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

Correlation

The correlation between ELV and UNH is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

ELV vs. UNH - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%NovemberDecember2025FebruaryMarchApril
2,485.31%
3,867.43%
ELV
UNH

Key characteristics

Sharpe Ratio

ELV:

-0.52

UNH:

0.56

Sortino Ratio

ELV:

-0.57

UNH:

0.90

Omega Ratio

ELV:

0.92

UNH:

1.13

Calmar Ratio

ELV:

-0.41

UNH:

0.62

Martin Ratio

ELV:

-0.72

UNH:

1.50

Ulcer Index

ELV:

19.47%

UNH:

10.70%

Daily Std Dev

ELV:

26.71%

UNH:

28.88%

Max Drawdown

ELV:

-67.19%

UNH:

-82.68%

Current Drawdown

ELV:

-22.86%

UNH:

-15.34%

Fundamentals

Market Cap

ELV:

$97.10B

UNH:

$480.27B

EPS

ELV:

$25.69

UNH:

$15.49

PE Ratio

ELV:

16.69

UNH:

33.90

PEG Ratio

ELV:

0.77

UNH:

0.93

Total Revenue (TTM)

ELV:

$134.23B

UNH:

$297.84B

Gross Profit (TTM)

ELV:

$70.71B

UNH:

$63.75B

EBITDA (TTM)

ELV:

$6.61B

UNH:

$21.97B

Returns By Period

In the year-to-date period, ELV achieves a 16.75% return, which is significantly higher than UNH's 4.24% return. Over the past 10 years, ELV has underperformed UNH with an annualized return of 12.24%, while UNH has yielded a comparatively higher 17.99% annualized return.


ELV

YTD

16.75%

1M

8.36%

6M

-12.12%

1Y

-12.74%

5Y*

17.61%

10Y*

12.24%

UNH

YTD

4.24%

1M

10.78%

6M

-10.47%

1Y

17.14%

5Y*

19.80%

10Y*

17.99%

*Annualized

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Risk-Adjusted Performance

ELV vs. UNH — 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 2929
Overall Rank
The Sharpe Ratio Rank of ELV is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ELV is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ELV is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ELV is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ELV is 4040
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 7171
Overall Rank
The Sharpe Ratio Rank of UNH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 6666
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 6767
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 7171
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. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) and UnitedHealth Group Incorporated (UNH). 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.


The chart of Sharpe ratio for ELV, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.00
ELV: -0.52
UNH: 0.56
The chart of Sortino ratio for ELV, currently valued at -0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
ELV: -0.57
UNH: 0.90
The chart of Omega ratio for ELV, currently valued at 0.92, compared to the broader market0.501.001.502.00
ELV: 0.92
UNH: 1.13
The chart of Calmar ratio for ELV, currently valued at -0.41, compared to the broader market0.001.002.003.004.00
ELV: -0.41
UNH: 0.62
The chart of Martin ratio for ELV, currently valued at -0.72, compared to the broader market-10.000.0010.0020.00
ELV: -0.72
UNH: 1.50

The current ELV Sharpe Ratio is -0.52, which is lower than the UNH Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ELV and UNH, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.52
0.56
ELV
UNH

Dividends

ELV vs. UNH - Dividend Comparison

ELV's dividend yield for the trailing twelve months is around 1.54%, less than UNH's 1.60% yield.


TTM20242023202220212020201920182017201620152014
ELV
Elevance Health Inc
1.54%1.77%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%
UNH
UnitedHealth Group Incorporated
1.60%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

ELV vs. UNH - Drawdown Comparison

The maximum ELV drawdown since its inception was -67.19%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for ELV and UNH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.86%
-15.34%
ELV
UNH

Volatility

ELV vs. UNH - Volatility Comparison

Elevance Health Inc (ELV) has a higher volatility of 9.94% compared to UnitedHealth Group Incorporated (UNH) at 6.48%. This indicates that ELV's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.94%
6.48%
ELV
UNH

Financials

ELV vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Elevance Health Inc and UnitedHealth Group Incorporated. 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