67.19%, smaller than the maximum DFS drawdown of -81.74%. Use the drawdown chart below to compare losses from any high point for ELV and DFS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.99%
-0.19%
ELV
DFS

Volatility

ELV vs. DFS - Volatility Comparison

The current volatility for Elevance Health Inc (ELV) is 5.89%, while Discover Financial Services (DFS) has a volatility of 9.12%. This indicates that ELV experiences smaller price fluctuations and is considered to be less risky than DFS 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
5.89%
9.12%
ELV
DFS

Financials

ELV vs. DFS - Financials Comparison

This section allows you to compare key financial metrics between Elevance Health Inc and Discover Financial Services. 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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